# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012191
**Filing Date:** 2023-1
**Character Count:** 2143122
**Document Hash:** 551710127dd4432511c76e3a552ef268
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012191.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012191

**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:** 23551349

**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 ESG Aware U.S. Aggregate Bond ETF (Series ID: S000062159)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000201167 | iShares ESG Aware U.S. Aggregate Bond ETF | EAGG            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> ESG Aware 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 Series 2022-2, Class A, 3.39%, 05/15/27 | $1000 | $966430 |
| BA Credit Card Trust Series 2021-A1, Class A1, 0.44%, 09/15/26 | 100 | 93852 |
| Carmax Auto Owner Trust 2021-1 Series 2021-1, Class A3, 0.34%, 12/15/25 (Call 06/15/24) | 2353 | 2267063 |
| GM Financial Consumer Automobile Receivables Trust Series 2021-1, Class A4, 0.54%, 05/17/27 | 850 | 780298 |
| Toyota Auto Receivables Owner Trust Series 2021-B, Class A4, 0.53%, 10/15/26 | 1000 | 903912 |
| **Total Asset-Backed Securities — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $5,304,419)** |  | 5011555 |
| **Collaterized Mortgage Obligations** |  |  |
| **Mortgage-Backed Securities — 1.0%** |  |  |
| Bank, Series 2017-BNK5, Class A4, 3.13%, 06/15/60 | 850 | 774342 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-C7, Class A5, 2.04%, 04/15/53 | 670 | 546130 |
| &nbsp;&nbsp;&nbsp;Series 2021-C11, Class A5, 2.32%, 09/15/54 | 2000 | 1610225 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.93%, 03/15/52 (Call 02/15/29) | 1500 | 1425548 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 05/15/55<sup>(a)</sup> | 2000 | 1914625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B4, Class A5, 4.12%, 07/15/51 <br> (Call 07/15/28)<sup>(a)</sup> | 100 | 94835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B4, Class ASB, 4.06%, 07/15/51 (Call 07/15/28)<sup>(a)</sup> | 250 | 239548 |
| &nbsp;&nbsp;&nbsp;Series 2018-B6, Class AAB, 4.17%, 10/10/51 | 250 | 240094 |
| &nbsp;&nbsp;&nbsp;Series 2019-B11, Class A4, 3.28%, 05/15/52 | 100 | 89981 |
| &nbsp;&nbsp;&nbsp;Series 2020-B21, Class A4, 1.70%, 12/17/53 | 1200 | 949703 |
| &nbsp;&nbsp;&nbsp;Series 2020-B21, Class A5, 1.98%, 12/17/53 | 800 | 636831 |
| CD Mortgage Trust, 3.35%, 11/10/49 | 1863 | 1781539 |
| COMM Mortgage Trust, Series 2014-UBS3, Class A4, 3.82%, 06/10/47 (Call 06/10/24) | 720 | 699019 |
| Commission Mortgage Trust, Series 2014-CR17, Class A5, 3.98%, 05/10/47 (Call 05/10/24) | 585 | 569637 |
| GS Mortgage Securities Trust, Series 2015-GC30, Class A4, 3.38%, 05/10/50 (Call 05/10/25) | 250 | 236632 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class A5, 2.87%, 08/15/49 | 100 | 91090 |
| JPMCC Commercial Mortgage Securities Trust, 3.28%, 07/15/50 (Call 06/15/27) | 1356 | 1289854 |
| Morgan Stanley Bank of America Merrill Lynch Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C18, Class ASB, 3.62%, 10/15/47 (Call 07/15/26) | 38 | 37358 |
| &nbsp;&nbsp;&nbsp;Series 2014-C19, Class A4, 3.53%, 12/15/47 (Call 10/15/26) | 100 | 95810 |
| &nbsp;&nbsp;&nbsp;Series 2015-C27, Class A4, 3.75%, 12/15/47 | 250 | 237343 |
| &nbsp;&nbsp;&nbsp;Series 2016-C31, Class A5, 3.10%, 11/15/49 (Call 11/15/26) | 500 | 456471 |
| Morgan Stanley Capital I Trust, Series 2019-L3, Class AS, 3.49%, 11/15/52 | 82 | 70084 |
| SG Commercial Mortgage Securities Trust, Series 2016-C5, Class C5, 2.90%, 10/10/48 | 845 | 806754 |
| UBS Commercial Mortgage Trust, Series 2018-C12, Class ASB, 4.19%, 08/15/51 | 400 | 386405 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Class A4, 2.34%, 08/15/54 | 460 | 368554 |
| &nbsp;&nbsp;&nbsp;Class ASB, 4.17%, 05/15/51 (Call 05/15/28) | 1000 | 962891 |
| &nbsp;&nbsp;&nbsp;Series 2015-LC22, Class A4, 3.84%, 09/15/58 (Call 09/15/25) | 500 | 474692 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A4, 3.47%, 11/15/50 | $1000 | $918342 |
| &nbsp;&nbsp;&nbsp;Series 2019-C51, Class A4, 3.31%, 06/15/52 (Call 06/15/29) | 2000 | 1775439 |
| &nbsp;&nbsp;&nbsp;Series 2020-C56, Class A5, 2.45%, 06/15/53 (Call 04/15/30) | 130 | 107951 |
| WFRBS Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C21, Class A5, 3.68%, 08/15/47 | 635 | 612853 |
| &nbsp;&nbsp;&nbsp;Series 2014-C25, Class A5, 3.63%, 11/15/47 (Call 12/15/24) | 213 | 203981 |
|  |  | 20704561 |
| **Total Collaterized Mortgage Obligations — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $24,120,713)** |  | 20704561 |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.1%** |  |  |
| Interpublic Group of Companies Inc. (The), 5.40%, 10/01/48 (Call 04/01/48) | 195 | 179694 |
| WPP Finance 2010, 3.75%, 09/19/24 | 925 | 893883 |
|  |  | 1073577 |
| **Aerospace & Defense — 0.2%** |  |  |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 12/15/29 (Call 09/15/29) | 282 | 242841 |
| &nbsp;&nbsp;&nbsp;3.83%, 04/27/25 (Call 01/27/25) | 235 | 229877 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/15/28 (Call 03/15/28) | 477 | 461684 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/27/35 (Call 10/27/34) | 330 | 312916 |
| &nbsp;&nbsp;&nbsp;5.05%, 04/27/45 (Call 10/27/44) | 109 | 99595 |
| &nbsp;&nbsp;&nbsp;6.15%, 12/15/40 | 84 | 87919 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 09/01/31 (Call 06/01/31) | 100 | 79708 |
| &nbsp;&nbsp;&nbsp;2.25%, 07/01/30 (Call 04/01/30) | 394 | 331590 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/32 (Call 12/15/31) | 165 | 135328 |
| &nbsp;&nbsp;&nbsp;2.65%, 11/01/26 (Call 08/01/26) | 25 | 23196 |
| &nbsp;&nbsp;&nbsp;3.03%, 03/15/52 (Call 09/15/51) | 170 | 119622 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (Call 02/04/27) | 172 | 161389 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/01/50 (Call 01/01/50) | 116 | 83645 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/01/46 (Call 05/01/46) | 252 | 200549 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/16/25 (Call 06/16/25) | 450 | 441977 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/04/47 (Call 11/04/46) | 162 | 135630 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/16/28 (Call 08/16/28) | 281 | 272244 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/45 (Call 11/16/44) | 270 | 231420 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/47 (Call 10/15/46) | 227 | 199311 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/16/38 (Call 05/16/38) | 90 | 82908 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/42 | 328 | 303111 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/16/48 (Call 05/16/48) | 214 | 196724 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/15/41 | 17 | 15705 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/43 (Call 06/15/43) | 55 | 51625 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 100 | 95165 |
| &nbsp;&nbsp;&nbsp;5.40%, 05/01/35 | 10 | 10126 |
| &nbsp;&nbsp;&nbsp;6.05%, 06/01/36 | 15 | 16146 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/15/38 | 130 | 141076 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/15/29 | 5 | 5729 |
|  |  | 4768756 |
| **Agriculture — 0.2%** |  |  |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/11/26 (Call 05/11/26) | 368 | 342593 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51) | 120 | 82396 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/32 (Call 12/01/31) | 50 | 43503 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/30 (Call 12/27/29) | 183 | 167030 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;3.75%, 09/15/47 (Call 03/15/47) | $74 | $61541 |
| &nbsp;&nbsp;&nbsp;4.02%, 04/16/43 | 8 | 6949 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 55 | 51320 |
| &nbsp;&nbsp;&nbsp;4.54%, 03/26/42 | 42 | 39099 |
| &nbsp;&nbsp;&nbsp;5.94%, 10/01/32 | 97 | 105933 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 08/17/25 (Call 07/17/25) | 705 | 644680 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/14/31 (Call 02/14/31) | 465 | 386178 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/26 (Call 05/15/26) | 971 | 910196 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/25/27 (Call 06/25/27) | 834 | 783410 |
|  |  | 3624828 |
| **Airlines — 0.0%** |  |  |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 02/10/30 (Call 11/10/29) | 185 | 154395 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/16/27 (Call 08/16/27) | 45 | 41668 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/27 (Call 04/15/27) | 244 | 246116 |
|  |  | 442179 |
| **Apparel — 0.1%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/40 (Call 09/27/39) | 130 | 106895 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/46 (Call 05/01/46) | 35 | 28131 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (Call 09/27/49)<sup>(b)</sup> | 178 | 142542 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 (Call 11/01/42) | 44 | 37410 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/01/45 (Call 05/01/45) | 237 | 208306 |
| PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) | 575 | 557537 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/15/27 (Call 04/15/27) | 7 | 6512 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/25 (Call 01/01/25) | 5 | 4894 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/23/25 (Call 03/23/25) | 210 | 197354 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/23/27 (Call 02/23/27) | 51 | 46511 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/23/30 (Call 01/23/30) | 300 | 252039 |
|  |  | 1588131 |
| **Auto Manufacturers — 0.1%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 09/09/26 | 75 | 68624 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/27 | 140 | 127687 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 | 190 | 178590 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 09/01/30 (Call 06/01/30) | 434 | 347300 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/43 (Call 04/01/43) | 322 | 308215 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/35 | 65 | 57582 |
| &nbsp;&nbsp;&nbsp;5.15%, 04/01/38 (Call 10/01/37) | 45 | 39785 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/45 | 189 | 159369 |
| &nbsp;&nbsp;&nbsp;5.40%, 04/01/48 (Call 10/01/47) | 122 | 105987 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/49 (Call 10/01/48) | 90 | 83644 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/02/43 | 80 | 77162 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/36 (Call 10/01/35) | 111 | 112542 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/01/46 (Call 10/01/45) | 129 | 128635 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 10/15/28 (Call 08/15/28) | 25 | 20855 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/10/31 (Call 03/10/31) | 5 | 3933 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/12/32 (Call 10/12/31) | 5 | 4022 |
| Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 | 307 | 381150 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/13/25 | 157 | 147955 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/13/30 | 77 | 65541 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/11/28 | 57 | 53373 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | $95 | $89925 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/30 | 115 | 105494 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/18/25 | 160 | 155901 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/08/29 | 66 | 62499 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/20/24 | 50 | 49735 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/27 | 50 | 49686 |
|  |  | 2985191 |
| **Auto Parts & Equipment — 0.1%** |  |  |
| Aptiv PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 12/01/51 (Call 06/01/51) | 304 | 189513 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (Call 12/15/28) | 105 | 97813 |
| &nbsp;&nbsp;&nbsp;4.40%, 10/01/46 (Call 04/01/46) | 54 | 40114 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/15/49 (Call 09/15/48) | 307 | 267646 |
| Aptiv PLC/Aptiv Corp., 4.15%, 05/01/52 (Call 11/01/51) | 30 | 22653 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/25 (Call 12/15/24) | 80 | 77166 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/45 (Call 09/15/44) | 36 | 28199 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/30/30 (Call 02/28/30) | 164 | 139969 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/52 (Call 07/15/51) | 35 | 21966 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/15/27 (Call 06/15/27) | 111 | 104189 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/29 (Call 02/15/29) | 122 | 111028 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/49 (Call 11/15/48)<sup>(b)</sup> | 112 | 94323 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/24 (Call 03/15/24) | 85 | 83189 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/25 (Call 07/01/25) | 60 | 58990 |
|  |  | 1336758 |
| **Banks — 5.8%** |  |  |
| Australia & New Zealand Banking Group Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;NY, 3.70%, 11/16/25 | 130 | 126318 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/18/25 | 6407 | 5734970 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 09/14/26 (Call 09/14/25)<sup>(a)</sup> | 200 | 197976 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 11/22/32 (Call 11/22/31)<sup>(a)</sup> | 425 | 313620 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/12/28 | 215 | 198174 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.670%)<sup>(a)</sup> | 30 | 28637 |
| &nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.640%)<sup>(a)</sup> | 65 | 60235 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(a)</sup> | 5 | 3918 |
| &nbsp;&nbsp;&nbsp;2.46%, 10/22/25 (Call 10/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.870%)<sup>(a)</sup> | 161 | 151474 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 09/21/36 (Call 09/21/31)<sup>(a)</sup> | 110 | 82539 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/13/31 (Call 02/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.990%)<sup>(a)</sup> | 218 | 179564 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/28 (Call 02/04/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.050%)<sup>(a)</sup> | 50 | 44714 |
| &nbsp;&nbsp;&nbsp;2.59%, 04/29/31 (Call 04/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.150%)<sup>(a)</sup> | 294 | 242973 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/19/41 (Call 06/19/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.930%)<sup>(a)</sup> | 90 | 62717 |
| &nbsp;&nbsp;&nbsp;2.69%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(a)</sup> | 110 | 89243 |
| &nbsp;&nbsp;&nbsp;2.83%, 10/24/51 (Call 10/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.880%)<sup>(a)</sup> | 55 | 35214 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/22/30 (Call 10/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.190%)<sup>(a)</sup> | 143 | 121806 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;2.97%, 02/04/33 (Call 02/04/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.330%)<sup>(a)</sup> | $327 | $267954 |
| &nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (Call 07/21/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.560%)<sup>(a)</sup> | 262 | 172532 |
| &nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.090%)<sup>(a)</sup> | 185 | 176496 |
| &nbsp;&nbsp;&nbsp;3.19%, 07/23/30 (Call 07/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.180%)<sup>(a)</sup> | 150 | 130841 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (Call 10/21/26) | 160 | 147779 |
| &nbsp;&nbsp;&nbsp;3.31%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(a)</sup> | 65 | 49221 |
| &nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.810%)<sup>(a)</sup> | 120 | 114710 |
| &nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (Call 12/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.040%)<sup>(a)</sup> | 125 | 114010 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 132 | 126621 |
| &nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.060%)<sup>(a)</sup> | 155 | 146292 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/21/28 (Call 07/21/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.370%)<sup>(a)</sup> | 205 | 190117 |
| &nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (Call 04/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.512%)<sup>(a)</sup> | 192 | 178932 |
| &nbsp;&nbsp;&nbsp;3.82%, 01/20/28 (Call 01/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.575%)<sup>(a)</sup> | 55 | 51751 |
| &nbsp;&nbsp;&nbsp;3.84%, 04/25/25 (Call 04/25/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.110%)<sup>(a)</sup> | 50 | 48792 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/08/37 (Call 03/08/32)<sup>(a)</sup> | 140 | 118016 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 95 | 93712 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.19%)<sup>(a)</sup> | 206 | 166279 |
| &nbsp;&nbsp;&nbsp;3.97%, 03/05/29 (Call 03/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(a)</sup> | 145 | 134640 |
| &nbsp;&nbsp;&nbsp;3.97%, 02/07/30 (Call 02/07/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.210%)<sup>(a)</sup> | 166 | 152664 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/25 | 170 | 166724 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/40 (Call 04/23/39), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.32%)<sup>(a)</sup> | 85 | 72318 |
| &nbsp;&nbsp;&nbsp;4.08%, 03/20/51 (Call 03/20/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.15%)<sup>(a)</sup> | 616 | 505385 |
| &nbsp;&nbsp;&nbsp;4.24%, 04/24/38 (Call 04/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.814%)<sup>(a)</sup> | 305 | 266109 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 72 | 70554 |
| &nbsp;&nbsp;&nbsp;4.27%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.310%)<sup>(a)</sup> | 120 | 112944 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/15/50 (Call 03/15/49), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.520%)<sup>(a)</sup> | 418 | 355685 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/27/28 (Call 04/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(a)</sup> | 50 | 47970 |
| &nbsp;&nbsp;&nbsp;4.44%, 01/20/48 (Call 01/20/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.990%)<sup>(a)</sup> | 440 | 381528 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 90 | 88695 |
| &nbsp;&nbsp;&nbsp;4.57%, 04/27/33 (Call 04/27/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.830%)<sup>(a)</sup> | 675 | 629127 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 07/22/26 (Call 07/22/25)<sup>(a)</sup> | 135 | 133207 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/44 | 96 | 87367 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/22/28 (Call 07/22/27)<sup>(a)</sup> | 140 | 137270 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/21/44 | 353 | 332593 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/33 (Call 07/22/32)<sup>(a)</sup> | 210 | 202894 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/07/42 | 299 | 311663 |
| &nbsp;&nbsp;&nbsp;6.11%, 01/29/37 | 290 | 301484 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/10/28 (Call 11/10/27)<sup>(a)</sup> | $105 | $108563 |
| &nbsp;&nbsp;&nbsp;7.75%, 05/14/38 | 185 | 222919 |
| &nbsp;&nbsp;&nbsp;Series L, 3.95%, 04/21/25 | 110 | 107561 |
| &nbsp;&nbsp;&nbsp;Series L, 4.18%, 11/25/27 (Call 11/25/26) | 190 | 181501 |
| &nbsp;&nbsp;&nbsp;Series L, 4.75%, 04/21/45 | 157 | 136124 |
| &nbsp;&nbsp;&nbsp;Series N, 2.65%, 03/11/32 (Call 03/11/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(a)</sup> | 15 | 12182 |
| &nbsp;&nbsp;&nbsp;Series N, 3.48%, 03/13/52 (Call 03/11/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.650%)<sup>(a)</sup> | 275 | 202444 |
| Bank of America NA, 6.00%, 10/15/36 | 342 | 357448 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/15/26 | 150 | 131756 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/25 | 270 | 252318 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 475 | 457221 |
| &nbsp;&nbsp;&nbsp;2.65%, 03/08/27 | 200 | 183334 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/32 (Call 12/15/27)<sup>(a)</sup> | 500 | 441675 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.89%, 01/10/25, (1 day SOFR + 0.465%)<sup>(a)</sup> | 50 | 48986 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 10/05/28 (Call 10/05/23)<sup>(a)</sup> | 170 | 166274 |
| &nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/24 | 529 | 519563 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 413 | 383594 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/26/27 (Call 12/26/26) | 190 | 171403 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 292 | 278880 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 208 | 192787 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/26/32 (Call 10/26/31) | 100 | 82206 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 211 | 199273 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/28 (Call 07/30/28) | 159 | 144329 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24) | 145 | 141247 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/16/27 (Call 02/16/27) | 62 | 58886 |
| &nbsp;&nbsp;&nbsp;3.30%, 08/23/29 (Call 05/23/29) | 225 | 202878 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/25/25 (Call 03/25/25) | 200 | 194168 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/29/28 (Call 10/29/27) | 220 | 206133 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 06/13/25 (Call 06/13/24)<sup>(a)</sup> | 95 | 92844 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/07/28 (Call 02/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.069%)<sup>(a)</sup> | 449 | 422612 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/28/28 | 260 | 250567 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/26/29 (Call 02/26/29) | 200 | 186464 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/18/25 (Call 10/18/25) | 249 | 245091 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 06/13/28 (Call 06/13/27)<sup>(a)</sup> | 100 | 96110 |
| &nbsp;&nbsp;&nbsp;5.80%, 10/25/28 | 40 | 41500 |
| &nbsp;&nbsp;&nbsp;5.83%, 10/25/33 | 180 | 189547 |
| &nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25) | 140 | 135260 |
| &nbsp;&nbsp;&nbsp;Series J, 1.90%, 01/25/29 (Call 11/25/28) | 200 | 166802 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | 135 | 125558 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 2305 | 2172831 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 945 | 837582 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/11/25<sup>(b)</sup> | 912 | 834726 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/26 | 300 | 263763 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 100 | 93111 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 200 | 178552 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/01/31 | 1815 | 1445974 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/03/25 | 890 | 839252 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 3630 | 3513295 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/02/32 | 200 | 161950 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/03/26 | 466 | 433729 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/11/24 | 1369 | 1345412 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/11/25 | 800 | 774136 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/16/25 | 936 | 924263 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/06/24 | 100 | 99073 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Banks (continued)** |  |  |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 11/24/27 (Call 11/24/26)<sup>(a)</sup> | $250 | $215290 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 11/24/32 (Call 11/24/31)<sup>(a)</sup> | 140 | 107216 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 09/23/35 (Call 09/23/30)<sup>(a)</sup> | 355 | 268579 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/16/25 | 160 | 152614 |
| &nbsp;&nbsp;&nbsp;3.93%, 05/07/25 (Call 05/07/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.610%)<sup>(a)</sup> | 385 | 371398 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/10/28 (Call 01/10/27) | 125 | 116088 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/11/24 | 35 | 34352 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/12/26 | 395 | 380286 |
| &nbsp;&nbsp;&nbsp;4.84%, 05/09/28 (Call 05/07/27) | 235 | 216978 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/10/47 | 205 | 175408 |
| &nbsp;&nbsp;&nbsp;5.09%, 06/20/30 (Call 06/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.054%)<sup>(a)</sup> | 240 | 217003 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/12/26 | 230 | 223022 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 08/09/26 (Call 08/09/25)<sup>(a)</sup> | 245 | 240806 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/09/28 (Call 08/09/27)<sup>(a)</sup> | 280 | 270934 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.33%, 11/02/26 (Call 11/02/25)<sup>(a)</sup> | 200 | 205440 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/02/28 (Call 11/02/27)<sup>(a)</sup> | 200 | 206970 |
| &nbsp;&nbsp;&nbsp;7.44%, 11/02/33 | 200 | 211880 |
| BNP Paribas SA, 4.25%, 10/15/24 | 205 | 200162 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 12/02/26 | 290 | 272493 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 75 | 73715 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 10/18/24 | 150 | 139511 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | 359 | 338979 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/02/24 | 582 | 567840 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/07/32 (Call 03/07/32) | 15 | 13371 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 200 | 194700 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (Call 05/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.167%)<sup>(a)</sup> | 35 | 28020 |
| &nbsp;&nbsp;&nbsp;2.57%, 06/03/31 (Call 06/03/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.107%)<sup>(a)</sup> | 7 | 5744 |
| &nbsp;&nbsp;&nbsp;2.67%, 01/29/31 (Call 01/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.146%)<sup>(a)</sup> | 192 | 159713 |
| &nbsp;&nbsp;&nbsp;2.98%, 11/05/30 (Call 11/05/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.422%)<sup>(a)</sup> | 115 | 98247 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.842%)<sup>(a)</sup> | 256 | 242757 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26) | 270 | 252304 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/27/25 | 55 | 53307 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.897%)<sup>(a)</sup> | 270 | 261125 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 35 | 33362 |
| &nbsp;&nbsp;&nbsp;3.52%, 10/27/28 (Call 10/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.151%)<sup>(a)</sup> | 100 | 91798 |
| &nbsp;&nbsp;&nbsp;3.67%, 07/24/28 (Call 07/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.390%)<sup>(a)</sup> | 90 | 83228 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 362 | 347886 |
| &nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (Call 03/17/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.939%)<sup>(a)</sup> | 302 | 263676 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/26/25 | 110 | 107369 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/24/39 (Call 01/24/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.168%)<sup>(a)</sup> | 290 | 244090 |
| &nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.563%)<sup>(a)</sup> | 90 | 84899 |
| &nbsp;&nbsp;&nbsp;3.98%, 03/20/30 (Call 03/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.338%)<sup>(a)</sup> | 115 | 105325 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 08/05/24 | $25 | $24513 |
| &nbsp;&nbsp;&nbsp;4.04%, 06/01/24 (Call 06/01/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.023%)<sup>(a)</sup> | 317 | 314413 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.192%)<sup>(a)</sup> | 46 | 42979 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/25/28 | 141 | 133293 |
| &nbsp;&nbsp;&nbsp;4.28%, 04/24/48 (Call 04/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.839%)<sup>(a)</sup> | 69 | 58255 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/20/26 | 90 | 88006 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/10/25 | 150 | 147543 |
| &nbsp;&nbsp;&nbsp;4.41%, 03/31/31 (Call 03/31/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.914%)<sup>(a)</sup> | 190 | 177264 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 392 | 377582 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 95 | 93652 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/30/45 | 239 | 212536 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (Call 06/23/48) | 305 | 274835 |
| &nbsp;&nbsp;&nbsp;4.66%, 05/24/28 (Call 05/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.887%)<sup>(a)</sup> | 25 | 24346 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/18/46 | 265 | 228321 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/06/44 | 181 | 166391 |
| &nbsp;&nbsp;&nbsp;5.32%, 03/26/41 (Call 03/26/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.548%)<sup>(a)</sup> | 110 | 107089 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/13/25 | 253 | 257273 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/22/33 | 16 | 16145 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/30/42 | 220 | 225566 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/31/33 | 92 | 95118 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/28 | 53 | 57139 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/32 | 272 | 289163 |
| &nbsp;&nbsp;&nbsp;6.68%, 09/13/43 | 126 | 137896 |
| &nbsp;&nbsp;&nbsp;8.13%, 07/15/39 | 349 | 437018 |
| Citizens Bank NA/Providence RI, 3.75%, 02/18/26 (Call 11/18/25) | 265 | 253851 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/06/30 (Call 11/06/29) | 70 | 57210 |
| &nbsp;&nbsp;&nbsp;2.85%, 07/27/26 (Call 04/27/26) | 112 | 104112 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/30/30 (Call 01/30/30) | 85 | 74749 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/03/25 (Call 11/03/25) | 145 | 141474 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.64%, 05/21/37 (Call 05/21/32)<sup>(a)</sup> | 55 | 51361 |
| Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28) | 234 | 220648 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/21/26 | 75 | 70459 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/04/25 | 100 | 97254 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/24/41 | 106 | 108790 |
| &nbsp;&nbsp;&nbsp;5.25%, 08/04/45 | 107 | 96890 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/01/43 | 107 | 102581 |
| Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25 | 250 | 232837 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/26/25 | 225 | 199406 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/17/26 | 175 | 154201 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/15/45 | 235 | 166441 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | 205 | 196823 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.12%, 07/14/26 (Call 07/14/25)<sup>(a)</sup> | 295 | 291596 |
| Deutsche Bank AG/London, 3.70%, 05/30/24 | 216 | 211782 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (Call 11/16/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.219%)<sup>(a)</sup> | 170 | 142168 |
| &nbsp;&nbsp;&nbsp;2.55%, 01/07/28 (Call 01/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.318%)<sup>(a)</sup> | 255 | 213795 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;3.04%, 05/28/32 (Call 05/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.718%)<sup>(a)</sup> | $170 | $128124 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/18/31 (Call 09/18/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.043%)<sup>(a)</sup> | 365 | 290241 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 | 175 | 170187 |
| &nbsp;&nbsp;&nbsp;3.96%, 11/26/25 (Call 11/26/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.581%)<sup>(a)</sup> | 40 | 37782 |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | 60 | 57362 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/01/32 (Call 12/01/27)<sup>(a)</sup> | 200 | 163464 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/06/30 (Call 11/06/29) | 125 | 100175 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 45 | 41446 |
| &nbsp;&nbsp;&nbsp;4.65%, 09/13/28 (Call 06/13/28) | 260 | 242707 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 07/28/30 (Call 07/28/29)<sup>(a)</sup> | 100 | 94792 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.36%, 10/27/28 (Call 10/27/27)<sup>(a)</sup> | 50 | 51625 |
| &nbsp;&nbsp;&nbsp;8.25%, 03/01/38 | 171 | 209475 |
| First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30) | 20 | 19643 |
| First Republic Bank/CA, 4.38%, 08/01/46 (Call 02/01/46) | 165 | 127941 |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | 140 | 141400 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.99%, 01/27/32 (Call 01/27/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.090%)<sup>(a)</sup> | 140 | 108200 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.248%)<sup>(a)</sup> | 205 | 162147 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/07/30 (Call 11/07/29) | 102 | 85539 |
| &nbsp;&nbsp;&nbsp;2.62%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.281%)<sup>(a)</sup> | 272 | 219735 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/21/32 (Call 10/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.264%)<sup>(a)</sup> | 55 | 44139 |
| &nbsp;&nbsp;&nbsp;2.91%, 07/21/42 (Call 07/21/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.472%)<sup>(a)</sup> | 50 | 35388 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/24/33 (Call 02/24/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(a)</sup> | 350 | 290703 |
| &nbsp;&nbsp;&nbsp;3.21%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.513%)<sup>(a)</sup> | 117 | 86734 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/24/43 (Call 02/24/42), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.632%)<sup>(a)</sup> | 60 | 45715 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 220 | 213151 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25) | 283 | 269246 |
| &nbsp;&nbsp;&nbsp;3.69%, 06/05/28 (Call 06/05/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.510%)<sup>(a)</sup> | 177 | 165633 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/22/25 (Call 02/22/25) | 128 | 124572 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25) | 165 | 159440 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/30 (Call 12/15/29) | 73 | 66429 |
| &nbsp;&nbsp;&nbsp;3.81%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.158%)<sup>(a)</sup> | 352 | 324009 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 337 | 323951 |
| &nbsp;&nbsp;&nbsp;4.02%, 10/31/38 (Call 10/31/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.373%)<sup>(a)</sup> | 320 | 270163 |
| &nbsp;&nbsp;&nbsp;4.22%, 05/01/29 (Call 05/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.301%)<sup>(a)</sup> | 375 | 352016 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/21/25 | 175 | 171699 |
| &nbsp;&nbsp;&nbsp;4.41%, 04/23/39 (Call 04/23/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.430%)<sup>(a)</sup> | 200 | 176524 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/23/28 (Call 08/23/27)<sup>(a)</sup> | 200 | 192014 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/21/45 (Call 04/21/45) | 191 | 175584 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/08/44 (Call 01/08/44) | 430 | 396976 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/22/45 | 99 | 93905 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 65 | 67629 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 02/15/33 | $340 | $357813 |
| &nbsp;&nbsp;&nbsp;6.25%, 02/01/41 | 345 | 371389 |
| &nbsp;&nbsp;&nbsp;6.45%, 05/01/36 | 114 | 121207 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/01/37 | 641 | 694338 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | 250 | 276740 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(a)</sup> | 25 | 21430 |
| &nbsp;&nbsp;&nbsp;2.21%, 08/17/29 (Call 08/17/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.285%)<sup>(a)</sup> | 65 | 52509 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.100%)<sup>(a)</sup> | 425 | 366537 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.401%)<sup>(a)</sup> | 287 | 267292 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/24/32 (Call 05/24/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.187%)<sup>(a)</sup> | 75 | 58082 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.211%)<sup>(a)</sup> | 305 | 295362 |
| &nbsp;&nbsp;&nbsp;3.97%, 05/22/30 (Call 05/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.610%)<sup>(a)</sup> | 215 | 188020 |
| &nbsp;&nbsp;&nbsp;4.04%, 03/13/28 (Call 03/13/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.546%)<sup>(a)</sup> | 325 | 298194 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/14/24 | 215 | 211588 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 55 | 52934 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/12/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.348%)<sup>(a)</sup> | 105 | 99988 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 367 | 357098 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/23/26 | 55 | 52799 |
| &nbsp;&nbsp;&nbsp;4.58%, 06/19/29 (Call 06/19/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.535%)<sup>(a)</sup> | 330 | 303514 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/28 (Call 06/09/27)<sup>(a)</sup> | 50 | 47301 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/31/30 | 250 | 239650 |
| &nbsp;&nbsp;&nbsp;6.10%, 01/14/42 | 235 | 242412 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/02/36 | 555 | 531668 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/15/37 | 580 | 552851 |
| &nbsp;&nbsp;&nbsp;6.80%, 06/01/38 | 345 | 341705 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/26 (Call 11/03/25)<sup>(a)</sup> | 300 | 313167 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(a)</sup> | 215 | 225492 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.11%, 11/03/33 (Call 11/03/32)<sup>(a)</sup> | 300 | 315942 |
| HSBC USA Inc., 3.50%, 06/23/24 | 105 | 102520 |
| Huntington Bancshares Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 08/15/36 (Call 08/15/31)<sup>(a)</sup> | 230 | 169039 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.44%, 08/04/28 (Call 08/04/27)<sup>(a)</sup> | 100 | 94308 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 05/17/33 (Call 05/17/32)<sup>(a)</sup> | 67 | 64007 |
| Huntington Bancshares Inc./OH, 2.55%, 02/04/30 (Call 11/04/29) | 349 | 289307 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;2.73%, 04/01/32 (Call 04/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.316%)<sup>(a)</sup> | 300 | 238755 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 415 | 405974 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | 355 | 336700 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/28/33 (Call 03/28/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.070%)<sup>(a)</sup> | 80 | 70489 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/02/28 | 155 | 147675 |
| Intesa Sanpaolo SpA, 5.25%, 01/12/24 | 745 | 734436 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.77%, 08/09/25 (Call 08/09/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.490%)<sup>(a)</sup> | 175 | 161478 |
| &nbsp;&nbsp;&nbsp;1.47%, 09/22/27 (Call 09/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.765%)<sup>(a)</sup> | 75 | 65045 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;1.56%, 12/10/25 (Call 12/10/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.605%)<sup>(a)</sup> | $125 | $115469 |
| &nbsp;&nbsp;&nbsp;2.52%, 04/22/31 (Call 04/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.040%)<sup>(a)</sup> | 165 | 136856 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/08/32 (Call 11/08/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.180%)<sup>(a)</sup> | 235 | 188324 |
| &nbsp;&nbsp;&nbsp;2.58%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.250%)<sup>(a)</sup> | 32 | 25996 |
| &nbsp;&nbsp;&nbsp;2.74%, 10/15/30 (Call 10/15/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(a)</sup> | 166 | 140977 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26) | 187 | 177100 |
| &nbsp;&nbsp;&nbsp;2.96%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.260%)<sup>(a)</sup> | 300 | 247833 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/41 (Call 04/22/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.460%)<sup>(a)</sup> | 253 | 189295 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/51 (Call 04/22/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.440%)<sup>(a)</sup> | 398 | 275563 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 255 | 242916 |
| &nbsp;&nbsp;&nbsp;3.33%, 04/22/52 (Call 04/22/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(a)</sup> | 380 | 273638 |
| &nbsp;&nbsp;&nbsp;3.51%, 01/23/29 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.945%)<sup>(a)</sup> | 117 | 106927 |
| &nbsp;&nbsp;&nbsp;3.54%, 05/01/28 (Call 05/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(a)</sup> | 130 | 120779 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 12/01/26) | 175 | 164320 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/06/30 (Call 05/06/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.160%)<sup>(a)</sup> | 225 | 204568 |
| &nbsp;&nbsp;&nbsp;3.78%, 02/01/28 (Call 02/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.337%)<sup>(a)</sup> | 310 | 292138 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/14/25 (Call 06/14/24)<sup>(a)</sup> | 100 | 98222 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/24/38 (Call 07/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.360%)<sup>(a)</sup> | 223 | 188029 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.220%)<sup>(a)</sup> | 296 | 235794 |
| &nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.245%)<sup>(a)</sup> | 95 | 91317 |
| &nbsp;&nbsp;&nbsp;3.96%, 11/15/48 (Call 11/15/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(a)</sup> | 311 | 251705 |
| &nbsp;&nbsp;&nbsp;4.01%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.120%)<sup>(a)</sup> | 77 | 71856 |
| &nbsp;&nbsp;&nbsp;4.03%, 07/24/48 (Call 07/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.460%)<sup>(a)</sup> | 285 | 233931 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/26/26 (Call 04/26/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(a)</sup> | 195 | 190047 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 174 | 170235 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.260%)<sup>(a)</sup> | 165 | 155258 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/27 | 90 | 87590 |
| &nbsp;&nbsp;&nbsp;4.26%, 02/22/48 (Call 02/22/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.580%)<sup>(a)</sup> | 269 | 229296 |
| &nbsp;&nbsp;&nbsp;4.32%, 04/26/28 (Call 04/26/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.560%)<sup>(a)</sup> | 150 | 143840 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/05/29 (Call 12/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.330%)<sup>(a)</sup> | 294 | 279412 |
| &nbsp;&nbsp;&nbsp;4.49%, 03/24/31 (Call 03/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.790%)<sup>(a)</sup> | 182 | 172645 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 06/14/30 (Call 06/14/29)<sup>(a)</sup> | 200 | 190744 |
| &nbsp;&nbsp;&nbsp;4.59%, 04/26/33 (Call 04/26/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.800%)<sup>(a)</sup> | 382 | 359481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/28 (Call 07/25/27)<sup>(a)</sup> | 185 | 181100 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/44 | $176 | $165653 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/25/33 (Call 07/25/32)<sup>(a)</sup> | 110 | 106150 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/45 | 92 | 85226 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/06/42 | 275 | 278085 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/40 | 250 | 255847 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 | 330 | 338992 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/16/43 | 219 | 223586 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.72%, 09/14/33 (Call 09/14/32)<sup>(a)</sup> | 225 | 221809 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/38 | 355 | 391877 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 105 | 116031 |
| &nbsp;&nbsp;&nbsp;7.75%, 07/15/25 | 10 | 10795 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/29/27 | 222 | 250087 |
| &nbsp;&nbsp;&nbsp;8.75%, 09/01/30 | 5 | 5895 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 05/20/26 | 380 | 356455 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/13/29 | 27 | 24366 |
| &nbsp;&nbsp;&nbsp;6.95%, 02/01/28 | 20 | 21090 |
| KeyCorp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/06/27 | 200 | 178084 |
| &nbsp;&nbsp;&nbsp;2.55%, 10/01/29 | 220 | 186124 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/30/28 | 80 | 76410 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/29/25 | 66 | 64630 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/18/36<sup>(b)(c)</sup> | 763 | 448262 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/29/37<sup>(c)</sup> | 545 | 304917 |
| &nbsp;&nbsp;&nbsp;0.38%, 07/18/25 | 575 | 520668 |
| &nbsp;&nbsp;&nbsp;0.63%, 01/22/26 | 725 | 650216 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/30/30 | 395 | 313709 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/14/29 | 641 | 562304 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/02/25 | 1188 | 1127578 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/24 | 1545 | 1487727 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/28/24 | 2293 | 2238839 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/03/28 | 1402 | 1330246 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(a)</sup> | 60 | 55480 |
| &nbsp;&nbsp;&nbsp;3.57%, 11/07/28 (Call 11/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.205%)<sup>(a)</sup> | 220 | 196480 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/27 | 145 | 135197 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(a)</sup> | 360 | 347202 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/12/24 | 90 | 88307 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/09/48 | 250 | 183245 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/22/28 | 265 | 249108 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 320 | 312835 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/04/24 | 432 | 421632 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/16/28 | 85 | 79512 |
| &nbsp;&nbsp;&nbsp;4.58%, 12/10/25 | 265 | 250928 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/24/26 | 190 | 180912 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.95%, 11/15/33 (Call 08/15/32)<sup>(a)</sup> | 200 | 209782 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.96%, 10/11/25 (Call 10/11/24)<sup>(a)</sup> | 200 | 183298 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 10/13/27 (Call 10/13/26)<sup>(a)</sup> | 200 | 173376 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 01/19/28 (Call 01/19/27)<sup>(a)</sup> | 200 | 176992 |
| &nbsp;&nbsp;&nbsp;2.76%, 09/13/26 | 230 | 210843 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/18/29 | 45 | 39654 |
| &nbsp;&nbsp;&nbsp;3.29%, 07/25/27 | 170 | 157187 |
| &nbsp;&nbsp;&nbsp;3.68%, 02/22/27 | 10 | 9432 |
| &nbsp;&nbsp;&nbsp;3.74%, 03/07/29 | 95 | 87641 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 86 | 83844 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/26 | 255 | 245491 |
| &nbsp;&nbsp;&nbsp;3.96%, 03/02/28 | 50 | 47146 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.05%, 09/11/28 | $70 | $65771 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/07/39 | 84 | 72473 |
| &nbsp;&nbsp;&nbsp;4.29%, 07/26/38 | 100 | 88080 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.06%, 09/12/25 (Call 09/12/24)<sup>(a)</sup> | 265 | 263126 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.23%, 05/25/26 (Call 05/25/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.830%)<sup>(a)</sup> | 40 | 36768 |
| &nbsp;&nbsp;&nbsp;2.56%, 09/13/31 | 200 | 152764 |
| &nbsp;&nbsp;&nbsp;2.59%, 05/25/31 (Call 05/25/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(a)</sup> | 22 | 17830 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/16/30 (Call 07/16/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.130%)<sup>(a)</sup> | 222 | 191131 |
| &nbsp;&nbsp;&nbsp;3.66%, 02/28/27 | 45 | 41922 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/11/29 (Call 09/11/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.270%)<sup>(a)</sup> | 104 | 96399 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;1.79%, 02/13/32 (Call 02/13/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.034%)<sup>(a)</sup> | 95 | 72362 |
| &nbsp;&nbsp;&nbsp;1.93%, 04/28/32 (Call 04/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.020%)<sup>(a)</sup> | 65 | 49810 |
| &nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.990%)<sup>(a)</sup> | 547 | 508661 |
| &nbsp;&nbsp;&nbsp;2.24%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.178%)<sup>(a)</sup> | 240 | 187178 |
| &nbsp;&nbsp;&nbsp;2.48%, 09/16/36 (Call 09/16/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.360%)<sup>(a)</sup> | 255 | 189190 |
| &nbsp;&nbsp;&nbsp;2.51%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.200%)<sup>(a)</sup> | 200 | 159072 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/22/31 (Call 01/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.143%)<sup>(a)</sup> | 177 | 148671 |
| &nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.152%)<sup>(a)</sup> | 145 | 138272 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/25/52 (Call 01/25/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.430%)<sup>(a)</sup> | 205 | 132211 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 175 | 164225 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/22/28 (Call 07/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.340%)<sup>(a)</sup> | 362 | 334115 |
| &nbsp;&nbsp;&nbsp;3.62%, 04/01/31 (Call 04/01/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.120%)<sup>(a)</sup> | 294 | 262189 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 250 | 237747 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 320 | 313190 |
| &nbsp;&nbsp;&nbsp;3.77%, 01/24/29 (Call 01/24/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.140%)<sup>(a)</sup> | 264 | 243630 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 185 | 179476 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/23/27 | 330 | 318028 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/22/38 (Call 07/22/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.455%)<sup>(a)</sup> | 505 | 430735 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 141 | 138112 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/27/45 | 395 | 342011 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 265 | 258868 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/22/47 | 257 | 223842 |
| &nbsp;&nbsp;&nbsp;4.43%, 01/23/30 (Call 01/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.628%)<sup>(a)</sup> | 62 | 58765 |
| &nbsp;&nbsp;&nbsp;4.46%, 04/22/39 (Call 04/22/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.408%)<sup>(a)</sup> | 160 | 142912 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 07/17/26 (Call 07/17/25)<sup>(a)</sup> | 85 | 84006 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 07/20/33 (Call 07/20/32)<sup>(a)</sup> | 45 | 42938 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/24/25 | 236 | 236507 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/20/37 (Call 04/20/32)<sup>(a)</sup> | 170 | 158236 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 03/24/51 (Call 03/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.480%)<sup>(a)</sup> | $448 | $467815 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/09/26 | 330 | 349919 |
| &nbsp;&nbsp;&nbsp;6.34%, 10/18/33 | 200 | 212608 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/24/42 | 451 | 497886 |
| &nbsp;&nbsp;&nbsp;7.25%, 04/01/32 | 364 | 417606 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 360 | 354204 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/12/26 | 297 | 274936 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/14/26 | 100 | 95994 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 11/28/35 (Call 08/28/30)<sup>(a)</sup> | 275 | 201718 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/01/29 (Call 11/01/24)<sup>(a)</sup> | 345 | 318345 |
| &nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.762%)<sup>(a)</sup> | 752 | 730057 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/30 (Call 05/08/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.871%)<sup>(a)</sup> | 214 | 193858 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 425 | 415310 |
| &nbsp;&nbsp;&nbsp;4.89%, 05/18/29 (Call 05/18/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.754%)<sup>(a)</sup> | 125 | 117523 |
| &nbsp;&nbsp;&nbsp;5.08%, 01/27/30 (Call 01/27/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.905%)<sup>(a)</sup> | 400 | 375468 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.47%, 11/10/26 (Call 11/10/25)<sup>(a)</sup> | 300 | 312474 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 05/03/29 (Call 02/03/29) | 721 | 661236 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/08/32 (Call 05/08/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.131%)<sup>(a)</sup> | 925 | 840399 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/03/28 (Call 05/03/28) | 259 | 249378 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/30/25 | 510 | 502008 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/02/32 | 130 | 137090 |
| Oesterreichische Kontrollbank AG, 1.50%, 02/12/25 | 979 | 921660 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 10/22/29 | 155 | 131308 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/23/25 (Call 01/24/25) | 90 | 86531 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/25/27 (Call 09/25/27) | 495 | 465062 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/22/28 (Call 12/23/27) | 45 | 42009 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 835 | 812747 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/26/28 | 75 | 70799 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24) | 566 | 544481 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/26 (Call 07/13/26) | 50 | 43890 |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 192 | 182984 |
| &nbsp;&nbsp;&nbsp;2.55%, 01/22/30 (Call 10/24/29) | 200 | 169996 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/23/26) | 316 | 293520 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27)<sup>(b)</sup> | 250 | 232520 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/23/29 (Call 01/23/29) | 508 | 467954 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/02/28 | 135 | 135990 |
| Regions Bank/Birmingham AL, 6.45%, 06/26/37 | 163 | 169227 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 08/12/28 (Call 06/12/28) | 100 | 84980 |
| &nbsp;&nbsp;&nbsp;7.38%, 12/10/37 | 143 | 163599 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 10/07/24 | 50 | 46351 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/02/26 | 100 | 88031 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 305 | 290448 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 228 | 219689 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/14/25 | 100 | 96837 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/04/27 | 100 | 95166 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/04/32 | 100 | 91780 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/26/24 | 190 | 187104 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.24%, 08/03/27 | $200 | $193996 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 105 | 103955 |
| &nbsp;&nbsp;&nbsp;5.66%, 10/25/24 | 50 | 50653 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/27 | 50 | 52021 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.49%, 01/06/28 (Call 01/06/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.249%)<sup>(a)</sup> | 35 | 30375 |
| &nbsp;&nbsp;&nbsp;3.24%, 10/05/26 (Call 08/05/26) | 206 | 190836 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/13/27 (Call 04/14/27) | 752 | 722048 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/17/25 (Call 04/17/25) | 487 | 477606 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 09/09/26 (Call 09/09/25)<sup>(a)</sup> | 300 | 298605 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.47%, 01/11/28 (Call 01/11/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(a)</sup> | 80 | 68154 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/32 (Call 03/15/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.475%)<sup>(a)</sup> | 50 | 38589 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.68%, 11/18/27 (Call 11/18/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.560%)<sup>(a)</sup> | 105 | 93070 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/07/28 (Call 02/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.730%)<sup>(a)</sup> | 50 | 44882 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/01/25 (Call 11/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.940%)<sup>(a)</sup> | 290 | 274604 |
| &nbsp;&nbsp;&nbsp;2.40%, 01/24/30 | 340 | 290204 |
| &nbsp;&nbsp;&nbsp;2.62%, 02/07/33 (Call 02/07/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.002%)<sup>(a)</sup> | 50 | 41168 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 223 | 210688 |
| &nbsp;&nbsp;&nbsp;3.03%, 11/01/34 (Call 11/01/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.490%)<sup>(a)</sup> | 493 | 417847 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/18/25 | 1033 | 1006070 |
| &nbsp;&nbsp;&nbsp;3.78%, 12/03/24 (Call 12/03/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.770%)<sup>(a)</sup> | 198 | 195596 |
| &nbsp;&nbsp;&nbsp;4.14%, 12/03/29 (Call 12/03/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.030%)<sup>(a)</sup> | 42 | 40011 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 08/04/33 (Call 08/04/32)<sup>(a)</sup> | 25 | 23276 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/04/26 | 55 | 56178 |
| &nbsp;&nbsp;&nbsp;5.82%, 11/04/28 | 60 | 62032 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/27/24 | 140 | 133171 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/14/26 | 60 | 55228 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 210 | 201279 |
| &nbsp;&nbsp;&nbsp;2.72%, 09/27/29 | 40 | 33920 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/30 | 35 | 29589 |
| &nbsp;&nbsp;&nbsp;3.01%, 10/19/26 | 205 | 189924 |
| &nbsp;&nbsp;&nbsp;3.04%, 07/16/29 | 115 | 100227 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/17/29 | 172 | 148348 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 92 | 84892 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 183 | 169540 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/11/27 | 232 | 217089 |
| &nbsp;&nbsp;&nbsp;3.54%, 01/17/28 | 25 | 23006 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/09/26 | 140 | 134971 |
| &nbsp;&nbsp;&nbsp;3.94%, 07/19/28 | 105 | 97517 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.31%, 10/16/28<sup>(b)</sup> | 48 | 45252 |
| SVB Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/28/26 (Call 09/28/26) | 150 | 130398 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/05/30 (Call 03/05/30) | 284 | 232286 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/29/25 | 110 | 105824 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/29/28 (Call 04/29/27)<sup>(a)</sup> | 150 | 141986 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 04/29/33 (Call 04/29/32)<sup>(a)</sup> | 190 | 169564 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Banks (continued)** |  |  |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/24 | $50 | $46448 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 200 | 186594 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/12/27 | 200 | 178998 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/12/32 | 160 | 130227 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 706 | 682349 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/10/27 | 100 | 92013 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/15/31 (Call 09/15/26)<sup>(a)</sup> | 591 | 545605 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/13/24 | 200 | 197686 |
| &nbsp;&nbsp;&nbsp;4.69%, 09/15/27 | 200 | 197964 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/11/30 (Call 12/11/29) | 340 | 276301 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 09/17/29 (Call 09/17/24)<sup>(a)</sup> | 55 | 51360 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 (Call 04/15/26) | 25 | 23457 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/03/25 (Call 09/03/25) | 70 | 68878 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 105 | 102219 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/29 (Call 02/16/29) | 35 | 32410 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25) | 123 | 120873 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 06/06/28 (Call 06/06/27)<sup>(a)</sup> | 65 | 61591 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 07/28/26 (Call 07/28/25)<sup>(a)</sup> | 50 | 49151 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.92%, 07/28/33 (Call 07/28/32)<sup>(a)</sup> | 50 | 47154 |
| Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) | 109 | 99159 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 04/30/41 (Call 04/30/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.530%)<sup>(a)</sup> | 25 | 18537 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/14/46 | 15 | 12284 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/25/53 (Call 04/25/52)<sup>(a)</sup> | 520 | 461833 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/07/46 | 55 | 47216 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/25/33 (Call 07/25/32)<sup>(a)</sup> | 300 | 289068 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/17/45 | 530 | 467693 |
| &nbsp;&nbsp;&nbsp;5.01%, 04/04/51 (Call 04/04/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.502%)<sup>(a)</sup> | 420 | 394544 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/02/43 | 15 | 14284 |
| &nbsp;&nbsp;&nbsp;5.61%, 01/15/44 | 520 | 508700 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/86 | 50 | 47442 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 02/19/25 | 56 | 53192 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 11/15/35 (Call 11/15/30)<sup>(a)</sup> | 35 | 25698 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/19/26 | 130 | 121807 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 535 | 504451 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 02/04/30 (Call 02/04/25)<sup>(a)</sup> | 270 | 245784 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.02%, 11/18/36 (Call 11/18/31)<sup>(a)</sup> | 245 | 180090 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/26/24 | 396 | 389850 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 133 | 126329 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/25/28 | 197 | 186301 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 07/24/34 (Call 07/24/29)<sup>(a)</sup> | 369 | 314333 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 11/23/31 (Call 11/23/26)<sup>(a)</sup> | 299 | 272610 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 08/10/33 (Call 08/10/32)<sup>(a)</sup> | 75 | 68867 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 200 | 205858 |
| Wintrust Financial Corp., 4.85%, 06/06/29 | 15 | 13718 |
| Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29) | 77 | 64029 |
|  |  | 126795165 |
| **Beverages — 1.2%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev |  |  |
| &nbsp;&nbsp;&nbsp;Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/01/25) | 631 | 612726 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 317 | 304742 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 615 | 576193 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Beverages (continued)** |  |  |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 02/01/44 | $165 | $150265 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 416 | 396419 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 183 | 170715 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | 145 | 133834 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/28 (Call 01/13/28) | 389 | 376995 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/40 (Call 12/01/39) | 150 | 135597 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/38 (Call 10/15/37) | 239 | 220105 |
| &nbsp;&nbsp;&nbsp;4.44%, 10/06/48 (Call 04/06/48) | 240 | 211147 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/50 (Call 12/01/49) | 211 | 191225 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/48 (Call 10/15/47) | 303 | 275706 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/60 (Call 12/01/59) | 135 | 121663 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/23/29 (Call 10/23/28) | 367 | 367048 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/58 (Call 10/15/57) | 157 | 143603 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/23/31 (Call 10/23/30) | 183 | 186120 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/42 | 157 | 150477 |
| &nbsp;&nbsp;&nbsp;5.45%, 01/23/39 (Call 07/23/38) | 298 | 304568 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/23/49 (Call 07/23/48) | 313 | 320816 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/23/59 (Call 07/23/58) | 203 | 213992 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/15/39 | 59 | 73620 |
| &nbsp;&nbsp;&nbsp;8.20%, 01/15/39 | 280 | 357456 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 02/15/25) | 197 | 192658 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/38 (Call 10/15/37) | 48 | 42877 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/45 (Call 01/15/45) | 134 | 124903 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/30 | 356 | 295170 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 | 430 | 374539 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/40 | 237 | 175773 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/51 | 95 | 63708 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/50 | 243 | 168168 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/60 | 64 | 43894 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/25/27 | 105 | 99731 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/05/51 | 155 | 116517 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/25/27 | 330 | 319915 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/25/30 | 482 | 450588 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/25/50 | 190 | 178144 |
| Coca-Cola Femsa SAB de CV, 5.25%, 11/26/43 | 210 | 200819 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/50 (Call 11/01/49) | 51 | 39189 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/48 (Call 08/15/47) | 47 | 38356 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/09/47 (Call 11/09/46) | 87 | 74582 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/48 (Call 05/15/48) | 56 | 53344 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25) | 500 | 458205 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/29/30 (Call 01/29/30) | 1755 | 1458967 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/24/24 (Call 09/24/24) | 4625 | 4400549 |
| &nbsp;&nbsp;&nbsp;2.13%, 04/29/32 (Call 01/29/32) | 1210 | 976313 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/24/29 (Call 07/24/29) | 785 | 674362 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/18/28 (Call 02/18/28) | 495 | 475195 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 1000 | 1014070 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/24/27 | 1000 | 1030570 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/11/42 | 130 | 115692 |
| &nbsp;&nbsp;&nbsp;7.45%, 04/15/35 | 124 | 148895 |
| Fomento Economico Mexicano SAB de CV, 3.50%, |  |  |
| &nbsp;&nbsp;&nbsp;01/16/50 (Call 07/16/49) | 255 | 180430 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 09/15/26 (Call 06/15/26) | 128 | 117569 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 05/01/30 (Call 02/01/30) | $139 | $122477 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/25 (Call 08/15/25) | 160 | 154611 |
| &nbsp;&nbsp;&nbsp;3.43%, 06/15/27 (Call 03/15/27) | 188 | 176594 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/01/50 (Call 11/01/49) | 147 | 112581 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/15/29 (Call 02/15/29) | 50 | 47199 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/32 (Call 01/15/32) | 60 | 55251 |
| &nbsp;&nbsp;&nbsp;4.42%, 05/25/25 (Call 03/25/25) | 164 | 163667 |
| &nbsp;&nbsp;&nbsp;4.42%, 12/15/46 (Call 06/15/46) | 200 | 168094 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/45 (Call 05/15/45) | 29 | 25064 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/52 (Call 10/15/51) | 150 | 127532 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/25/28 (Call 02/25/28) | 105 | 104504 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/26 (Call 04/15/26) | 1130 | 1060878 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/46 (Call 01/15/46) | 215 | 172828 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/42 | 152 | 136993 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/31 (Call 07/21/31) | 50 | 41173 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 420 | 401318 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26) | 514 | 481988 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/19/27 (Call 01/19/27) | 276 | 257516 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/29/29 (Call 04/29/29) | 375 | 335269 |
| &nbsp;&nbsp;&nbsp;2.63%, 10/21/41 (Call 04/21/41) | 25 | 18948 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 582 | 559197 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/19/30 (Call 12/19/29) | 349 | 310997 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25) | 295 | 283283 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/49 (Call 04/15/49) | 105 | 77996 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/27 (Call 07/15/27) | 349 | 330915 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/29/49 (Call 01/29/49) | 95 | 77299 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/06/46 (Call 04/06/46) | 259 | 213781 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25) | 145 | 142094 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/19/40 (Call 09/19/39) | 60 | 50907 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/24 (Call 12/01/23) | 70 | 69121 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/18/28 (Call 01/18/28) | 50 | 48471 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/13/42 | 75 | 63900 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/19/50 (Call 09/19/49) | 121 | 103160 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/60 (Call 09/19/59) | 35 | 31389 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/18/32 (Call 04/18/32) | 70 | 67220 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/05/42 | 50 | 45379 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/02/47 (Call 11/02/46) | 110 | 97659 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/18/52 (Call 01/18/52) | 25 | 23416 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/14/46 (Call 10/14/45) | 65 | 63045 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/01/40 | 10 | 10250 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/01/29 | 110 | 125217 |
|  |  | 27057905 |
| **Biotechnology — 0.4%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/21/25 (Call 01/21/25) | 581 | 548162 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | 307 | 279379 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/25/31 (Call 11/25/30) | 320 | 266989 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/21/30 (Call 11/21/29) | 551 | 472769 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/19/26 (Call 05/19/26) | 152 | 141579 |
| &nbsp;&nbsp;&nbsp;2.77%, 09/01/53 (Call 03/01/53) | 35 | 21698 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/52 (Call 07/15/51) | 220 | 146355 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/01/25 (Call 02/01/25) | 161 | 155796 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/21/40 (Call 08/21/39) | 205 | 156909 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/02/27 (Call 08/02/27) | 247 | 232820 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/21/50 (Call 08/21/49) | 255 | 185719 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/18/29 (Call 06/18/29) | 300 | 285861 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/33 (Call 12/01/32) | 300 | 282852 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/45 (Call 11/01/44) | 295 | 254673 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Biotechnology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 02/22/62 (Call 08/22/61) | $25 | $20533 |
| &nbsp;&nbsp;&nbsp;4.56%, 06/15/48 (Call 12/15/47) | 269 | 238538 |
| &nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (Call 12/15/50) | 193 | 173499 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/53 (Call 09/01/52) | 55 | 50233 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/41 | 100 | 94828 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/41 (Call 05/15/41) | 102 | 97738 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/42 (Call 12/15/41) | 10 | 9986 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/01/37 | 65 | 71275 |
| &nbsp;&nbsp;&nbsp;6.40%, 02/01/39 | 5 | 5427 |
| Baxalta Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/23/25 (Call 03/23/25) | 296 | 291024 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/23/45 (Call 12/23/44) | 250 | 239345 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/01/30 (Call 02/01/30) | 175 | 144480 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/50 (Call 11/01/49) | 257 | 176448 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/51 (Call 08/15/50) | 75 | 52124 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/15/25 (Call 06/15/25) | 517 | 504003 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/15/45 (Call 03/15/45) | 202 | 192597 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/01/30 (Call 07/01/30) | 195 | 157149 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/50 (Call 04/01/50) | 136 | 89925 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (Call 12/01/26) | 238 | 222723 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 339 | 331067 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (Call 12/01/25) | 395 | 383261 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/24 (Call 01/01/24) | 280 | 275621 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/36 (Call 03/01/36) | 119 | 106733 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/01/47 (Call 09/01/46) | 295 | 249461 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 260 | 235284 |
| &nbsp;&nbsp;&nbsp;4.60%, 09/01/35 (Call 03/01/35) | 335 | 325543 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/46 (Call 09/01/45) | 231 | 212659 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/44 (Call 10/01/43) | 268 | 252574 |
| &nbsp;&nbsp;&nbsp;5.65%, 12/01/41 (Call 06/01/41) | 110 | 114066 |
| Illumina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/23/31 (Call 12/23/30) | 150 | 118609 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/13/27 | 100 | 100692 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/12/25 | 100 | 100509 |
| Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/50) | 124 | 79412 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 09/02/51 (Call 03/02/51) | 42 | 27153 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/02/50 (Call 03/02/50) | 89 | 59554 |
|  |  | 9235634 |
| **Building Materials — 0.2%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/31 (Call 11/15/30) | 230 | 192634 |
| &nbsp;&nbsp;&nbsp;2.72%, 02/15/30 (Call 11/15/29) | 45 | 38411 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/05/40 (Call 10/05/39) | 155 | 120740 |
| &nbsp;&nbsp;&nbsp;3.58%, 04/05/50 (Call 10/05/49) | 160 | 117291 |
| Fortune Brands Home & Security Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/29 (Call 06/15/29) | 157 | 135480 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/25 (Call 03/15/25) | 157 | 152205 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/25/32 (Call 12/25/31) | 50 | 43555 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/25/52 (Call 09/25/51) | 30 | 22287 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/02/24 (Call 04/02/24)<sup>(d)</sup> | 636 | 623782 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/14/26 (Call 11/14/25) | 635 | 620306 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/47 (Call 08/15/46) | 107 | 89904 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/02/44 (Call 01/02/44) | 125 | 109125 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/02/64 (Call 01/02/64)<sup>(d)</sup> | 50 | 42157 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/14/45 (Call 03/14/45) | 122 | 110227 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Building Materials (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/36 | $185 | $193097 |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/15/30 (Call 06/15/30) | 500 | 402165 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/16/31 (Call 06/16/31) | 175 | 138754 |
| Lafarge SA, 7.13%, 07/15/36 | 48 | 52122 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/51 (Call 01/15/51) | 30 | 20747 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/47 (Call 06/15/47) | 72 | 59100 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 111 | 102126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/47 (Call 11/15/46)<sup>(b)</sup> | 115 | 92532 |
| Mohawk Industries Inc., 3.63%, 05/15/30 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/30)<sup>(b)</sup> | 50 | 42968 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/26 (Call 05/15/26) | 378 | 355570 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/29 (Call 05/15/29) | 136 | 123824 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/01/24 (Call 09/01/24) | 620 | 610347 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/15/47 (Call 01/15/47) | 170 | 135055 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/30/48 (Call 07/30/47) | 55 | 43471 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/01/36 | 51 | 55237 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 69 | 58955 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/01/48 (Call 09/01/47) | 55 | 47951 |
|  |  | 4952125 |
| **Chemicals — 0.6%** |  |  |
| Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44) | 125 | 116484 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27) | 25 | 24485 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/15/32 (Call 04/15/32) | 45 | 42966 |
| CF Industries Inc., 5.38%, 03/15/44. | 90 | 82333 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/50 (Call 05/15/50) | 25 | 17948 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/34 (Call 04/01/34) | 79 | 69768 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/42 (Call 05/15/42) | 77 | 64443 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/44 (Call 04/01/44) | 117 | 97866 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/30/28 (Call 08/30/28) | 85 | 84021 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/15/49 (Call 11/15/48) | 184 | 155929 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/41 (Call 05/15/41) | 154 | 143392 |
| &nbsp;&nbsp;&nbsp;5.55%, 11/30/48 (Call 05/30/48) | 20 | 18935 |
| &nbsp;&nbsp;&nbsp;6.30%, 03/15/33 | 25 | 26068 |
| &nbsp;&nbsp;&nbsp;6.90%, 05/15/53 (Call 11/15/52) | 25 | 27189 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/29 | 140 | 154792 |
| &nbsp;&nbsp;&nbsp;9.40%, 05/15/39 | 115 | 151866 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.49%, 11/15/25 (Call 09/15/25) | 295 | 293159 |
| &nbsp;&nbsp;&nbsp;4.73%, 11/15/28 (Call 08/15/28) | 559 | 556708 |
| &nbsp;&nbsp;&nbsp;5.32%, 11/15/38 (Call 05/15/38) | 354 | 345936 |
| &nbsp;&nbsp;&nbsp;5.42%, 11/15/48 (Call 05/15/48) | 180 | 174364 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/44 (Call 04/15/44) | 132 | 108818 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/01/42 (Call 03/01/42) | 93 | 79192 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 01/30/31 (Call 10/30/30) | 300 | 231849 |
| &nbsp;&nbsp;&nbsp;2.13%, 02/01/32 (Call 11/01/31) | 100 | 80854 |
| &nbsp;&nbsp;&nbsp;2.70%, 11/01/26 (Call 08/01/26) | 4620 | 4317760 |
| &nbsp;&nbsp;&nbsp;2.70%, 12/15/51 (Call 06/15/51) | 230 | 148513 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/18/55 (Call 02/18/55) | 180 | 113267 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/27 (Call 09/01/27) | 536 | 503760 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/47 (Call 06/01/47) | 275 | 229224 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.80%, 03/24/30 (Call 12/24/29) | $741 | $740155 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 | 370 | 378107 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/08/41 | 40 | 41207 |
| FMC Corp., 4.50%, 10/01/49 (Call 04/01/49) | 197 | 159245 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/47 (Call 12/01/46) | 40 | 31513 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/26/28 (Call 06/26/28) | 555 | 523543 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/26/48 (Call 03/26/48) | 86 | 74117 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/44 (Call 09/15/43) | 160 | 135459 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/43 | 83 | 73742 |
| LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26) | 430 | 398184 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/51 (Call 10/01/50) | 120 | 82078 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/60 (Call 04/01/60) | 65 | 42799 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/49 (Call 04/15/49) | 77 | 57802 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/50 (Call 11/01/49) | 184 | 138418 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54) | 130 | 102991 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 11/15/27 (Call 08/15/27) | 10 | 9459 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/41 (Call 05/15/41) | 5 | 4248 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/33 (Call 05/15/33) | 65 | 63197 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/15/43 (Call 05/15/43) | 125 | 117899 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/35 (Call 09/15/34) | 137 | 120107 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/01/43 (Call 12/01/42) | 120 | 107624 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/49 (Call 10/01/48) | 43 | 39551 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/45 (Call 07/15/44) | 73 | 67901 |
| &nbsp;&nbsp;&nbsp;5.63%, 12/01/40 | 148 | 144451 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/36 | 120 | 122906 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/07/25 | 100 | 102017 |
| &nbsp;&nbsp;&nbsp;6.13%, 01/15/41 (Call 07/15/40) | 10 | 10335 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/15/24 (Call 07/15/24) | 30 | 28711 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/29 (Call 05/15/29) | 159 | 138578 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/15/28 (Call 12/15/27)<sup>(b)</sup> | 470 | 446415 |
| Rohm & Haas Co., 7.85%, 07/15/29 | 103 | 115604 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/48 (Call 07/15/47) | 35 | 26733 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/45 (Call 12/01/44) | 25 | 21842 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/15/32 (Call 12/15/31) | 120 | 95173 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/50 (Call 11/15/49) | 50 | 35355 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/25 (Call 05/01/25) | 120 | 115604 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/49 (Call 02/15/49) | 75 | 57335 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 10/15/25) | 295 | 288073 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/42 (Call 06/15/42) | 33 | 26302 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/47 (Call 12/01/46) | 204 | 177096 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/01/45 (Call 02/01/45) | 40 | 34090 |
|  |  | 13957855 |
| **Commercial Services — 0.5%** |  |  |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/01/30 (Call 06/01/30) | 2466 | 1967153 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/28 (Call 03/15/28) | 1165 | 1026167 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 802 | 782760 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/30 (Call 05/15/30) | 292 | 258449 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/25 (Call 07/01/25) | 38 | 37869 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 01/15/27 (Call 12/15/26) | $55 | $48032 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/15/49 (Call 02/15/49) | 102 | 73321 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/15/29 (Call 06/15/29) | 35 | 33971 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/52 (Call 02/15/52) | 25 | 22883 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/15/26 (Call 06/15/26) | 115 | 98780 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/31 (Call 04/15/31) | 409 | 303474 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 08/18/60 (Call 02/18/60) | 45 | 25871 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/29/61 (Call 05/29/61) | 110 | 71633 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 210 | 194200 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49) | 84 | 59282 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/24/25 (Call 02/24/25) | 225 | 219528 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/52 (Call 08/25/51) | 10 | 7818 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/29 (Call 11/01/28) | 108 | 103844 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/17/48 (Call 06/17/48) | 144 | 132527 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/44 | 105 | 102232 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 10/01/24 (Call 09/01/24) | 662 | 634335 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26) | 300 | 279129 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/29 (Call 07/01/29) | 365 | 319601 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/50 (Call 12/01/49) | 106 | 75112 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/32 (Call 03/01/32) | 100 | 95280 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/32 (Call 10/15/31) | 130 | 100658 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/01/30 (Call 07/01/30) | 250 | 208120 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/22/30 (Call 02/22/30) | 1125 | 977175 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/18/29 (Call 12/18/28) | 808 | 761330 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/20/32 (Call 02/20/32) | 75 | 73408 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 202 | 175098 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/01/29 (Call 01/01/29)<sup>(e)</sup> | 50 | 44519 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/22/27 (Call 10/22/26) | 188 | 177590 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/49 (Call 06/01/49) | 208 | 153816 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/01/62 (Call 09/01/61)<sup>(e)</sup> | 25 | 20154 |
| Triton Container International Ltd./TAL International |  |  |
| &nbsp;&nbsp;&nbsp;Container Corp., 3.25%, 03/15/32 (Call 12/15/31) | 35 | 27267 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/50 (Call 11/15/49) | 110 | 78079 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/29 (Call 12/15/28) | 176 | 166857 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/45 (Call 12/15/44) | 71 | 66971 |
|  |  | 10004293 |
| **Computers — 0.5%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/28 (Call 06/05/28) | 75 | 64384 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/05/31 (Call 05/05/31) | 75 | 61067 |
| &nbsp;&nbsp;&nbsp;2.55%, 08/20/60 (Call 02/20/60) | 28 | 18104 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/11/50 (Call 11/11/49) | 308 | 212791 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (Call 08/08/50) | 115 | 78924 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (Call 02/08/60) | 155 | 104140 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/05/61 (Call 02/05/61) | 110 | 74989 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/11/49 (Call 03/11/49) | 144 | 105841 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/09/45 | 232 | 192620 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/47 (Call 03/12/47) | 115 | 97952 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/13/47 (Call 05/13/47) | 131 | 112575 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/04/43 | 307 | 274203 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/04/46 (Call 02/04/46) | 185 | 161338 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/08/62 (Call 02/08/62) | 120 | 103951 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 02/09/47 (Call 08/09/46) | $95 | $89346 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/13/45 | 235 | 223440 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/44 | 44 | 43069 |
| &nbsp;&nbsp;&nbsp;4.65%, 02/23/46 (Call 08/23/45) | 412 | 403204 |
| Dell Inc., 6.50%, 04/15/38 | 125 | 125135 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/51 (Call 06/15/51)<sup>(e)</sup> | 110 | 71080 |
| &nbsp;&nbsp;&nbsp;8.10%, 07/15/36 (Call 01/15/36) | 25 | 28868 |
| &nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (Call 01/15/46) | 353 | 412191 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 10/15/25 (Call 07/15/25) | 790 | 789123 |
| &nbsp;&nbsp;&nbsp;6.20%, 10/15/35 (Call 04/15/35) | 264 | 276970 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/15/45 (Call 04/15/45) | 380 | 390192 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 06/17/30 (Call 03/17/30) | 406 | 348961 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 35 | 30671 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 12/15/27) | 50 | 48730 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/33 (Call 10/15/32) | 80 | 76409 |
| &nbsp;&nbsp;&nbsp;6.00%, 09/15/41 | 287 | 280167 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | 459 | 447612 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 | 637 | 608265 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/27/27 | 105 | 99664 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 702 | 675872 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/29 | 535 | 498235 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/42 | 290 | 245024 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/27/27 (Call 06/27/27) | 100 | 98148 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/39 | 222 | 195746 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/49 | 291 | 248206 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/27/32 (Call 04/27/32) | 100 | 96461 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/19/46 | 120 | 108028 |
| &nbsp;&nbsp;&nbsp;5.60%, 11/30/39 | 56 | 57472 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/29/32 | 235 | 253847 |
| &nbsp;&nbsp;&nbsp;6.22%, 08/01/27 | 35 | 37280 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/15/28 | 182 | 197408 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/25 | 416 | 442349 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 12/01/96<sup>(b)</sup> | 20 | 24449 |
| Kyndryl Holdings Inc., 4.10%, 10/15/41 (Call 04/15/41) | 15 | 8943 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/15/31 (Call 11/15/30) | 120 | 92852 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/30 (Call 02/15/30) | 781 | 710757 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) | 165 | 134845 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 02/01/29 (Call 12/01/28) | 90 | 71600 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/01/32 (Call 11/01/31) | 15 | 11148 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/26 (Call 11/15/25) | 25 | 23541 |
|  |  | 10688187 |
| **Cosmetics & Personal Care — 0.2%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/24 | 205 | 201818 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/01/47 (Call 02/01/47) | 156 | 136488 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/45 | 318 | 289332 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/49 (Call 06/01/49) | 57 | 41594 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44) | 12 | 10670 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/37 | 25 | 27176 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/01/32<sup>(b)</sup> | 200 | 171444 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/03/26 | 371 | 349081 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/02/26 | 285 | 272851 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Cosmetics & Personal Care (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 03/25/27 | $477 | $449644 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/11/27 | 295 | 278601 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/25/50 | 80 | 68662 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/05/37 | 171 | 188187 |
| &nbsp;&nbsp;&nbsp;5.80%, 08/15/34 | 25 | 27641 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/12/31 (Call 05/12/31) | 100 | 79955 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/28/26 | 185 | 169721 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 105 | 98569 |
| &nbsp;&nbsp;&nbsp;3.10%, 07/30/25 | 60 | 57876 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/22/25 (Call 01/22/25) | 195 | 190347 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/22/28 (Call 12/22/27) | 145 | 137882 |
|  |  | 3247539 |
| **Distribution & Wholesale — 0.0%** |  |  |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/25 (Call 01/15/25) | 429 | 403749 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 96 | 77080 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/47 (Call 11/15/46) | 84 | 72106 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/45 (Call 12/15/44) | 157 | 146874 |
|  |  | 699809 |
| **Diversified Financial Services — 1.0%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 (Call 09/29/24) | 290 | 266609 |
| &nbsp;&nbsp;&nbsp;2.45%, 10/29/26 (Call 09/29/26) | 205 | 179098 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/29/28 (Call 08/29/28) | 17 | 14273 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/30/32 (Call 10/30/31) | 492 | 388690 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/29/33 (Call 07/29/33) | 95 | 73042 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 342 | 326230 |
| &nbsp;&nbsp;&nbsp;3.65%, 07/21/27 (Call 04/21/27) | 385 | 347320 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/23/28 (Call 10/23/27) | 300 | 268278 |
| &nbsp;&nbsp;&nbsp;4.45%, 10/01/25 (Call 08/01/25) | 355 | 341041 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/03/26 (Call 02/03/26) | 330 | 315820 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/15/27 (Call 08/15/27) | 140 | 130434 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/15/25 (Call 06/15/25) | 560 | 563422 |
| Affiliated Managers Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/15/30 (Call 03/15/30) | 160 | 134829 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/25 | 45 | 43326 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/30 (Call 11/01/29) | 127 | 106323 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/29 (Call 07/01/29) | 117 | 99352 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 01/01/27) | 70 | 64275 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 09/01/27) | 114 | 102383 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/26 (Call 04/01/26) | 204 | 192031 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/28 (Call 07/01/28) | 257 | 240141 |
| Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26) | 149 | 138907 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 03/30/25 | 220 | 216850 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/30/24 | 523 | 518983 |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/25 (Call 04/01/25) | 205 | 206054 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/01/31 | 494 | 528607 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 11/04/26 (Call 10/04/26) | 75 | 66733 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/30/24) | 330 | 318292 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/04/27 (Call 02/01/27) | 95 | 86380 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 644 | 624577 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 325 | 307885 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/03/27 (Call 04/03/27) | 85 | 79590 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 260 | 254280 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/25 (Call 07/01/25) | 300 | 294243 |
| &nbsp;&nbsp;&nbsp;4.05%, 12/03/42 | 396 | 345324 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25) | $296 | $292788 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 08/03/33 (Call 08/03/32)<sup>(a)</sup> | 260 | 246750 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 05/26/33 (Call 02/26/32)<sup>(a)</sup> | 35 | 33649 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/05/27 (Call 10/05/27) | 95 | 98675 |
| American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27) | 305 | 287356 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/26 (Call 06/15/26) | 45 | 42087 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 30 | 28842 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/24 | 35 | 34230 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/13/32 (Call 02/13/32) | 50 | 49161 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/51 (Call 09/30/50) | 50 | 33023 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/25/28 (Call 10/25/27) | 275 | 256413 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 (Call 02/01/24) | 137 | 134824 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/02/26 (Call 03/02/26) | 50 | 48663 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/30 (Call 01/15/30) | 132 | 121370 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/20/47 (Call 03/20/47) | 240 | 195768 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/29/29 (Call 12/29/28) | 210 | 202503 |
| Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49) | 100 | 65317 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 07/29/32 (Call 07/29/31), (1 day SOFR + 1.337%)<sup>(a)</sup> | 5 | 3650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 07/24/26 (Call 07/24/25)<sup>(a)</sup> | 50 | 49518 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/26/30 (Call 07/26/29)<sup>(a)(b)</sup> | 50 | 47912 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 05/10/33 (Call 05/10/32)<sup>(a)</sup> | 160 | 151368 |
| Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26) | 182 | 173821 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 03/02/27 (Call 12/02/26) | 30 | 28369 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/25/28 (Call 10/25/27) | 231 | 216424 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/22/29 (Call 02/22/29) | 85 | 77759 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/29 (Call 11/01/28) | 104 | 99813 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/22/30 (Call 12/22/29) | 20 | 19817 |
| CI Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 (Call 09/17/30) | 174 | 133964 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/51 (Call 12/15/50) | 79 | 48133 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47)<sup>(b)</sup> | 185 | 167005 |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/43 (Call 03/15/43) | 104 | 108194 |
| Credit Suisse USA Inc., 7.13%, 07/15/32 | 166 | 165258 |
| Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 02/09/27 (Call 11/09/26) | 271 | 254932 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/30/26 (Call 11/30/25) | 205 | 198444 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/50 (Call 12/15/49) | 160 | 111819 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/60 (Call 03/15/60) | 170 | 112095 |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27) | 265 | 248451 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/21/28 (Call 06/21/28) | 84 | 80090 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/27 (Call 08/15/27) | 100 | 97915 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/21/48 (Call 03/21/48) | 211 | 181711 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/29 (Call 04/15/29) | 85 | 83872 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/33 (Call 12/15/32) | 60 | 58284 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/15/52 (Call 12/15/51)<sup>(b)</sup> | 105 | 101271 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/15/62 (Call 12/15/61) | 80 | 77954 |
| Invesco Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/26 | 50 | 48256 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/30/43 | 113 | 107620 |
| Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) | 530 | 523158 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 01/23/30 | $102 | $90887 |
| &nbsp;&nbsp;&nbsp;6.25%, 01/15/36 | 112 | 113107 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/20/43 | 55 | 54497 |
| Legg Mason Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/26 | 321 | 325211 |
| &nbsp;&nbsp;&nbsp;5.63%, 01/15/44 | 143 | 142607 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 11/18/31 (Call 08/18/31) | 125 | 103039 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 08/21/26) | 180 | 171792 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/29 (Call 03/01/29) | 220 | 201590 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/26/27 (Call 01/26/27) | 127 | 122323 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/26/30 (Call 12/26/29) | 264 | 246111 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/26/28 (Call 11/26/27) | 260 | 250045 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/49 (Call 12/01/48) | 35 | 29495 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/21/46 (Call 05/21/46) | 125 | 107981 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/26/50 (Call 09/26/49) | 258 | 224960 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/26/48 (Call 08/26/47) | 47 | 41463 |
| Morgan Stanley Domestic Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 08/24/27 (Call 05/24/27) | 224 | 211756 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/28 (Call 03/20/28) | 200 | 192730 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/28/50 (Call 10/28/49) | 100 | 69094 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/30/26 (Call 03/30/26) | 117 | 113357 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/07/52 (Call 09/07/51) | 74 | 58289 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.61%, 07/14/31 | 75 | 58278 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/25 | 350 | 331149 |
| &nbsp;&nbsp;&nbsp;2.71%, 01/22/29 | 200 | 167790 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/22/32 | 225 | 178929 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/16/30 | 375 | 313215 |
| ORIX Corp., 3.25%, 12/04/24 | 20 | 19294 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/51 (Call 10/01/50) | 30 | 22284 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/30 (Call 01/01/30) | 139 | 135802 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/46 | 160 | 145562 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 10/28/31 (Call 07/28/31) | 10 | 7575 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/04/26 (Call 05/04/26) | 300 | 273768 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/27 (Call 09/01/27) | 336 | 301503 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/23/25 (Call 04/23/25) | 267 | 255639 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/13/25 (Call 05/13/25) | 155 | 150201 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/19/29 (Call 12/19/28) | 262 | 250186 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 04/15/27 (Call 02/15/27) | 368 | 334416 |
| &nbsp;&nbsp;&nbsp;2.05%, 04/15/30 (Call 01/15/30) | 242 | 209081 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/40 (Call 10/15/39) | 120 | 95350 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/27 (Call 06/15/27) | 180 | 168597 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/14/25 (Call 09/14/25) | 617 | 594720 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/47 (Call 03/15/47) | 171 | 145358 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/14/35 (Call 06/14/35) | 234 | 225461 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/14/45 (Call 06/14/45) | 476 | 445593 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 01/10/25 (Call 12/10/24) | 534 | 508662 |
| &nbsp;&nbsp;&nbsp;6.20%, 11/17/36 | 197 | 197739 |
|  |  | 22538404 |
| **Electric — 2.0%** |  |  |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/51 (Call 11/15/50) | 60 | 42644 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/52 (Call 11/15/51) | 220 | 212252 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series G, 4.15%, 05/01/49 (Call 11/01/48) | $10 | $7833 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (Call 10/01/24) | 3662 | 3512920 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25) | 1327 | 1270656 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/29 (Call 03/01/29) | 1157 | 1061582 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/52 (Call 10/01/51) | 65 | 51363 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/48 (Call 12/01/47) | 144 | 121297 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49) | 37 | 25256 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/15/49 (Call 03/15/49)<sup>(b)</sup> | 202 | 145442 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 130 | 98890 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 96 | 75697 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/01/36 | 55 | 59473 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 08/01/42 (Call 02/01/42) | 70 | 56238 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 84 | 69654 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/44 (Call 10/01/43) | 127 | 115682 |
| &nbsp;&nbsp;&nbsp;Series AC, 4.25%, 02/01/49 (Call 08/01/48) | 164 | 144245 |
| &nbsp;&nbsp;&nbsp;Series AD, 2.90%, 07/01/50 (Call 01/01/50) | 97 | 66249 |
| &nbsp;&nbsp;&nbsp;Series ai., 4.45%, 10/01/32 (Call 07/01/32) | 50 | 48963 |
| &nbsp;&nbsp;&nbsp;Series K2, 6.95%, 03/15/33 | 15 | 17057 |
| Cleveland Electric Illuminating Co. (The), 5.95%, 12/15/36 | 75 | 75776 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/01/30 (Call 12/01/29) | 284 | 240241 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (Call 09/01/49) | 225 | 158006 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/46 (Call 12/15/45) | 266 | 206286 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/28 (Call 05/15/28) | 295 | 280043 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 43 | 33884 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 109 | 91250 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 (Call 09/01/48) | 125 | 102827 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 56 | 48504 |
| &nbsp;&nbsp;&nbsp;5.90%, 03/15/36 | 70 | 74641 |
| &nbsp;&nbsp;&nbsp;6.45%, 01/15/38 | 19 | 21152 |
| &nbsp;&nbsp;&nbsp;Series 122, 2.95%, 08/15/27 (Call 05/15/27) | 105 | 97287 |
| &nbsp;&nbsp;&nbsp;Series 123, 3.75%, 08/15/47 (Call 02/15/47) | 150 | 118974 |
| &nbsp;&nbsp;&nbsp;Series 127, 3.20%, 11/15/49 (Call 05/15/49) | 214 | 153731 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 290 | 245320 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/44 (Call 10/15/43) | 125 | 108532 |
| &nbsp;&nbsp;&nbsp;Series A, 2.05%, 07/01/31 (Call 04/01/31) | 192 | 156252 |
| &nbsp;&nbsp;&nbsp;Series A, 3.20%, 03/15/27 (Call 12/15/26) | 520 | 491327 |
| &nbsp;&nbsp;&nbsp;Series A, 4.15%, 06/01/45 (Call 12/01/44) | 155 | 131420 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/59 (Call 05/15/59) | 100 | 76111 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/15/28 (Call 02/15/28) | 104 | 99026 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/46 (Call 12/15/45) | 59 | 47145 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/43 (Call 09/01/42) | 64 | 52036 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/44 (Call 09/15/43) | 55 | 48170 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 (Call 06/01/45) | 65 | 56653 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/58 (Call 11/15/57) | 85 | 71898 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/54 (Call 06/01/54) | 39 | 33771 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/40 | 62 | 62123 |
| &nbsp;&nbsp;&nbsp;Series 05-A, 5.30%, 03/01/35 | 122 | 121089 |
| &nbsp;&nbsp;&nbsp;Series 06-A, 5.85%, 03/15/36 | 59 | 59963 |
| &nbsp;&nbsp;&nbsp;Series 06-B, 6.20%, 06/15/36 | 60 | 63554 |
| &nbsp;&nbsp;&nbsp;Series 08-B, 6.75%, 04/01/38 | 90 | 99310 |
| &nbsp;&nbsp;&nbsp;Series 09-C, 5.50%, 12/01/39 | 80 | 78950 |
| &nbsp;&nbsp;&nbsp;Series 12-A, 4.20%, 03/15/42 | 112 | 94461 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.88%, 06/15/47 (Call 12/15/46) | 186 | 146118 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.35%, 04/01/30 (Call 01/01/30) | $160 | $144861 |
| &nbsp;&nbsp;&nbsp;Series 20B, 3.95%, 04/01/50 (Call 10/01/49) | 152 | 124117 |
| &nbsp;&nbsp;&nbsp;Series A, 4.13%, 05/15/49 (Call 11/15/48) | 135 | 110318 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/57 (Call 05/15/57) | 64 | 49625 |
| &nbsp;&nbsp;&nbsp;Series C, 4.30%, 12/01/56 (Call 06/01/56) | 66 | 53504 |
| &nbsp;&nbsp;&nbsp;Series D, 4.00%, 12/01/28 (Call 09/01/28) | 199 | 192047 |
| &nbsp;&nbsp;&nbsp;Series E, 4.65%, 12/01/48 (Call 06/01/48) | 125 | 109904 |
| Constellation Energy Generation LLC, 6.25%, 10/01/39 | 37 | 38539 |
| Delmarva Power & Light Co., 4.15%, 05/15/45 (Call 11/15/44) | 15 | 12460 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 175 | 162150 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (Call 04/15/27) | 357 | 361255 |
| &nbsp;&nbsp;&nbsp;6.95%, 11/15/29 | 25 | 26204 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/44 (Call 06/01/44) | 25 | 21959 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/35 | 112 | 111393 |
| Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) | 720 | 683654 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/51 (Call 09/15/50) | 293 | 193685 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 287 | 240308 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 250 | 206317 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/45 (Call 01/15/25) | 45 | 40638 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/32 (Call 12/01/31) | 215 | 188989 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/50 (Call 07/15/49) | 310 | 228997 |
| &nbsp;&nbsp;&nbsp;4.60%, 07/01/27 (Call 06/01/27) | 85 | 84263 |
| &nbsp;&nbsp;&nbsp;Series H, 3.15%, 01/15/25 (Call 10/15/24) | 535 | 514188 |
| &nbsp;&nbsp;&nbsp;Series L, 2.90%, 10/01/24 (Call 08/01/24) | 735 | 706835 |
| &nbsp;&nbsp;&nbsp;Series M, 3.30%, 01/15/28 (Call 10/15/27) | 445 | 410646 |
| &nbsp;&nbsp;&nbsp;Series O, 4.25%, 04/01/29 (Call 01/01/29) | 265 | 252132 |
| &nbsp;&nbsp;&nbsp;Series R, 1.65%, 08/15/30 (Call 05/15/30) | 900 | 705879 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 1160 | 1110526 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (Call 01/15/30) | 870 | 820949 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/46 (Call 10/15/45) | 151 | 129167 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/50 (Call 10/15/49) | 250 | 222202 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/35 (Call 12/15/34) | 127 | 122848 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/15/45 (Call 12/15/44) | 120 | 113898 |
| &nbsp;&nbsp;&nbsp;5.63%, 06/15/35 | 180 | 184351 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 10/01/49 (Call 04/01/49) | 136 | 100072 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 178 | 144783 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 309 | 260917 |
| &nbsp;&nbsp;&nbsp;3.99%, 03/01/49 (Call 09/01/48) | 193 | 163581 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/01/42 (Call 12/01/41) | 77 | 67149 |
| &nbsp;&nbsp;&nbsp;4.05%, 10/01/44 (Call 04/01/44) | 210 | 180892 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/01/42 (Call 08/01/41) | 135 | 119340 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/48 (Call 12/01/47) | 145 | 124767 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/35 | 20 | 19776 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/41 (Call 08/01/40) | 170 | 170699 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/01/34 | 220 | 231174 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/01/37 | 17 | 17487 |
| &nbsp;&nbsp;&nbsp;5.69%, 03/01/40 | 90 | 94244 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/38 | 155 | 165523 |
| &nbsp;&nbsp;&nbsp;5.96%, 04/01/39 | 55 | 59311 |
| Iberdrola International BV |  |  |
| &nbsp;&nbsp;&nbsp;5.81%, 03/15/25 | 620 | 634582 |
| &nbsp;&nbsp;&nbsp;6.75%, 07/15/36 | 549 | 580957 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Electric (continued)** |  |  |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 (Call 03/30/26) | $500 | $468910 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/15/27 (Call 08/15/27) | 394 | 362709 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 03/15/24) | 655 | 638468 |
| &nbsp;&nbsp;&nbsp;5.30%, 07/01/43 (Call 01/01/43) | 284 | 260135 |
| National Grid USA, 5.80%, 04/01/35 | 485 | 462443 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 114 | 95983 |
| &nbsp;&nbsp;&nbsp;4.02%, 11/01/32 (Call 05/01/32) | 40 | 36632 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/32 (Call 09/15/32) | 50 | 46884 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/49 (Call 09/15/48) | 32 | 27128 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/48 (Call 05/01/48) | 85 | 71726 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/30/25 | 100 | 101578 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/15/33 | 50 | 52716 |
| &nbsp;&nbsp;&nbsp;Series C, 8.00%, 03/01/32 | 65 | 77686 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 1069 | 887698 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/01/29 (Call 08/01/29) | 527 | 459244 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/29 (Call 01/01/29) | 390 | 358059 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/01/27 (Call 02/01/27) | 689 | 653482 |
| &nbsp;&nbsp;&nbsp;4.26%, 09/01/24 | 100 | 98686 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/27 (Call 06/15/27) | 475 | 471561 |
| &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> | 275 | 221570 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/32 (Call 04/15/32) | 300 | 299778 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 08/15/31 (Call 05/15/31) | 394 | 317221 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 170 | 118742 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/27 (Call 02/15/27) | 630 | 594172 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/29 (Call 02/15/29) | 10 | 9195 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/01/30 (Call 01/01/30) | 300 | 285774 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/44 (Call 09/01/43) | 74 | 65443 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 210 | 213169 |
| Ohio Edison Co., 6.88%, 07/15/36 | 160 | 175427 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 (Call 12/01/48) | 115 | 91056 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/48 (Call 10/01/47) | 155 | 126610 |
| &nbsp;&nbsp;&nbsp;Series Q, 1.63%, 01/15/31 (Call 10/15/30) | 310 | 240569 |
| &nbsp;&nbsp;&nbsp;Series R, 2.90%, 10/01/51 (Call 04/01/51) | 385 | 256017 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/49 (Call 03/15/49) | 120 | 86376 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/45 (Call 10/01/44) | 114 | 92943 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/30/47 (Call 03/30/47) | 68 | 55829 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/49 (Call 12/01/48) | 105 | 85185 |
| &nbsp;&nbsp;&nbsp;4.10%, 11/15/48 (Call 05/15/48) | 140 | 119297 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/41 (Call 06/01/41) | 20 | 18554 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/30/40 | 40 | 39939 |
| &nbsp;&nbsp;&nbsp;5.30%, 06/01/42 (Call 12/01/41) | 50 | 50466 |
| &nbsp;&nbsp;&nbsp;7.00%, 05/01/32 | 21 | 24005 |
| &nbsp;&nbsp;&nbsp;7.25%, 01/15/33 | 2 | 2344 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/01/38 | 15 | 18336 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/41 (Call 12/01/40) | 75 | 56995 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/45 (Call 09/15/44) | 5 | 3655 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/40 (Call 01/01/40) | 80 | 63925 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/01/30 (Call 01/01/30) | 1015 | 929730 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/01/50 (Call 01/01/50) | 570 | 455356 |
| &nbsp;&nbsp;&nbsp;5.90%, 06/15/32 (Call 03/15/32) | 40 | 39225 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/50 (Call 12/15/49) | 104 | 69313 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/49 (Call 03/15/49) | $85 | $59168 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/47 (Call 03/15/47) | 321 | 255853 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/48 (Call 09/01/47) | 184 | 151022 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/44 (Call 04/01/44) | 277 | 237414 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/15/52 (Call 02/15/52) | 100 | 89633 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/52 (Call 11/15/51) | 100 | 92368 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/43 (Call 09/15/42) | 245 | 209289 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/37 | 10 | 11059 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/49 (Call 04/01/49) | 55 | 37588 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/01/47 (Call 12/01/46) | 39 | 32214 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/45 (Call 04/01/45) | 15 | 12575 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47) | 75 | 63580 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/49 (Call 01/01/49) | 415 | 322961 |
| &nbsp;&nbsp;&nbsp;Series V, 2.20%, 06/15/31 (Call 03/15/31) | 80 | 66195 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/30 (Call 10/15/29) | 240 | 207470 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/01/50 (Call 11/01/49) | 72 | 47437 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/01/50 (Call 07/01/49) | 110 | 79191 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/29 (Call 02/15/29) | 275 | 251817 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/01/49 (Call 02/01/49) | 225 | 163039 |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/47 (Call 06/01/47) | 65 | 50593 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/28 (Call 06/01/28) | 325 | 306881 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/42 (Call 03/01/42) | 50 | 40584 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/01/28 (Call 02/01/28) | 72 | 68993 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/01/43 (Call 07/01/42) | 15 | 12402 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/46 (Call 09/01/45) | 310 | 251227 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/01/49 (Call 11/01/48) | 120 | 96917 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/42 (Call 11/01/41) | 15 | 12735 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/01/48 (Call 11/01/47) | 50 | 42077 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/32 | 100 | 99935 |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/37 | 70 | 73878 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 08/15/30 (Call 05/15/30) | 702 | 548248 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/31 (Call 08/15/31) | 370 | 298605 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 180 | 152474 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/40 | 72 | 65136 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/39 | 55 | 57441 |
| &nbsp;&nbsp;&nbsp;Series RRR, 3.75%, 06/01/47 (Call 12/01/46) | 129 | 101508 |
| &nbsp;&nbsp;&nbsp;Series TTT, 4.10%, 06/15/49 (Call 12/15/48) | 244 | 202479 |
| &nbsp;&nbsp;&nbsp;Series UUU, 3.32%, 04/15/50 (Call 10/15/49) | 67 | 48696 |
| &nbsp;&nbsp;&nbsp;Series VVV, 1.70%, 10/01/30 (Call 07/01/30) | 440 | 352563 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 307 | 285553 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/28 (Call 11/01/27) | 553 | 513295 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/38 (Call 08/01/37) | 269 | 219698 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 (Call 08/01/47) | 299 | 232185 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/52 (Call 01/01/27)<sup>(a)</sup> | 200 | 155046 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/15/39 | 69 | 70014 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 190 | 157609 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/01/29 (Call 05/01/29) | 82 | 71890 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/50 (Call 08/01/49) | 193 | 143980 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 (Call 10/01/46) | 162 | 127812 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/42 (Call 09/15/41) | 69 | 55504 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 (Call 03/01/40) | 30 | 25865 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/01/43 (Call 04/01/43) | 96 | 84534 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | $59 | $57753 |
| &nbsp;&nbsp;&nbsp;5.63%, 02/01/36 | 102 | 100481 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 50 | 51662 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/34 | 135 | 141758 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/39 | 106 | 108178 |
| &nbsp;&nbsp;&nbsp;6.65%, 04/01/29 | 180 | 187072 |
| &nbsp;&nbsp;&nbsp;Series 04-G, 5.75%, 04/01/35 | 35 | 35282 |
| &nbsp;&nbsp;&nbsp;Series 05-E, 5.35%, 07/15/35 | 75 | 73155 |
| &nbsp;&nbsp;&nbsp;Series 06-E, 5.55%, 01/15/37 | 10 | 9805 |
| &nbsp;&nbsp;&nbsp;Series 08-A, 5.95%, 02/01/38. | 37 | 37770 |
| &nbsp;&nbsp;&nbsp;Series 13-A, 3.90%, 03/15/43 (Call 09/15/42) | 20 | 15506 |
| &nbsp;&nbsp;&nbsp;Series A, 4.20%, 03/01/29 (Call 12/01/28) | 117 | 111458 |
| &nbsp;&nbsp;&nbsp;Series B, 4.88%, 03/01/49 (Call 09/01/48) | 109 | 96372 |
| &nbsp;&nbsp;&nbsp;Series C, 3.60%, 02/01/45 (Call 08/01/44) | 99 | 72274 |
| &nbsp;&nbsp;&nbsp;Series C, 4.13%, 03/01/48 (Call 09/01/47) | 126 | 101575 |
|  |  | 42537561 |
| **Electrical Components & Equipment — 0.0%** |  |  |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30) | 50 | 38772 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/15/50 (Call 04/15/50) | 54 | 36216 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/39 | 40 | 40024 |
|  |  | 115012 |
| **Electronics — 0.5%** |  |  |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/29 (Call 06/15/29) | 202 | 177011 |
| &nbsp;&nbsp;&nbsp;3.05%, 09/22/26 (Call 06/22/26) | 205 | 192241 |
| Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) | 570 | 492024 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/24 (Call 08/01/24) | 226 | 217681 |
| &nbsp;&nbsp;&nbsp;3.55%, 10/01/27 (Call 07/01/27) | 155 | 140971 |
| &nbsp;&nbsp;&nbsp;5.41%, 07/01/32 (Call 04/01/32) | 170 | 163263 |
| Amphenol Corp., 4.35%, 06/01/29 (Call 03/01/29) | 71 | 68617 |
| Arrow Electronics Inc., 3.88%, 01/12/28 (Call 10/12/27) | 312 | 287130 |
| Avnet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/31 (Call 02/15/31) | 130 | 101243 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/15/26 (Call 01/15/26) | 512 | 495370 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/32 (Call 03/01/32) | 25 | 23339 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/25 (Call 03/15/25) | 125 | 123010 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/15/29 (Call 03/15/29) | 340 | 316873 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/12/30 (Call 02/12/30) | 490 | 455342 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/28 (Call 12/23/22) | 100 | 99073 |
| Fortive Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 06/15/26 (Call 03/15/26) | 243 | 229076 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/46 (Call 12/15/45) | 55 | 43620 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 06/01/30 (Call 03/01/30) | 325 | 272132 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24) | 269 | 259316 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 506 | 473186 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/15/29 (Call 05/15/29) | 355 | 319340 |
| &nbsp;&nbsp;&nbsp;3.81%, 11/21/47 (Call 05/21/47) | 177 | 151600 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/24 | 100 | 100425 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/28 | 100 | 102039 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/33 | 100 | 103074 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/41 | 30 | 31638 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/36 | 45 | 48817 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 22 | 23730 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 86 | 79284 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Electronics (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/01/26 (Call 12/01/25) | $175 | $167393 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 (Call 11/15/27) | 60 | 55983 |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/30 (Call 10/15/29) | 200 | 177842 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/12/28 (Call 10/12/27) | 127 | 119193 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/29 (Call 07/30/29) | 698 | 611218 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/30/24 (Call 07/30/24) | 833 | 826053 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/06/27 (Call 01/06/27) | 433 | 425414 |
| Legrand France SA, 8.50%, 02/15/25 | 390 | 421602 |
| Trimble Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 12/01/24 (Call 09/01/24) | 436 | 432512 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/15/28 (Call 03/15/28) | 339 | 329230 |
| &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/27 (Call 05/15/27) | 235 | 218440 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25) | 110 | 106432 |
| &nbsp;&nbsp;&nbsp;7.13%, 10/01/37 | 105 | 122128 |
| Vontier Corp., 2.40%, 04/01/28 (Call 02/01/28) | 195 | 154290 |
|  |  | 9758195 |
| **Entertainment — 0.1%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/32 (Call 12/15/31)<sup>(e)</sup> | 135 | 114725 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/15/42 (Call 09/15/41)<sup>(e)</sup> | 490 | 391260 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (Call 09/15/51)<sup>(e)</sup> | 765 | 592477 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 03/15/62 (Call 09/15/61)<sup>(e)</sup> | 125 | 96640 |
|  |  | 1195102 |
| **Environmental Control — 0.0%** |  |  |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/01/50 (Call 09/01/49) | 75 | 53211 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/01/40 | 38 | 40828 |
| Waste Connections Inc., 3.05%, 04/01/50 (Call 10/01/49) | 57 | 40005 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/45 (Call 09/01/44) | 5 | 4406 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/15/49 (Call 01/15/49) | 37 | 32879 |
|  |  | 171329 |
| **Food — 0.7%** |  |  |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | 110 | 116734 |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 04/24/30 (Call 01/24/30) | 233 | 194942 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/24/50 (Call 10/24/49) | 31 | 21480 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/19/25 (Call 12/19/24) | 145 | 139781 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 555 | 544350 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/28 (Call 12/15/27) | 383 | 370886 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/48 (Call 09/15/47) | 216 | 196312 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 11/01/25 (Call 09/01/25) | 257 | 254451 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/28 (Call 08/01/28) | 179 | 175019 |
| &nbsp;&nbsp;&nbsp;5.30%, 11/01/38 (Call 05/01/38) | 150 | 143886 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/01/48 (Call 05/01/48) | 161 | 153312 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/01/28 | 55 | 59090 |
| &nbsp;&nbsp;&nbsp;8.25%, 09/15/30 | 195 | 223538 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/14/31 (Call 07/14/31)<sup>(b)</sup> | 320 | 259869 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/15/30 (Call 01/15/30) | 226 | 198457 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/51 (Call 08/01/50) | 45 | 31085 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/10/27 (Call 11/10/26) | 268 | 255843 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23) | 610 | 602662 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 683 | 673172 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/17/28 (Call 01/17/28) | 483 | 474784 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 04/17/48 (Call 10/17/47) | $50 | $44941 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/15/40 | 25 | 24980 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/49 (Call 05/15/49) | 20 | 14609 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/46 (Call 02/15/46) | 90 | 69109 |
| Hormel Foods Corp., 3.05%, 06/03/51 (Call 12/03/50) | 15 | 10649 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/01/30 (Call 03/01/30) | 35 | 30011 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/26 (Call 07/01/26) | 240 | 224813 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/50 (Call 12/01/49) | 139 | 104353 |
| JM Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/50 (Call 09/15/49) | 43 | 29789 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/35 | 107 | 97434 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/45 | 40 | 33212 |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 06/01/30 (Call 03/01/30) | 545 | 444660 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 | 1147 | 1097312 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 718 | 674152 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/28 (Call 02/15/28) | 274 | 269353 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 | 359 | 312570 |
| &nbsp;&nbsp;&nbsp;Series B, 7.45%, 04/01/31 | 719 | 820300 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | 141 | 143498 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/46 (Call 12/01/45) | 155 | 130577 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/49 (Call 04/01/49) | 95 | 85718 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/45 (Call 01/15/45) | 280 | 264446 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/50 (Call 12/01/49) | 290 | 288492 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/09/40 | 155 | 168248 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/26/39 | 90 | 99841 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 10/15/26 (Call 07/15/26) | 209 | 192364 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/26 (Call 11/01/25) | 275 | 264121 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/01/27 (Call 05/01/27) | 59 | 56208 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/46 (Call 04/15/46) | 68 | 52928 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/50 (Call 07/15/49) | 80 | 64029 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/01/47 (Call 08/01/46) | 90 | 77395 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/29 (Call 10/15/28) | 85 | 82484 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/48 (Call 07/15/47) | 115 | 100760 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/42 (Call 10/15/41) | 70 | 64201 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/01/43 (Call 02/01/43) | 85 | 79557 |
| &nbsp;&nbsp;&nbsp;5.40%, 07/15/40 (Call 01/15/40) | 42 | 40562 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/15/49 (Call 07/15/48) | 133 | 128800 |
| &nbsp;&nbsp;&nbsp;6.90%, 04/15/38 | 22 | 24365 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/01/31 | 90 | 102380 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (Call 11/15/30) | 85 | 66266 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24) | 709 | 686255 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/27 (Call 05/15/27) | 330 | 310220 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/47 (Call 02/15/47) | 224 | 184316 |
| Mondelez International Inc., 2.63%, 09/04/50 (Call 03/04/50) | 80 | 51426 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 110 | 92405 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 54 | 50320 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/26 (Call 04/15/26) | 110 | 104273 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/50 (Call 08/15/49) | 48 | 33995 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/48 (Call 09/15/47) | 97 | 81872 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 (Call 10/01/45) | 89 | 76121 |
| &nbsp;&nbsp;&nbsp;4.85%, 10/01/45 (Call 04/01/45) | 156 | 140565 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/21/35 | 37 | 36965 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (Call 01/01/30) | $90 | $94542 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/40 (Call 10/01/39) | 40 | 43600 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (Call 10/01/49) | 130 | 146481 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 06/02/47 (Call 12/02/46) | 95 | 83628 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/28/48 (Call 03/28/48) | 174 | 165192 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/15/44 (Call 02/15/44) | 62 | 58839 |
|  |  | 14410155 |
| **Forest Products & Paper — 0.0%** |  |  |
| Celulosa Arauco y Constitucion SA, 3.88%, 11/02/27 (Call 08/02/27) | 102 | 93880 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 08/15/48 (Call 02/15/48) | 75 | 63677 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/47 (Call 02/15/47) | 236 | 196951 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 216 | 191309 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/15/46 (Call 11/15/45) | 25 | 22833 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/41 (Call 05/15/41) | 125 | 125046 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/30 (Call 10/15/29) | 30 | 28106 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/29 (Call 10/15/28) | 50 | 49728 |
|  |  | 771530 |
| **Gas — 0.1%** |  |  |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 02/15/52 (Call 08/15/51) | 25 | 16662 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/49 (Call 03/15/49) | 122 | 90241 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/44 (Call 04/15/44) | 99 | 83227 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/49 (Call 09/15/48) | 85 | 71070 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/43 (Call 07/15/42) | 10 | 8462 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/01/48 (Call 04/01/48) | 75 | 64399 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/41 (Call 12/15/40) | 15 | 14992 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/31 (Call 12/01/30) | 57 | 45190 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/15/27 (Call 06/15/27) | 50 | 45954 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/01/28 (Call 06/01/28) | 110 | 103830 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 (Call 05/01/48) | 125 | 104452 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/01/44 (Call 08/01/43) | 65 | 56274 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 06/01/50 (Call 12/01/49) | 90 | 62222 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 05/15/52 (Call 11/15/51)<sup>(b)</sup> | 142 | 129880 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/27 (Call 03/15/27) | 50 | 46238 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/42 (Call 03/15/42) | 125 | 98359 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/40 | 10 | 9447 |
| &nbsp;&nbsp;&nbsp;Series UU, 4.13%, 06/01/48 (Call 12/01/47) | 140 | 113907 |
| &nbsp;&nbsp;&nbsp;Series VV, 4.30%, 01/15/49 (Call 07/15/48) | 125 | 103062 |
| &nbsp;&nbsp;&nbsp;Series WW, 3.95%, 02/15/50 (Call 08/15/49) | 222 | 174880 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/28 (Call 01/01/28) | 65 | 59693 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/29/46 (Call 03/29/46) | 55 | 38453 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48) | 156 | 112451 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/01/27 | 100 | 100867 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/49 (Call 03/15/49) | 139 | 104372 |
| &nbsp;&nbsp;&nbsp;Series K, 3.80%, 09/15/46 (Call 03/15/46) | 95 | 72469 |
|  |  | 1931053 |
| **Hand & Machine Tools — 0.0%** |  |  |
| Kennametal Inc., 4.63%, 06/15/28 (Call 03/15/28) | 196 | 185181 |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/50 (Call 11/01/49) | 62 | 45392 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Hand & Machine Tools (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/27 (Call 12/01/26) | $45 | $42888 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/48 (Call 09/01/47) | 42 | 36455 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/60 (Call 03/15/25)<sup>(a)</sup> | 2 | 1720 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/15/28 (Call 08/15/28) | 15 | 14609 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/48 (Call 05/15/48) | 40 | 36614 |
|  |  | 362859 |
| **Health Care - Products — 0.2%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 11/30/36 (Call 05/30/36) | 111 | 111995 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/43 (Call 10/15/42) | 47 | 46070 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/30/46 (Call 05/30/46) | 245 | 246100 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/27/40 | 110 | 114355 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/39 | 155 | 172109 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/30/37 | 70 | 79738 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.92%, 02/01/27 (Call 01/01/27) | 45 | 40102 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/51 (Call 06/01/51) | 57 | 38334 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 263 | 193891 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/39 (Call 09/01/38) | 66 | 60029 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/01/49 (Call 09/01/48) | 59 | 54337 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/15/35 | 2 | 2194 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 01/15/40<sup>(b)</sup> | 115 | 133493 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/50 (Call 04/01/50) | 55 | 36479 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/10/51 (Call 06/10/51) | 55 | 37858 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 75 | 67539 |
| DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30) | 199 | 165285 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/39 (Call 05/15/39) | 80 | 64823 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/49 (Call 05/15/49) | 142 | 109485 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28) | 259 | 250241 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/42 | 37 | 32629 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/11/38 | 65 | 69900 |
| Medtronic Inc., 4.63%, 03/15/45 | 183 | 175019 |
| PerkinElmer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 09/15/29 (Call 06/15/29) | 243 | 213026 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/51 (Call 09/15/50) | 45 | 32341 |
| Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30) | 95 | 74466 |
| STERIS Irish FinCo UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (Call 12/15/30) | 250 | 204892 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/51 (Call 09/15/50) | 280 | 204095 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49) | 70 | 48223 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) | 85 | 70423 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/44 (Call 11/15/43) | 24 | 20556 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/46 (Call 09/15/45) | 94 | 85182 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 08/15/47 (Call 02/15/47) | 13 | 11547 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/21/27 (Call 10/21/27) | 65 | 65610 |
| &nbsp;&nbsp;&nbsp;4.95%, 11/21/32 | 50 | 51241 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/01/44 (Call 08/01/43) | 163 | 167186 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/24/31 (Call 08/24/31) | 165 | 134686 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/45 (Call 02/15/45) | 124 | 99923 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/30/39 | $20 | $19513 |
|  |  | 3804915 |
| **Health Care - Services — 0.6%** |  |  |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/47 (Call 02/15/47) | 210 | 164407 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/42 (Call 05/15/42) | 150 | 123896 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/42 (Call 11/15/41) | 35 | 30523 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/44 (Call 09/15/43) | 124 | 110200 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/36 | 166 | 177932 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/15/37 | 114 | 123969 |
| Anthem Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/32 (Call 02/15/32) | 50 | 47168 |
| &nbsp;&nbsp;&nbsp;4.55%, 05/15/52 (Call 11/15/51) | 50 | 45100 |
| Centene Corp., 2.50%, 03/01/31 (Call 12/01/30) | 100 | 79194 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/29 (Call 06/15/29) | 116 | 102500 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 98 | 69183 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (Call 09/15/50) | 80 | 60942 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/49 (Call 03/15/49) | 90 | 68844 |
| &nbsp;&nbsp;&nbsp;4.38%, 12/01/47 (Call 06/01/47) | 111 | 96733 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/48 (Call 09/01/47) | 222 | 196703 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/42 | 162 | 149281 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/43 | 225 | 207893 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/44 (Call 02/15/44) | 27 | 24534 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 131 | 125497 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/15/25 | 40 | 40576 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/32 (Call 07/15/32) | 100 | 103306 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/36 | 55 | 56448 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/15/34 | 30 | 31414 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/37 | 14 | 15181 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (Call 02/15/27)<sup>(e)</sup> | 80 | 72833 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/30 (Call 03/01/30) | 40 | 34641 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/51 (Call 01/15/51) | 124 | 83490 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/15/32 (Call 12/15/31)<sup>(e)</sup> | 172 | 147280 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29) | 428 | 392455 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 464 | 446220 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/52 (Call 09/15/51)<sup>(e)</sup> | 47 | 37810 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/24 | 292 | 290858 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/39 (Call 12/15/38) | 169 | 151165 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/25 | 366 | 366091 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/26 (Call 12/15/25) | 441 | 437626 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/49 (Call 12/15/48) | 174 | 152805 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/47 (Call 12/15/46) | 409 | 370100 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/01/29 (Call 08/01/28) | 150 | 151477 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/29 (Call 05/15/29) | 60 | 53027 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/49 (Call 02/15/49) | 61 | 49283 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/42 (Call 06/01/42) | 212 | 187491 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/47 (Call 09/15/46) | 105 | 94220 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/30 (Call 01/01/30) | 99 | 97212 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/44 (Call 04/01/44) | 165 | 152780 |
| &nbsp;&nbsp;&nbsp;5.75%, 03/01/28 (Call 02/01/28) | 60 | 61419 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/01/33 | 100 | 104299 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/01/31 (Call 03/01/31) | 70 | 58689 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 12/01/29 (Call 09/01/29)<sup>(b)</sup> | 447 | 389422 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/45 (Call 08/01/44) | 174 | 153966 |
| Providence St Joseph Health Obligated Group, Series A, 3.93%, 10/01/48 (Call 04/01/48)<sup>(b)</sup> | 25 | 19578 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Health Care - Services (continued)** |  |  |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/30/31 (Call 03/30/31) | $370 | $312554 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/30/30 (Call 03/30/30) | 381 | 331352 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 800 | 767136 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/25 (Call 12/30/24) | 424 | 411450 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/30/29 (Call 03/30/29) | 201 | 193362 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 190 | 188220 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/30/45 (Call 09/30/44) | 190 | 161373 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/50 (Call 11/15/49) | 85 | 58990 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/60 (Call 11/15/59) | 72 | 50140 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/51 (Call 11/15/50) | 110 | 81155 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/39 (Call 02/15/39) | 40 | 33195 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/49 (Call 02/15/49) | 76 | 61051 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/15/47 (Call 04/15/47) | 80 | 65228 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/59 (Call 02/15/59) | 118 | 94762 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/42 (Call 04/15/42) | 120 | 102978 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/47 (Call 07/15/46) | 169 | 147273 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/43 (Call 09/15/42) | 55 | 49508 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/47 (Call 10/15/46) | 117 | 102311 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/48 (Call 12/15/47) | 125 | 109734 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41) | 80 | 72426 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/48 (Call 06/15/48) | 219 | 198280 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/35 | 181 | 177396 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/15/41 (Call 05/15/41) | 96 | 90026 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/45 | 247 | 235475 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/52 (Call 11/15/51) | 30 | 28368 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/62 (Call 11/15/61) | 170 | 163295 |
| &nbsp;&nbsp;&nbsp;5.35%, 02/15/33 | 100 | 104142 |
| &nbsp;&nbsp;&nbsp;5.70%, 10/15/40 (Call 04/15/40) | 124 | 129644 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/36 | 110 | 117526 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/53 (Call 08/15/52) | 95 | 104953 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/15/41 (Call 08/15/40) | 60 | 64650 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 (Call 08/15/62) | 60 | 67333 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/37 | 194 | 217639 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/37 | 175 | 198166 |
| &nbsp;&nbsp;&nbsp;6.88%, 02/15/38 | 180 | 211100 |
|  |  | 12309852 |
| **Home Builders — 0.0%** |  |  |
| MDC Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 08/06/61 (Call 02/06/61) | 115 | 63932 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/43 (Call 10/15/42) | 90 | 72490 |
|  |  | 136422 |
| **Home Furnishings — 0.0%** |  |  |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 57 | 52732 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/51 (Call 05/15/51) | 100 | 72591 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/24 (Call 08/15/24) | 25 | 24273 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/29 (Call 12/15/28) | 100 | 95111 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/46 (Call 12/01/45) | 67 | 52639 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 93 | 73591 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/26/29 (Call 11/26/28) | 167 | 162556 |
|  |  | 533493 |
| **Household Products & Wares — 0.1%** |  |  |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 5 | 4008 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51) | 50 | 47471 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Household Products & Wares (continued)** |  |  |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 05/15/30 (Call 02/15/30) | $190 | $152522 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/01/27 (Call 07/01/27) | 736 | 686909 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/28 (Call 02/15/28) | 224 | 215607 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 11/02/31 (Call 08/02/31) | 100 | 81596 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/26 | 214 | 202940 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/07/50 (Call 08/07/49) | 135 | 95433 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/15/25 | 65 | 62515 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/26/30 (Call 12/26/29) | 478 | 431873 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/25/29 (Call 01/25/29) | 295 | 271031 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/30/46 (Call 01/30/46) | 130 | 95716 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/04/47 (Call 11/04/46) | 120 | 100848 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/28 (Call 08/01/28) | 105 | 101999 |
| &nbsp;&nbsp;&nbsp;5.30%, 03/01/41 | 130 | 131893 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/01/37 | 125 | 146409 |
|  |  | 2828770 |
| **Insurance — 0.7%** |  |  |
| ACE Capital Trust II, Series N, 9.70%, 04/01/30 | 112 | 138298 |
| Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6 mo. LIBOR US + 3.540%)<sup>(a)</sup> | 230 | 204146 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/30 (Call 01/01/30) | 169 | 156178 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/46 (Call 04/15/46) | 25 | 19738 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/49 (Call 07/15/48) | 37 | 32757 |
| Allstate Corp. (The), 5.35%, 06/01/33 | 38 | 38527 |
| American Financial Group Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 37 | 30169 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/02/30 (Call 01/02/30) | 65 | 63247 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/28 (Call 01/01/28) | 15 | 14253 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/16/44 (Call 01/16/44) | 115 | 101002 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/01/48 (Call 10/01/47) | 101 | 91618 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/10/45 (Call 01/10/45) | 115 | 104075 |
| &nbsp;&nbsp;&nbsp;Series A-9, 5.75%, 04/01/48 (Call 04/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.868%)<sup>(a)</sup> | 80 | 74978 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 05/02/29 (Call 02/02/29) | 72 | 66876 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 59 | 57366 |
| &nbsp;&nbsp;&nbsp;6.25%, 09/30/40 | 50 | 52017 |
| Aon Corp./Aon Global Holdings PLC, 5.00%, 09/12/32 (Call 06/12/32) | 100 | 99379 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/14/44 (Call 03/14/44) | 55 | 47185 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/45 (Call 11/15/44) | 92 | 80627 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 (Call 06/15/46) | 81 | 70336 |
| Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.64%, 06/30/50 (Call 12/30/49) | 75 | 52862 |
| &nbsp;&nbsp;&nbsp;7.35%, 05/01/34 | 42 | 47111 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | 60 | 54069 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 02/22/30 (Call 11/22/29) | 49 | 42009 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/27/28 (Call 12/27/27) | 49 | 47222 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 01/12/28 (Call 10/12/27) | 75 | 68684 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 04/03/30 (Call 01/03/30)<sup>(b)</sup> | 66 | 66785 |
| &nbsp;&nbsp;&nbsp;6.65%, 02/01/33 | 100 | 100115 |
| AXA SA, 8.60%, 12/15/30 | 600 | 713568 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| AXIS Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/29 (Call 04/15/29) | $20 | $17885 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/15/40 (Call 01/15/30)<sup>(a)</sup> | 45 | 36840 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/27 (Call 02/15/27) | 100 | 93109 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/52 (Call 09/15/51) | 50 | 40859 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 377 | 338742 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/49 (Call 07/15/48) | 184 | 164958 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 | 27 | 24751 |
| Brighthouse Financial Inc., 4.70%, 06/22/47 (Call 12/22/46) | 43 | 32262 |
| Brown & Brown Inc., 4.50%, 03/15/29 (Call 12/15/28) | 10 | 9389 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (Call 05/03/45) | 50 | 44380 |
| &nbsp;&nbsp;&nbsp;6.70%, 05/15/36 | 5 | 5632 |
| CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) | 151 | 144821 |
| Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29) | 16 | 14697 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 04/20/28 (Call 01/20/28) | 360 | 343451 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/48 (Call 10/20/47) | 237 | 207652 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/28 | 20 | 21576 |
| Everest Reinsurance Holdings Inc., 4.87%, 06/01/44 | 35 | 30427 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/30 (Call 02/15/30) | 160 | 136413 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 11/15/24<sup>(b)</sup> | 80 | 78879 |
| Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26) | 178 | 176083 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 08/19/29 (Call 05/19/29) | 122 | 105118 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/19/49 (Call 02/19/49) | 104 | 76923 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/43 | 60 | 48926 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/48 (Call 09/15/47) | 41 | 34526 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 63 | 63599 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/01/41 | 67 | 68099 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/30 (Call 10/15/29) | 45 | 37345 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/28 (Call 12/01/27) | 110 | 102347 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/48 (Call 09/01/47) | 114 | 87228 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/09/37 | 52 | 51722 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/40 | 135 | 141678 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/43 (Call 11/15/42) | 34 | 27574 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/35 | 30 | 30950 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 02/24/32 (Call 02/24/27)<sup>(a)</sup> | 160 | 143990 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 471 | 463346 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/04/46 | 165 | 159537 |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 09/17/29 (Call 06/17/29) | 90 | 78904 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/17/50 (Call 03/17/50) | 75 | 57295 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/05/46 | 91 | 79973 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/49 (Call 11/20/48) | 70 | 61563 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 105 | 102344 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/14/26 (Call 12/14/25) | 169 | 164689 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/48 (Call 09/01/47) | 95 | 79358 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/30/47 (Call 07/30/46) | 162 | 138073 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28) | 27 | 26354 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/39 (Call 09/15/38) | 80 | 73950 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/49 (Call 09/15/48) | 352 | 329243 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/32 | $20 | $21249 |
| &nbsp;&nbsp;&nbsp;5.88%, 08/01/33 | 55 | 57804 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/01/52 | 20 | 22337 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/45 | 188 | 159084 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/13/42 | 155 | 133715 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/23/30 (Call 12/23/29) | 111 | 110960 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/13/46 (Call 11/13/45) | 40 | 37094 |
| &nbsp;&nbsp;&nbsp;4.72%, 12/15/44 | 97 | 88087 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/13/43 | 67 | 63206 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/35 | 60 | 63229 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/06/41 | 15 | 15548 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/34 | 100 | 111241 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/66 (Call 12/15/31) | 182 | 172099 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/15/32 | 30 | 33327 |
| &nbsp;&nbsp;&nbsp;10.75%, 08/01/69 (Call 08/01/34) | 35 | 46225 |
| Munich Re America Corp., Series B, 7.45%, 12/15/26 | 60 | 65281 |
| Nationwide Financial Services Inc., 6.75%, 05/15/87 | 5 | 4764 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 11/15/26 (Call 08/15/26) | 243 | 227436 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/29 (Call 02/15/29) | 92 | 86212 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/46 (Call 05/15/46) | 84 | 69477 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/43 | 106 | 87761 |
| &nbsp;&nbsp;&nbsp;4.63%, 09/15/42 | 9 | 7746 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/15/36 | 64 | 66924 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/27 | 81 | 74558 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/26/30 (Call 12/26/29) | 25 | 22586 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/26/45 | 39 | 30611 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/26/50 (Call 09/26/49) | 70 | 56853 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 54 | 52261 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/15/47 (Call 10/15/46) | 81 | 68817 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 113 | 95285 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/25/44 | 85 | 73842 |
| &nbsp;&nbsp;&nbsp;6.25%, 12/01/32 | 30 | 33051 |
| &nbsp;&nbsp;&nbsp;6.63%, 03/01/29 | 69 | 75808 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/26 (Call 02/10/26) | 154 | 139207 |
| &nbsp;&nbsp;&nbsp;2.10%, 03/10/30 (Call 12/10/29) | 50 | 41456 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/40 (Call 09/10/39) | 25 | 18702 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/01/50 (Call 07/01/30)<sup>(a)</sup> | 60 | 48347 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/13/51 (Call 09/13/50) | 50 | 38862 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/27/28 (Call 12/27/27) | 59 | 56898 |
| &nbsp;&nbsp;&nbsp;3.91%, 12/07/47 (Call 06/07/47) | 134 | 108360 |
| &nbsp;&nbsp;&nbsp;3.94%, 12/07/49 (Call 06/07/49) | 185 | 146825 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/25/50 (Call 08/25/49) | 105 | 90704 |
| &nbsp;&nbsp;&nbsp;4.42%, 03/27/48 (Call 09/27/47) | 113 | 97279 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/47 (Call 09/15/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.380%)<sup>(a)</sup> | 125 | 109445 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/44 | 162 | 148271 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/01/52 (Call 11/28/31)<sup>(a)</sup> | 10 | 8606 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 03/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.040%)<sup>(a)</sup> | 30 | 28553 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/15/45 (Call 05/15/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.031%)<sup>(a)</sup> | 148 | 138612 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/14/36 | 265 | 273104 |
| &nbsp;&nbsp;&nbsp;5.70%, 09/15/48 (Call 09/15/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.665%)<sup>(a)</sup> | 232 | 217108 |
| &nbsp;&nbsp;&nbsp;5.75%, 07/15/33 | 15 | 15585 |
| &nbsp;&nbsp;&nbsp;6.63%, 12/01/37 | 45 | 49180 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.63%, 06/21/40 | $15 | $16478 |
| Prudential PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 04/14/30 | 65 | 56843 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/24/32 (Call 12/24/31) | 185 | 164300 |
| Reinsurance Group of America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/29 (Call 02/15/29) | 182 | 167038 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/15/26 (Call 06/15/26) | 45 | 43547 |
| Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48) | 30 | 26284 |
| Swiss Re America Holding Corp., 7.00%, 02/15/26 | 90 | 95210 |
| Transatlantic Holdings Inc., 8.00%, 11/30/39 | 10 | 12341 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 04/27/50 (Call 10/27/49) | 45 | 28378 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 143 | 113482 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/30/47 (Call 11/30/46) | 172 | 142249 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/07/48 (Call 09/07/47) | 20 | 16573 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/04/49 (Call 09/04/48) | 170 | 140429 |
| &nbsp;&nbsp;&nbsp;4.30%, 08/25/45 (Call 02/25/45) | 130 | 110534 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/01/43 | 87 | 78477 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/01/40 | 85 | 85951 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/15/37 | 167 | 184405 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/20/36 | 149 | 170511 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33 | 115 | 128026 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/49 (Call 06/15/49) | 35 | 25677 |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/42 | 100 | 90407 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/26 | 170 | 161316 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/23/48 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.084%)<sup>(a)</sup> | 25 | 18681 |
| &nbsp;&nbsp;&nbsp;5.70%, 07/15/43 | 106 | 99121 |
| W R Berkley Corp., 4.75%, 08/01/44 | 67 | 58967 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 65 | 55132 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/49 (Call 03/15/49) | 78 | 56346 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/28 (Call 06/15/28) | 54 | 51215 |
| &nbsp;&nbsp;&nbsp;5.05%, 09/15/48 (Call 03/15/48) | 148 | 125875 |
| XLIT Ltd., 5.25%, 12/15/43 | 334 | 332864 |
|  |  | 14498896 |
| **Internet — 0.2%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 12/06/37 (Call 06/06/37) | 145 | 114995 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/06/47 (Call 06/06/47) | 75 | 58061 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/06/57 (Call 06/06/57) | 105 | 80602 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/26 (Call 05/15/26) | 419 | 390110 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60) | 69 | 41820 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 06/03/50 (Call 12/03/49) | 105 | 68787 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/03/60 (Call 12/03/59) | 254 | 160818 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/12/51 (Call 11/12/50) | 300 | 220023 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (Call 11/12/60) | 165 | 118656 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/52 (Call 10/13/51) | 70 | 59827 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/22/47 (Call 02/22/47) | 307 | 270378 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/13/62 (Call 10/13/61) | 280 | 237521 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/22/57 (Call 02/22/57) | 231 | 207082 |
| &nbsp;&nbsp;&nbsp;4.65%, 12/01/29 (Call 10/01/29) | 200 | 200918 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 100 | 100162 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/01/32 | 200 | 201566 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/05/44 (Call 06/05/44) | 144 | 146242 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Internet (continued)** |  |  |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/28 (Call 12/15/27) | $94 | $88210 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 107 | 103466 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/13/30 (Call 01/13/30) | 125 | 122142 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/11/25 (Call 02/11/25) | 196 | 183960 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 52 | 50802 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27) | 209 | 197785 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/10/51 (Call 11/10/50) | 50 | 36613 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/42 (Call 01/15/42) | 182 | 145716 |
| Expedia Group Inc., 3.25%, 02/15/30 (Call 11/15/29) | 235 | 201247 |
| JD.com Inc., 4.13%, 01/14/50 (Call 07/14/49) | 200 | 140246 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/15/52 (Call 02/15/52)<sup>(e)</sup> | 5 | 4114 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 08/15/62 (Call 02/15/62)<sup>(e)</sup> | 15 | 12286 |
| VeriSign Inc., 2.70%, 06/15/31 (Call 03/15/31) | 120 | 98160 |
|  |  | 4062315 |
| **Iron & Steel — 0.0%** |  |  |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;6.55%, 11/29/27 | 25 | 25204 |
| &nbsp;&nbsp;&nbsp;6.80%, 11/29/32 | 25 | 25271 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/48 (Call 11/01/47) | 120 | 102066 |
| &nbsp;&nbsp;&nbsp;5.20%, 08/01/43 (Call 02/01/43) | 22 | 21078 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/01/37 | 50 | 54253 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 12/15/24 (Call 11/15/24) | 280 | 266708 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/50 (Call 04/15/50) | 30 | 19611 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/30 (Call 01/15/30) | 290 | 255574 |
|  |  | 769765 |
| **Leisure Time — 0.0%** |  |  |
| Brunswick Corp., 5.10%, 04/01/52 (Call 10/01/51) | 30 | 21533 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/28/25 (Call 04/28/25) | 215 | 204613 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/28/45 (Call 01/28/45) | 110 | 84521 |
|  |  | 310667 |
| **Lodging — 0.0%** |  |  |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/29 (Call 09/01/29) | 95 | 83131 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/31 (Call 10/15/30) | 122 | 104827 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;Series AA, 4.65%, 12/01/28 (Call 09/01/28) | 125 | 119890 |
| &nbsp;&nbsp;&nbsp;Series FF, 4.63%, 06/15/30 (Call 03/15/30) | 260 | 244078 |
| &nbsp;&nbsp;&nbsp;Series GG, 3.50%, 10/15/32 (Call 07/15/32) | 85 | 71584 |
| &nbsp;&nbsp;&nbsp;Series X, 4.00%, 04/15/28 (Call 01/15/28) | 140 | 130596 |
|  |  | 754106 |
| **Machinery — 0.3%** |  |  |
| ABB Finance USA Inc., 3.80%, 04/03/28 (Call 01/03/28) | 150 | 142896 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | 159 | 151821 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/09/26 | 125 | 116134 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/17/25 | 200 | 200652 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 09/19/29 (Call 06/19/29) | 106 | 94511 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/19/49 (Call 03/19/49) | 76 | 58986 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/09/50 (Call 10/09/49) | 97 | 75154 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/44 (Call 11/15/43) | 35 | 32612 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/64 (Call 11/15/63) | 77 | 74445 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/27/41 | 42 | 43548 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/35 | $24 | $24645 |
| &nbsp;&nbsp;&nbsp;6.05%, 08/15/36 | 31 | 34244 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 07/15/26 (Call 06/15/26) | 50 | 44143 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/26 (Call 12/15/25) | 50 | 45494 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 445 | 433448 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/24 | 311 | 307430 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/14/25 | 100 | 100992 |
| CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) | 217 | 203474 |
| Crane Holdings Co., 4.20%, 03/15/48 (Call 09/15/47) | 50 | 35870 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/30 (Call 01/15/30) | 30 | 27156 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/50 (Call 10/15/49)<sup>(b)</sup> | 80 | 69734 |
| &nbsp;&nbsp;&nbsp;5.38%, 10/16/29 | 65 | 68431 |
| &nbsp;&nbsp;&nbsp;7.13%, 03/03/31 | 5 | 5844 |
| Dover Corp., 5.38%, 03/01/41 (Call 12/01/40) | 25 | 24645 |
| Flowserve Corp., 3.50%, 10/01/30 (Call 07/01/30) | 70 | 58794 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/09/27 | 114 | 102072 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/14/26 | 35 | 32544 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/09/30 | 52 | 45251 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/10/26 | 190 | 179041 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/08/27 | 158 | 146359 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/29 | 90 | 80927 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/06/28 | 109 | 102526 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/18/29 | 50 | 46688 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/07/29 | 30 | 28193 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/08/25 | 45 | 44515 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/27 | 50 | 49182 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/15/32 | 50 | 49285 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/11/24 | 40 | 39946 |
| &nbsp;&nbsp;&nbsp;4.85%, 10/11/29 | 50 | 50854 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/30 (Call 12/01/29) | 92 | 77173 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/28 (Call 02/15/28) | 48 | 45632 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 03/01/25 (Call 12/01/24) | 87 | 83883 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/29 (Call 12/01/28) | 339 | 318833 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/49 (Call 09/01/48) | 72 | 62134 |
| Westinghouse Air Brake Technologies Corp., 4.95%, |  |  |
| &nbsp;&nbsp;&nbsp;09/15/28 (Call 06/15/28) | 224 | 213656 |
| Xylem Inc./NY |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 01/30/28 (Call 11/30/27) | 833 | 723485 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/30/31 (Call 10/30/30) | 385 | 316343 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/26 (Call 08/01/26) | 185 | 174486 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/01/46 (Call 05/01/46) | 200 | 171260 |
|  |  | 5659371 |
| **Manufacturing — 0.5%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25) | 1651 | 1567542 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26) | 791 | 735630 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/26/29 (Call 05/26/29) | 759 | 653446 |
| &nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25) | 584 | 560494 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27) | 610 | 568203 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/07/25 | 765 | 737185 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 04/15/30 (Call 01/15/30)<sup>(b)</sup> | 150 | 134463 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/29 (Call 12/01/28) | 139 | 129722 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/14/28 (Call 06/14/28) | 255 | 243505 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/15/47 (Call 04/15/47) | 239 | 185557 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/14/48 (Call 03/14/48)<sup>(b)</sup> | 132 | 110955 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Manufacturing (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | $130 | $137696 |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/30 (Call 12/01/29) | 127 | 106460 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/24 (Call 10/01/24) | 116 | 112431 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/27 (Call 09/01/27) | 70 | 65626 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27) | 107 | 100290 |
| &nbsp;&nbsp;&nbsp;3.92%, 09/15/47 (Call 03/15/47) | 65 | 53745 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/02/32 | 82 | 76218 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/33 (Call 12/15/32) | 65 | 61365 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/02/42 | 60 | 52522 |
| &nbsp;&nbsp;&nbsp;4.70%, 08/23/52 (Call 02/23/52) | 30 | 27970 |
| GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35 | 460 | 433886 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/50 (Call 11/01/49) | 5 | 4219 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/15/32 | 134 | 151888 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 09/01/42 (Call 03/01/42) | 56 | 48864 |
| &nbsp;&nbsp;&nbsp;4.88%, 09/15/41 (Call 03/15/41) | 35 | 34616 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/14/29 (Call 03/14/29) | 120 | 108425 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/14/49 (Call 12/14/48) | 68 | 54887 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/47 (Call 09/01/46) | 76 | 62223 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/21/34 (Call 05/21/34) | 65 | 59743 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/21/44 (Call 05/21/44) | 78 | 68333 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/38 | 30 | 31531 |
| Pentair Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/29 (Call 04/01/29) | 185 | 169689 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/15/32 (Call 04/15/32) | 100 | 99371 |
| Teledyne Technologies Inc., 2.75%, 04/01/31 (Call 01/01/31) | 320 | 263949 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/30 (Call 03/01/30) | 71 | 60657 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/28 (Call 12/01/27) | 95 | 85986 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 12/15/26) | 254 | 238336 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/17/29 (Call 06/17/29) | 117 | 106569 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/26 (Call 12/15/25) | 183 | 177387 |
| Trane Technologies Global Holding Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/21/28 (Call 05/21/28) | 160 | 152490 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/21/48 (Call 08/21/47) | 80 | 63058 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/43 | 104 | 104738 |
| Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/21/26 (Call 01/21/26) | 127 | 120299 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/01/24 (Call 08/01/24) | 444 | 433118 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/21/29 (Call 12/21/28) | 390 | 361651 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/21/49 (Call 09/21/48) | 150 | 124714 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/01/44 (Call 05/01/44) | 137 | 118479 |
|  |  | 10160131 |
| **Media — 0.5%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/51 (Call 10/01/50) | 97 | 61999 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/61 (Call 10/01/60) | 160 | 99000 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/52 (Call 12/01/51) | 369 | 244193 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/62 (Call 12/30/61) | 75 | 47153 |
| &nbsp;&nbsp;&nbsp;4.40%, 04/01/33 (Call 01/01/33) | 45 | 39318 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/01/61 (Call 06/01/61) | 210 | 142731 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/50 (Call 09/01/49) | 190 | 143505 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/01/49 (Call 01/01/49) | 284 | 225306 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/53 (Call 10/01/52) | $129 | $103799 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/01/38 (Call 10/01/37) | 45 | 38587 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/01/47 (Call 11/01/46) | 169 | 139542 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/01/63 (Call 10/01/62) | 115 | 92868 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/48 (Call 10/01/47) | 152 | 130335 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/23/35 (Call 04/23/35) | 220 | 216154 |
| &nbsp;&nbsp;&nbsp;6.48%, 10/23/45 (Call 04/23/45) | 230 | 216591 |
| &nbsp;&nbsp;&nbsp;6.83%, 10/23/55 (Call 04/23/55) | 170 | 164754 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 08/15/52 (Call 02/15/52)<sup>(b)</sup> | 112 | 68478 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/62 (Call 02/15/62) | 84 | 49866 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/51 (Call 07/15/50) | 58 | 38117 |
| &nbsp;&nbsp;&nbsp;2.89%, 11/01/51 (Call 05/01/51) | 287 | 191504 |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (Call 05/01/56) | 342 | 220139 |
| &nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (Call 05/01/63) | 254 | 160703 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/46 (Call 01/15/46) | 85 | 64230 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/01/50 (Call 08/01/49) | 220 | 164947 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/40 (Call 10/01/39) | 230 | 192862 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/38 (Call 09/01/37) | 186 | 163325 |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/47 (Call 05/01/47) | 308 | 250847 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/47 (Call 02/15/47) | 124 | 102421 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 273 | 224742 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/49 (Call 05/01/49) | 251 | 204427 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/01/52 (Call 05/01/52) | 64 | 52333 |
| &nbsp;&nbsp;&nbsp;4.60%, 10/15/38 (Call 04/15/38) | 140 | 131496 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/15/45 (Call 02/15/45) | 141 | 127195 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/15/42 | 214 | 196724 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/48 (Call 04/15/48) | 135 | 123667 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/44 | 14 | 12993 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/58 (Call 04/15/58) | 80 | 74795 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 45 | 46343 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/15/32 (Call 08/15/32) | 50 | 52474 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/35 | 28 | 29459 |
| &nbsp;&nbsp;&nbsp;6.45%, 03/15/37 | 30 | 33401 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/35 | 343 | 381056 |
| &nbsp;&nbsp;&nbsp;6.55%, 07/01/39 | 5 | 5567 |
| &nbsp;&nbsp;&nbsp;6.95%, 08/15/37 | 105 | 121116 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/55 (Call 03/15/55) | 187 | 119586 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/50 (Call 11/15/49) | 203 | 146840 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/43 | 80 | 61859 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/20/37 (Call 03/20/37) | 167 | 138241 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/20/47 (Call 03/20/47) | 187 | 145415 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/15/49 (Call 11/15/48) | 198 | 155592 |
| &nbsp;&nbsp;&nbsp;6.35%, 06/01/40 | 35 | 32497 |
| FactSet Research Systems Inc., 3.45%, 03/01/32 (Call 12/01/31) | 5 | 4221 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.48%, 01/25/39 (Call 07/25/38) | 75 | 69151 |
| &nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48) | 294 | 264294 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/13/45 (Call 11/13/44) | 95 | 81207 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/40 | 195 | 196041 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/43 | 101 | 89923 |
| &nbsp;&nbsp;&nbsp;6.40%, 04/30/40 | 20 | 22175 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/28 (Call 11/15/27) | 122 | 108543 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/28 (Call 03/01/28) | 20 | 18059 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/29 (Call 03/01/29) | 60 | 53503 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/43 | $122 | $85964 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/15/45 (Call 07/15/44) | 96 | 69249 |
| &nbsp;&nbsp;&nbsp;4.85%, 07/01/42 (Call 01/01/42) | 55 | 41675 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/44 (Call 02/15/44) | 92 | 68436 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/31 (Call 10/15/30) | 45 | 40578 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/19/50 (Call 11/19/49) | 130 | 97006 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/44 (Call 10/01/43) | 58 | 45325 |
| &nbsp;&nbsp;&nbsp;5.50%, 05/15/33 | 42 | 38319 |
| &nbsp;&nbsp;&nbsp;5.85%, 09/01/43 (Call 03/01/43) | 185 | 156325 |
| &nbsp;&nbsp;&nbsp;5.90%, 10/15/40 (Call 04/15/40) | 72 | 64493 |
| &nbsp;&nbsp;&nbsp;6.88%, 04/30/36 | 147 | 145883 |
| &nbsp;&nbsp;&nbsp;7.88%, 07/30/30 | 55 | 59507 |
| Thomson Reuters Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 08/15/35 | 40 | 38556 |
| &nbsp;&nbsp;&nbsp;5.65%, 11/23/43 (Call 05/23/43) | 67 | 63131 |
| &nbsp;&nbsp;&nbsp;5.85%, 04/15/40 | 125 | 122624 |
| Time Warner Cable Enterprises LLC, 8.38%, 07/15/33. | 117 | 131142 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/42 (Call 03/15/42) | 182 | 137128 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/41 (Call 03/01/41) | 167 | 142843 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/40 (Call 05/15/40) | 134 | 118589 |
| &nbsp;&nbsp;&nbsp;6.55%, 05/01/37 | 105 | 101194 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/15/39 | 187 | 181235 |
| &nbsp;&nbsp;&nbsp;7.30%, 07/01/38 | 115 | 117283 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/46 | 130 | 93172 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/42 | 50 | 41136 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/44 | 61 | 53397 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/16/41 | 105 | 95148 |
| &nbsp;&nbsp;&nbsp;Series E, 4.13%, 12/01/41 | 70 | 61242 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/49 (Call 03/01/49) | 245 | 166267 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/13/40 (Call 11/13/39) | 51 | 42030 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (Call 07/13/50) | 210 | 164873 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/13/60 (Call 11/13/59) | 51 | 40447 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/23/40 (Call 09/23/39) | 52 | 49518 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/23/50 (Call 09/23/49) | 101 | 95017 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 45 | 42353 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/46 (Call 05/15/46) | 160 | 149432 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/45 (Call 04/15/45) | 42 | 40560 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/43 | 67 | 68071 |
| &nbsp;&nbsp;&nbsp;6.15%, 03/01/37 | 40 | 43257 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/15/41 | 4 | 4423 |
| &nbsp;&nbsp;&nbsp;6.20%, 12/15/34 | 125 | 137782 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/35 | 99 | 110464 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/15/37 | 185 | 213279 |
| &nbsp;&nbsp;&nbsp;7.75%, 12/01/45 | 225 | 289480 |
|  |  | 11366042 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Timken Co. (The), 4.50%, 12/15/28 (Call 09/15/28) | 39 | 37168 |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/44 (Call 04/01/44) | 104 | 91290 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/54 (Call 04/01/54) | 15 | 13067 |
|  |  | 141525 |
| **Mining — 0.3%** |  |  |
| AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 (Call 07/01/30) | 6535 | 5636372 |
| Freeport-McMoRan Inc., 4.63%, 08/01/30 (Call 08/01/25) | 90 | 82812 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Mining (continued)** |  |  |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/27 (Call 04/15/27) | $649 | $618770 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/24 (Call 12/15/23) | 225 | 225956 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 07/15/32 (Call 04/15/32) | 35 | 28117 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/29 (Call 07/01/29) | 280 | 240976 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/42 (Call 09/15/41) | 280 | 256973 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/09/44 (Call 12/09/43) | 90 | 85990 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 123 | 129753 |
| Rio Tinto Finance USA Ltd., 5.20%, 11/02/40 | 145 | 148255 |
| Rio Tinto Finance USA PLC, 4.75%, 03/22/42 (Call 09/22/41) | 55 | 52243 |
| Southern California Edison Co., 5.95%, 11/01/32 | 40 | 42385 |
|  |  | 7548602 |
| **Office & Business Equipment — 0.0%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/29 (Call 08/15/23) | 120 | 100848 |
| &nbsp;&nbsp;&nbsp;3.57%, 12/01/31 (Call 09/01/31) | 85 | 70145 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/28 (Call 01/03/23) | 5 | 4516 |
|  |  | 175509 |
| **Oil & Gas — 0.8%** |  |  |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.77%, 11/10/50 (Call 05/10/50) | 177 | 117793 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 06/04/51 (Call 12/04/50)<sup>(b)</sup> | 215 | 146854 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/24/50 (Call 08/24/49) | 210 | 145108 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/17/52 (Call 09/17/51) | 130 | 89120 |
| &nbsp;&nbsp;&nbsp;3.02%, 01/16/27 (Call 10/16/26) | 30 | 28192 |
| &nbsp;&nbsp;&nbsp;3.12%, 05/04/26 (Call 02/04/26) | 90 | 85963 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/08/61 (Call 08/08/60) | 65 | 46186 |
| &nbsp;&nbsp;&nbsp;3.41%, 02/11/26 (Call 12/11/25) | 47 | 45441 |
| &nbsp;&nbsp;&nbsp;3.54%, 04/06/27 (Call 02/06/27) | 75 | 71868 |
| &nbsp;&nbsp;&nbsp;3.59%, 04/14/27 (Call 01/14/27) | 103 | 99167 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/06/30 (Call 01/06/30) | 146 | 136037 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/21/25 (Call 07/21/25) | 85 | 83629 |
| &nbsp;&nbsp;&nbsp;3.94%, 09/21/28 (Call 06/21/28) | 115 | 110706 |
| &nbsp;&nbsp;&nbsp;4.23%, 11/06/28 (Call 08/06/28) | 98 | 95638 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.28%, 09/19/27 (Call 06/19/27) | 120 | 113500 |
| &nbsp;&nbsp;&nbsp;3.72%, 11/28/28 (Call 08/28/28) | 80 | 76421 |
| Burlington Resources LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 20 | 20974 |
| &nbsp;&nbsp;&nbsp;7.20%, 08/15/31 | 122 | 140626 |
| &nbsp;&nbsp;&nbsp;7.40%, 12/01/31 | 157 | 182724 |
| Chevron Corp., 3.08%, 05/11/50 (Call 11/11/49) | 299 | 223775 |
| Chevron USA Inc., 5.25%, 11/15/43 (Call 05/15/43) | 25 | 25521 |
| CNOOC Finance 2014 ULC, 4.88%, 04/30/44 | 200 | 177780 |
| CNOOC Petroleum North America ULC, 6.40%, 05/15/37 | 5 | 5204 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 11/15/24 (Call 08/15/24) | 52 | 50718 |
| &nbsp;&nbsp;&nbsp;3.76%, 03/15/42 | 317 | 268626 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/52 (Call 09/15/51) | 25 | 20318 |
| &nbsp;&nbsp;&nbsp;4.03%, 03/15/62 (Call 09/15/61) | 525 | 428400 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/44 (Call 05/15/44) | 109 | 96860 |
| &nbsp;&nbsp;&nbsp;5.90%, 10/15/32 | 182 | 198486 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/39 | 25 | 28756 |
| &nbsp;&nbsp;&nbsp;6.95%, 04/15/29 | 5 | 5580 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/42 (Call 11/15/41) | 119 | 103681 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (Call 12/15/44) | 132 | 118184 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 07/15/41 (Call 01/15/41)<sup>(b)</sup> | 211 | 204022 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)*  | *Value* |
| **Oil & Gas (continued)** |  |  |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/29 (Call 09/01/29) | $413 | $368260 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/52 (Call 09/15/51) | 45 | 34308 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/24/51 (Call 09/24/50) | 68 | 53603 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/33 (Call 12/15/32) | 30 | 31066 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/53 | 100 | 99819 |
| Eni USA Inc., 7.30%, 11/15/27 | 210 | 225406 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/35 (Call 10/01/34) | 75 | 68260 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/30 (Call 01/15/30) | 153 | 150341 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/50 (Call 10/15/49) | 117 | 115019 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/27 (Call 07/01/27) | 30 | 27813 |
| &nbsp;&nbsp;&nbsp;7.00%, 02/01/30 (Call 11/01/29) | 265 | 278844 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 05/22/30 (Call 02/22/30) | 200 | 172546 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/24 | 426 | 416262 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/06/25 (Call 03/06/25) | 320 | 307843 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/06/27 (Call 02/06/27) | 250 | 234737 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/06/30 (Call 01/06/30) | 240 | 218897 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 635 | 620712 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/18/49 (Call 05/18/49) | 165 | 124422 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/10/28 (Call 06/10/28) | 139 | 133151 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/24 | 287 | 283754 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/06/50 (Call 10/06/49) | 205 | 168686 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/43 | 107 | 92273 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/23/41 | 122 | 110354 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/08/43 | 145 | 140067 |
| &nbsp;&nbsp;&nbsp;5.10%, 08/17/40 | 235 | 235862 |
| &nbsp;&nbsp;&nbsp;7.25%, 09/23/27 | 85 | 94370 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.44%, 08/16/29 (Call 05/16/29) | 65 | 57492 |
| &nbsp;&nbsp;&nbsp;2.61%, 10/15/30 (Call 07/15/30) | 144 | 127146 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/16/49 (Call 02/16/49) | 116 | 85397 |
| &nbsp;&nbsp;&nbsp;3.29%, 03/19/27 (Call 01/19/27) | 60 | 58028 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50) | 211 | 164135 |
| &nbsp;&nbsp;&nbsp;3.48%, 03/19/30 (Call 12/19/29) | 284 | 267349 |
| &nbsp;&nbsp;&nbsp;3.57%, 03/06/45 (Call 09/06/44) | 107 | 86865 |
| &nbsp;&nbsp;&nbsp;4.11%, 03/01/46 (Call 09/01/45) | 194 | 170101 |
| &nbsp;&nbsp;&nbsp;4.23%, 03/19/40 (Call 09/19/39) | 246 | 225838 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/19/50 (Call 09/19/49) | 307 | 277985 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/24 (Call 04/15/24) | 424 | 413078 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/01/27 (Call 01/01/27) | 365 | 350878 |
| &nbsp;&nbsp;&nbsp;5.60%, 02/15/41 | 154 | 147997 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/40 | 177 | 178782 |
| &nbsp;&nbsp;&nbsp;7.13%, 03/15/33 | 85 | 93180 |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/31 | 183 | 201412 |
| &nbsp;&nbsp;&nbsp;7.88%, 10/01/29 | 130 | 145792 |
| Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 07/15/27 (Call 04/15/27) | 225 | 217586 |
| &nbsp;&nbsp;&nbsp;6.60%, 10/01/37 | 206 | 211651 |
| &nbsp;&nbsp;&nbsp;6.80%, 03/15/32 | 176 | 185351 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 140 | 130451 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/48 (Call 10/01/47) | 50 | 40424 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 121 | 119936 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 139 | 119037 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/54 (Call 03/15/54) | 91 | 78356 |
| &nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 09/15/26) | 80 | 80148 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 03/01/41 (Call 09/01/40) | $108 | $113747 |
| Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) | 50 | 49679 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 08/15/34 | 155 | 159793 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/38 | 47 | 48004 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/15/37 | 190 | 197991 |
| &nbsp;&nbsp;&nbsp;7.20%, 11/01/31 | 130 | 138776 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/31 | 102 | 111168 |
| &nbsp;&nbsp;&nbsp;8.13%, 09/15/30 | 105 | 117226 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/52 (Call 09/15/51) | 150 | 107163 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 187 | 183176 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/28 (Call 12/15/27) | 190 | 180403 |
| &nbsp;&nbsp;&nbsp;4.65%,11/15/34(Call05/15/34) | 129 | 122854 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 02/15/45 (Call 08/15/44)<sup>(e)</sup> | 2 | 1777 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/44 (Call 05/15/44) | 260 | 244033 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/01/46 (Call 04/01/46)<sup>(e)</sup> | 25 | 22651 |
| &nbsp;&nbsp;&nbsp;5.88%, 05/01/42 | 52 | 54800 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/06/50 (Call 10/06/49) | 500 | 371765 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/46 | 70 | 59187 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/11/45 | 75 | 67330 |
| &nbsp;&nbsp;&nbsp;6.38%, 12/15/38 | 125 | 141034 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24) | 270 | 258700 |
| &nbsp;&nbsp;&nbsp;2.83%, 01/10/30 (Call 10/10/29) | 125 | 111775 |
| &nbsp;&nbsp;&nbsp;2.99%, 06/29/41 (Call 12/29/40) | 130 | 99206 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/29/50 (Call 11/29/49) | 223 | 161488 |
| &nbsp;&nbsp;&nbsp;3.39%, 06/29/60 (Call 12/29/59) | 45 | 32478 |
| &nbsp;&nbsp;&nbsp;3.46%, 02/19/29 (Call 11/19/28) | 85 | 79993 |
| &nbsp;&nbsp;&nbsp;3.46%, 07/12/49 (Call 01/12/49) | 180 | 139221 |
| TotalEnergies Capital SA, 3.88%, 10/11/28 | 95 | 92690 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/51 (Call 06/01/51) | 90 | 65819 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/52 (Call 12/01/51) | 5 | 3890 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/28 (Call 03/01/28) | 223 | 217389 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/45 | 61 | 55927 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/37 | 200 | 215472 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/15/32 | 96 | 109252 |
|  |  | 16968785 |
| **Oil & Gas Services — 0.1%** |  |  |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 376 | 353237 |
| Baker Hughes Holdings LLC/Baker Hughes |  |  |
| &nbsp;&nbsp;&nbsp;Co-Obligor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 12/15/26 (Call 11/15/26) | 45 | 40557 |
| &nbsp;&nbsp;&nbsp;3.14%, 11/07/29 (Call 08/07/29) | 362 | 322842 |
| &nbsp;&nbsp;&nbsp;3.34%, 12/15/27 (Call 09/15/27) | 636 | 595048 |
| &nbsp;&nbsp;&nbsp;4.08%, 12/15/47 (Call 06/15/47) | 192 | 153212 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.92%, 03/01/30 (Call 12/01/29) | 178 | 154248 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/25 (Call 08/15/25) | 54 | 52835 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/41 (Call 05/15/41) | 85 | 72093 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/43 (Call 02/01/43) | 95 | 83232 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/35 (Call 05/15/35) | 165 | 154943 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/45 (Call 05/15/45) | 134 | 120662 |
| &nbsp;&nbsp;&nbsp;6.70%, 09/15/38 | 118 | 127545 |
| &nbsp;&nbsp;&nbsp;7.45%, 09/15/39 | 114 | 130953 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/29 (Call 09/01/29) | 286 | 255318 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/42 (Call 06/01/42) | 182 | 130503 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Oil & Gas Services (continued)** |  |  |
| Schlumberger Investment SA, 2.65%, 06/26/30 (Call 03/26/30) | $335 | $291745 |
|  |  | 3038973 |
| **Packaging & Containers — 0.0%** |  |  |
| Amcor Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 04/28/26 (Call 01/28/26) | 257 | 243415 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/28 (Call 02/15/28) | 131 | 123116 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 06/19/30 (Call 03/19/30) | 185 | 150893 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/17/25 (Call 04/17/25) | 100 | 97131 |
| Packaging Corp. of America, 4.05%, 12/15/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/15/49) | 57 | 44794 |
| WestRock MWV LLC, 8.20%, 01/15/30 | 40 | 45324 |
|  |  | 704673 |
| **Pharmaceuticals — 1.1%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (Call 05/21/39) | 328 | 286567 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/14/28 (Call 08/14/28) | 255 | 248824 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (Call 05/21/49) | 444 | 381427 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/14/36 (Call 11/14/35) | 253 | 234468 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/06/42 | 257 | 230030 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/14/46 (Call 11/14/45) | 335 | 295276 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/14/35 (Call 11/14/34) | 415 | 393221 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/42 (Call 04/01/42) | 47 | 42709 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 398 | 365913 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/14/48 (Call 05/14/48) | 198 | 185795 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 12/15/27 (Call 09/15/27) | 130 | 121958 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/45 (Call 09/01/44) | 122 | 101758 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/47 (Call 06/15/47) | 169 | 143119 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 225 | 213712 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 687 | 665655 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/17/29 (Call 10/17/28) | 299 | 290601 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/18/42 | 264 | 233909 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/16/45 | 210 | 193570 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/17/48 (Call 02/17/48) | 74 | 68122 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/15/37 | 375 | 427549 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70% ,06/06/27(Call03/06/27) | 637 | 609042 |
| &nbsp;&nbsp;&nbsp;3.79%, 05/20/50 (Call 11/20/49) | 49 | 38568 |
| &nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (Call 12/06/46) | 117 | 106362 |
| &nbsp;&nbsp;&nbsp;4.69%, 12/15/44 (Call 06/15/44) | 83 | 76025 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/32 (Call 12/15/31) | 10 | 8869 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/42 | 48 | 37811 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/42 (Call 09/15/41) | 10 | 8338 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 100 | 81361 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/62 (Call 09/15/61) | 145 | 117383 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (Call 04/26/49) | 268 | 238579 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/47 (Call 05/15/47) | 183 | 165908 |
| &nbsp;&nbsp;&nbsp;4.55%, 02/20/48 (Call 08/20/47) | 240 | 222372 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/45 (Call 02/15/45) | 80 | 79393 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.41%, 06/15/27 (Call 03/15/27) | 505 | 474750 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 06/15/25) | 467 | 451846 |
| &nbsp;&nbsp;&nbsp;4.37%, 06/15/47 (Call 12/15/46) | 162 | 129734 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/44 (Call 05/15/44) | 116 | 94512 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/43 | 171 | 143741 |
| &nbsp;&nbsp;&nbsp;4.90%, 09/15/45 (Call 03/15/45) | 145 | 125727 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | $206 | $175030 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/40 (Call 09/15/39) | 45 | 34959 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/50 (Call 09/15/49) | 274 | 199247 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/47 (Call 04/15/47) | 176 | 139088 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 436 | 427760 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 511 | 498220 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/15/38 (Call 02/15/38) | 288 | 272592 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/15/46 (Call 01/16/46) | 170 | 155103 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/48 (Call 06/15/48) | 225 | 207767 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/15/41 | 134 | 142685 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/29 (Call 05/15/29) | 402 | 363621 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 02/01/27) | 180 | 172624 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/30 (Call 01/01/30) | 173 | 160047 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/01/40 (Call 10/01/39) | 111 | 93570 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 213 | 175693 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (Call 12/25/27) | 523 | 508445 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 562 | 520198 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/20/35 (Call 01/20/35) | 242 | 232158 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/25/48 (Call 09/25/47) | 606 | 561229 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (Call 01/20/45) | 315 | 294434 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/05/43 (Call 06/05/43) | 275 | 262111 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/39 | 70 | 73440 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/01/27 | 10 | 10580 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/27 (Call 02/15/27) | 260 | 247312 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 12/15/28) | 365 | 346761 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 130 | 112519 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/49 (Call 09/15/48) | 15 | 13566 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/27 | 115 | 120695 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/15/37 | 105 | 114840 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 | 330 | 323974 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/28 | 139 | 134624 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/18/43 | 90 | 80194 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/38 | 186 | 212793 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/24 (Call 05/01/24) | 301 | 294011 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/01/29 (Call 03/01/29) | 149 | 139014 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/38 (Call 07/15/37) | 86 | 74516 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/48 (Call 07/15/47) | 87 | 72568 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/36 (Call 09/01/35) | 104 | 94267 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/03/37 (Call 09/03/36) | 145 | 131042 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/46 (Call 09/01/45) | 135 | 116396 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/03/47 (Call 09/03/46) | 90 | 77791 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/05/43 (Call 06/05/43) | 128 | 124596 |
| &nbsp;&nbsp;&nbsp;4.85%, 05/15/41 | 57 | 57307 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/38 | 70 | 77734 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/37 | 112 | 127747 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 08/15/25) | 530 | 521944 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/44 (Call 12/01/43) | 42 | 38187 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/01/39 | 158 | 164713 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 06/10/27 (Call 05/10/27) | 70 | 62715 |
| &nbsp;&nbsp;&nbsp;1.90%, 12/10/28 (Call 10/10/28) | 80 | 69618 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/10/31 (Call 09/10/31) | 65 | 54034 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/24/50 (Call 12/24/49) | 115 | 76005 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 12/10/51 (Call 06/10/51) | $130 | $90346 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (Call 06/10/61) | 160 | 106856 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/07/29 (Call 12/07/28) | 290 | 273296 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 15 | 12618 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/10/45 (Call 08/10/44) | 245 | 206285 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/07/39 (Call 09/07/38) | 140 | 125314 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/07/49 (Call 09/07/48) | 131 | 115757 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/18/43 | 125 | 113862 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/01/33 | 86 | 99020 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/37 | 17 | 19808 |
| Merck Sharp & Dohme Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/15/36 | 67 | 72448 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/28 | 15 | 16262 |
| Mylan Inc., 5.20%, 04/15/48 (Call 10/15/47) | 78 | 60478 |
| Novartis Capital Corp., 4.00%, 11/20/45 (Call 05/20/45) | 5 | 4514 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (Call 11/28/49) | 50 | 35618 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/49 (Call 09/15/48) | 5 | 4467 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/48 (Call 03/15/48) | 190 | 174549 |
| &nbsp;&nbsp;&nbsp;7.20%, 03/15/39 | 75 | 92622 |
| Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) | 303 | 285623 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.18%, 07/09/50 (Call 01/09/50) | 55 | 38559 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/09/60 (Call 01/09/60) | 85 | 58535 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/26/28 (Call 08/26/28) | 295 | 294549 |
| Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45) | 190 | 147898 |
| Viatris Inc., 4.00%, 06/22/50 (Call 12/22/49) | 247 | 161256 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (Call 06/12/27) | 715 | 661418 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/20/28 (Call 05/20/28) | 131 | 125034 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/12/47 (Call 03/12/47) | 245 | 201716 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/20/48 (Call 02/20/48) | 116 | 102088 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/13/25 (Call 08/13/25) | 852 | 847186 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/43 (Call 08/01/42) | 365 | 339778 |
|  |  | 22984348 |
| **Pipelines — 0.7%** |  |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/31 (Call 11/15/30) | 104 | 88276 |
| &nbsp;&nbsp;&nbsp;4.45%, 07/15/27 (Call 04/15/27) | 25 | 23896 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/03/29 (Call 02/03/29) | 279 | 263658 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/01/26 (Call 03/01/26) | 61 | 62219 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/29 (Call 05/18/29) | 377 | 344797 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/30/27 (Call 01/01/27) | 197 | 197311 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24) | 230 | 231180 |
| Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44) | 85 | 84366 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;7.38%, 10/15/45 (Call 04/15/45) | 65 | 74002 |
| &nbsp;&nbsp;&nbsp;Series B, 7.50%, 04/15/38 | 5 | 5566 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/25 (Call 12/15/24) | 92 | 87368 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/29 (Call 08/15/29) | 140 | 123624 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/01/51 (Call 02/01/51) | 75 | 52886 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/27 (Call 04/15/27) | 89 | 84004 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49) | 180 | 140528 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 09/01/26) | 105 | 101914 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/10/44 (Call 12/10/43) | 80 | 67350 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/46 (Call 06/01/46) | $110 | $105950 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/29 (Call 06/15/29) | 155 | 140635 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/27 (Call 12/15/26) | 195 | 186679 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/28 (Call 02/15/28) | 156 | 150531 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/44 (Call 11/15/43) | 61 | 50859 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/50 (Call 11/15/49) | 220 | 181313 |
| &nbsp;&nbsp;&nbsp;6.63%, 10/15/36 | 290 | 293805 |
| &nbsp;&nbsp;&nbsp;7.50%, 07/01/38 | 200 | 216480 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/31/30 (Call 10/31/29) | 127 | 109910 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/31/29 (Call 04/30/29) | 75 | 66868 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/31/51 (Call 07/31/50) | 120 | 89132 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/31/60 (Call 07/31/59) | 46 | 34067 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/16/28 (Call 07/16/28) | 50 | 47711 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/31/50 (Call 07/31/49) | 76 | 60729 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/48 (Call 08/15/47) | 107 | 86910 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/43 (Call 08/15/42) | 53 | 45437 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/49 (Call 08/01/48) | 71 | 62413 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/42 (Call 02/15/42) | 92 | 83630 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/44 (Call 09/15/43) | 55 | 48999 |
| &nbsp;&nbsp;&nbsp;4.90%, 05/15/46 (Call 11/15/45) | 153 | 136549 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/54 (Call 04/15/54) | 104 | 90121 |
| &nbsp;&nbsp;&nbsp;5.10%, 02/15/45 (Call 08/15/44) | 179 | 164519 |
| &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> | 125 | 94589 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/15/42 | 103 | 101535 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/41 | 103 | 104787 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/15/39 | 55 | 56895 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/01/40 | 69 | 73446 |
| &nbsp;&nbsp;&nbsp;7.55%, 04/15/38 | 29 | 33086 |
| &nbsp;&nbsp;&nbsp;Series D, 6.88%, 03/01/33 | 45 | 49730 |
| &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> | 20 | 16285 |
| &nbsp;&nbsp;&nbsp;Series H, 6.65%, 10/15/34 | 30 | 32256 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/42 (Call 05/01/42) | 38 | 32330 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/42 (Call 02/15/42) | 15 | 13139 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/43 (Call 09/01/42) | 30 | 26416 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/01/44 (Call 03/01/44) | 104 | 94972 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/44 (Call 09/01/43) | 111 | 102945 |
| &nbsp;&nbsp;&nbsp;5.63%, 09/01/41 | 25 | 23060 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/35 | 45 | 44692 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 94 | 94902 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/37 | 82 | 83540 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/01/39 | 88 | 90585 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/40 | 54 | 54750 |
| &nbsp;&nbsp;&nbsp;6.95%, 01/15/38 | 220 | 235818 |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/33 | 72 | 78780 |
| &nbsp;&nbsp;&nbsp;7.40%, 03/15/31 | 45 | 49264 |
| &nbsp;&nbsp;&nbsp;7.50%, 11/15/40 | 31 | 34123 |
| &nbsp;&nbsp;&nbsp;7.75%, 03/15/32 | 65 | 72712 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/50 (Call 02/01/50) | 112 | 74444 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/51 (Call 08/15/50) | 25 | 17815 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/28 (Call 12/01/27) | 87 | 84039 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/33 (Call 11/01/32) | 100 | 94056 |
| &nbsp;&nbsp;&nbsp;5.05%, 02/15/46 (Call 08/15/45) | 15 | 13202 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/48 (Call 09/01/47) | 144 | 128326 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/01/34 (Call 06/01/34) | 145 | 138320 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.45%, 08/01/52 (Call 02/01/52) | $100 | $91306 |
| &nbsp;&nbsp;&nbsp;5.55%, 06/01/45 (Call 12/01/44) | 136 | 127144 |
| &nbsp;&nbsp;&nbsp;7.75%, 01/15/32 | 82 | 93654 |
| &nbsp;&nbsp;&nbsp;7.80%, 08/01/31 | 15 | 16974 |
| Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/50 (Call 09/01/49) | 130 | 97566 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/03/47 (Call 04/03/47) | 50 | 38530 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/46 (Call 03/15/46) | 55 | 42645 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/49 (Call 08/01/48) | 59 | 49327 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/43 (Call 04/15/43) | 67 | 59602 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 59 | 55279 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/27 (Call 09/01/27) | 145 | 138352 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/38 (Call 10/15/37) | 111 | 95322 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/48 (Call 10/15/47) | 228 | 184470 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/15/29 (Call 11/15/28) | 148 | 142459 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/15/58 (Call 10/15/57) | 72 | 58396 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/01/32 (Call 06/01/32) | 100 | 95016 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/14/52 (Call 09/14/51) | 100 | 83432 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/47 (Call 09/01/46) | 107 | 92858 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/15/49 (Call 08/15/48) | 221 | 199625 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27) | 27 | 25558 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/15/25 (Call 08/15/25) | 109 | 100150 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/24 (Call 08/01/24) | 90 | 86444 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/30 (Call 12/15/29) | 120 | 101628 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/29 (Call 06/01/29) | 30 | 26155 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/13/27 (Call 04/13/27) | 204 | 192121 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (Call 12/15/28) | 105 | 97647 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/49 (Call 03/01/49) | 160 | 121627 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/50 (Call 09/15/49)<sup>(b)</sup> | 88 | 67204 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/15/28 (Call 04/15/28) | 208 | 197610 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/13/47 (Call 01/06/47) | 272 | 225776 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/48 (Call 01/15/48) | 75 | 64006 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/15/35 | 105 | 102028 |
| &nbsp;&nbsp;&nbsp;6.35%, 01/15/31 (Call 10/15/30) | 45 | 46369 |
| &nbsp;&nbsp;&nbsp;7.15%, 01/15/51 (Call 07/15/50) | 92 | 95141 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/25 (Call 12/15/24) | 410 | 404973 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/41 (Call 08/01/40) | 126 | 120673 |
| &nbsp;&nbsp;&nbsp;6.20%, 09/15/43 (Call 03/15/43) | 131 | 123257 |
| &nbsp;&nbsp;&nbsp;6.65%, 10/01/36 | 40 | 40310 |
| &nbsp;&nbsp;&nbsp;6.85%, 10/15/37 | 35 | 36049 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 12/15/29 (Call 09/15/29) | 22 | 19223 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/31/43 (Call 07/31/42) | 72 | 52933 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/15/44 (Call 12/15/43) | 77 | 59745 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/45 (Call 08/15/44) | 76 | 60775 |
| &nbsp;&nbsp;&nbsp;5.15%, 06/01/42 (Call 12/01/41) | 100 | 82845 |
| &nbsp;&nbsp;&nbsp;6.65%, 01/15/37 | 47 | 47145 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/28 (Call 09/15/27) | 152 | 143985 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/30 (Call 11/15/29) | 141 | 133345 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 192 | 189623 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 09/15/37<sup>(e)</sup> | 60 | 60801 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 95 | 89023 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 (Call 12/15/24) | 85 | 81997 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/45 (Call 09/15/44) | 99 | 83219 |
| &nbsp;&nbsp;&nbsp;5.95%, 09/25/43 (Call 03/25/43) | 27 | 26685 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| TC PipeLines LP, 3.90%, 05/25/27 (Call 02/25/27) | $100 | $95071 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 03/15/27 | 60 | 64268 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/28 | 5 | 5422 |
| &nbsp;&nbsp;&nbsp;7.63%, 04/01/37 | 10 | 10994 |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | 137 | 151314 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/30 (Call 01/15/30) | 94 | 87922 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/28 (Call 02/15/28) | 125 | 119606 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/01/34 (Call 12/01/33) | 52 | 48210 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/38 (Call 11/15/37) | 40 | 36220 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/15/48 (Call 11/15/47) | 84 | 75842 |
| &nbsp;&nbsp;&nbsp;5.10%, 03/15/49 (Call 09/15/48) | 119 | 111352 |
| &nbsp;&nbsp;&nbsp;5.60%, 03/31/34 | 17 | 16769 |
| &nbsp;&nbsp;&nbsp;5.85%, 03/15/36 | 70 | 70225 |
| &nbsp;&nbsp;&nbsp;6.10%, 06/01/40 | 55 | 56686 |
| &nbsp;&nbsp;&nbsp;6.20%, 10/15/37 | 109 | 113107 |
| &nbsp;&nbsp;&nbsp;7.25%, 08/15/38 | 84 | 95070 |
| &nbsp;&nbsp;&nbsp;7.63%, 01/15/39 | 100 | 117254 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/50 (Call 11/15/49) | 105 | 82427 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 15 | 14207 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/01/42 (Call 02/01/42) | 7 | 6081 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/48 (Call 09/15/47) | 112 | 95982 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/15/41 (Call 02/15/41) | 48 | 46582 |
| Valero Energy Partners LP, 4.50%, 03/15/28 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/27) | 155 | 152123 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (Call 03/15/27) | 107 | 101258 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/32 (Call 05/15/32) | 25 | 23663 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/48 (Call 09/01/47) | 95 | 83066 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/45 (Call 07/15/44) | 137 | 118978 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/15/45 (Call 03/15/45) | 171 | 153903 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/04/44 (Call 09/04/43) | 53 | 48996 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/24/44 (Call 12/24/43) | 40 | 39035 |
| &nbsp;&nbsp;&nbsp;5.80%, 11/15/43 (Call 05/15/43) | 26 | 25540 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/15/40 | 155 | 161329 |
| &nbsp;&nbsp;&nbsp;8.75%, 03/15/32 | 78 | 93907 |
| &nbsp;&nbsp;&nbsp;Series A, 7.50%, 01/15/31 | 7 | 7756 |
|  |  | 14429223 |
| **Real Estate — 0.0%** |  |  |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) | 145 | 142258 |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/31 (Call 01/01/31) | 315 | 246881 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/26 (Call 12/01/25) | 638 | 638638 |
|  |  | 1027777 |
| **Real Estate Investment Trusts — 0.9%** |  |  |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 12/15/29 (Call 09/15/29) | 50 | 42432 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/31 (Call 05/15/31) | 42 | 36876 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/27 (Call 10/15/26) | 78 | 74953 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 10/15/27) | 15 | 14129 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/50 (Call 08/01/49) | 105 | 81088 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/30/29 (Call 04/30/29) | 95 | 90040 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/01/30 (Call 04/01/30) | 107 | 102773 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/15/49 (Call 10/15/48) | 52 | 44639 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/30 (Call 09/15/30) | 114 | 111180 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/28 (Call 11/15/27) | $24 | $22382 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/29 (Call 11/15/28) | 43 | 40913 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 10/15/30 (Call 07/15/30) | 5 | 3902 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 65 | 52227 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/25 (Call 02/15/25) | 417 | 391951 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/31 (Call 01/15/31) | 45 | 37126 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 11/15/26) | 165 | 149559 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/30 (Call 10/15/29) | 95 | 81533 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/25 (Call 12/15/24) | 205 | 195789 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/51 (Call 07/15/50) | 170 | 108854 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/50 (Call 12/15/49) | 204 | 135493 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/27 (Call 10/15/26) | 75 | 68992 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 340 | 331248 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 240 | 223934 |
| &nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27) | 140 | 130220 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/28 (Call 10/15/27) | 245 | 225841 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/49 (Call 04/15/49) | 87 | 63661 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/29 (Call 05/15/29) | 265 | 242594 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 106 | 98285 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 562 | 545601 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/15/26 (Call 11/15/25) | 285 | 278451 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/24 | 260 | 259698 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 27 | 22743 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/29 (Call 03/01/29) | 47 | 42420 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/15/46 (Call 04/15/46) | 39 | 30549 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/48 (Call 10/18/47) | 77 | 64386 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 04/01/32 (Call 01/01/32) | 30 | 23119 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (Call 07/01/26) | 220 | 199714 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/30 (Call 12/15/29) | 70 | 57382 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/25 (Call 10/15/24) | 260 | 249439 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/30/31 (Call 10/30/30) | 94 | 78601 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/21/29 (Call 03/21/29) | 141 | 121917 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 407 | 387212 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 35 | 32679 |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/27(Call08/15/27) | 285 | 249594 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/01/29 (Call 07/01/29) | 40 | 34879 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24) | 10 | 9629 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/27 (Call 12/15/26) | 60 | 55684 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/01/30 (Call 04/01/30) | 179 | 157343 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/26 (Call 03/15/26) | 35 | 33027 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/29(Call02/15/29) | 10 | 8915 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 45 | 38867 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/01/29 (Call 04/01/29) | 55 | 49137 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/01/49 (Call 05/01/49) | 30 | 21271 |
| &nbsp;&nbsp;&nbsp;4.10%, 10/15/28 (Call 07/15/28) | 15 | 14292 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/31 (Call 10/15/30) | 30 | 24284 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/51 (Call 07/15/50) | 28 | 19270 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/01/30 (Call 04/01/30) | 185 | 163355 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 160 | 149587 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 135 | 128556 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 92 | 85966 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/27 (Call 12/01/26) | 105 | 100353 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.45%, 02/15/26 (Call 11/15/25) | $244 | $238512 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/47 (Call 11/15/46) | 144 | 125307 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/15/31 (Call 04/15/31) | 65 | 53073 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/15/29 (Call 08/15/29) | 120 | 105323 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49) | 120 | 93703 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/01/50 (Call 01/01/50) | 10 | 7946 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/29 (Call 11/15/28) | 115 | 109640 |
| &nbsp;&nbsp;&nbsp;5.20%, 02/15/49 (Call 08/15/48) | 161 | 148260 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/30 (Call 11/15/29) | 30 | 25169 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/15/29 (Call 11/15/28) | 5 | 4668 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/29 (Call 04/01/29) | 124 | 112439 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/27 (Call 05/15/27) | 69 | 64473 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 07/15/28 (Call 04/15/28)<sup>(b)</sup> | 172 | 164116 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/15/28 (Call 12/15/27) | 95 | 95287 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (Call 04/15/30) | 295 | 236841 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/31 (Call 02/15/31) | 5 | 4044 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/18/24 (Call 10/18/24) | 520 | 495316 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/18/26 (Call 09/18/26) | 200 | 183004 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/51 (Call 03/15/51) | 60 | 38504 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/50 (Call 01/15/50) | 232 | 151097 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/18/29 (Call 08/18/29) | 413 | 363196 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/52 (Call 08/15/51) | 65 | 45750 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/30 (Call 11/15/29) | 84 | 70500 |
| &nbsp;&nbsp;&nbsp;2.85%, 11/01/26 (Call 08/01/26) | 12 | 11121 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/29 (Call 04/01/29) | 57 | 50125 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/27 (Call 05/01/27) | 10 | 9221 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 44 | 40847 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 (Call 02/01/47) | 5 | 3980 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/28 (Call 09/01/28) | 5 | 4737 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/44 (Call 01/01/44) | 45 | 39476 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/45 (Call 12/01/44) | 36 | 30955 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 30 | 25466 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 60 | 54986 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/48 (Call 09/15/47) | 15 | 12281 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/29 (Call 03/15/29) | 9 | 7856 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 5 | 4597 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/44 (Call 06/01/44) | 25 | 20023 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/30 (Call 10/15/29) | 179 | 155297 |
| &nbsp;&nbsp;&nbsp;5.30%, 01/15/29 (Call 10/15/28) | 52 | 49058 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/28 (Call 03/03/28) | 97 | 94501 |
| Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) | 15 | 12673 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 274 | 236443 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/26 (Call 05/15/26) | 240 | 227059 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/25 (Call 11/01/24) | 15 | 14481 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/29 (Call 04/15/29) | 281 | 251897 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25)<sup>(b)</sup> | 22 | 21448 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/41 (Call 08/01/40) | 115 | 121259 |
| Highwoods Realty LP, 3.05%, 02/15/30 (Call 11/15/29) | 10 | 8045 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp;Series F, 4.50%, 02/01/26 (Call 11/01/25) | 100 | 96445 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series H, 3.38%, 12/15/29 (Call 09/15/29) | $40 | $33947 |
| &nbsp;&nbsp;&nbsp;Series I, 3.50%, 09/15/30 (Call 06/15/30) | 95 | 79207 |
| &nbsp;&nbsp;&nbsp;Series J, 2.90%, 12/15/31 (Call 09/15/31) | 55 | 42613 |
| Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/30 (Call 10/15/29) | 30 | 23494 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/27 (Call 08/01/27) | 25 | 21425 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/29 (Call 01/01/29) | 40 | 35006 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 11/15/32 (Call 08/15/32) | 140 | 101738 |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 74 | 60083 |
| &nbsp;&nbsp;&nbsp;3.45%, 12/15/24 (Call 09/15/24) | 45 | 42938 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/29 (Call 05/15/29) | 200 | 177696 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/01/25 (Call 07/01/25) | 55 | 53050 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/15/28 (Call 09/15/28) | 100 | 92030 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/26 (Call 07/01/26) | 70 | 64424 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/01/49 (Call 04/01/49) | 52 | 36536 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/27 (Call 01/01/27) | 25 | 23449 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/46 (Call 06/01/46) | 107 | 80592 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/45 (Call 10/01/44) | 50 | 38866 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/47 (Call 03/01/47) | 85 | 67331 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/01/33 (Call 11/01/32) | 130 | 121715 |
| Life Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/27 (Call 09/15/27) | 10 | 9308 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/29 (Call 03/15/29) | 35 | 31576 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/30 (Call 12/15/29) | 12 | 10346 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 22 | 20670 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/28 (Call 03/15/28) | 2 | 1906 |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/30 (Call 01/15/30) | 10 | 8204 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/50 (Call 10/15/49) | 10 | 6324 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/15/28 (Call 07/15/28) | 10 | 9343 |
| Omega Healthcare Investors Inc., 3.63%, 10/01/29 (Call 07/01/29) | 87 | 72116 |
| Physicians Realty LP, 3.95%, 01/15/28 (Call 10/15/27) | 5 | 4592 |
| Piedmont Operating Partnership LP, 3.15%, 08/15/30 (Call 05/15/30) | 75 | 58249 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 04/15/27 (Call 02/15/27) | 210 | 189428 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/30 (Call 01/15/30) | 169 | 141671 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/29 | 30 | 26156 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/15/50 (Call 10/15/49) | 106 | 72714 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/01/50 | 66 | 45990 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 | 27 | 25673 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/26 (Call 07/01/26) | 22 | 20908 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/15/27 | 10 | 9393 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/28 (Call 06/15/28) | 130 | 123556 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/28 | 20 | 19160 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/29 (Call 11/01/28) | 35 | 33774 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/48 (Call 03/15/48) | 125 | 108586 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/15/33 (Call 10/15/32) | 135 | 132281 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/29 (Call 03/15/29) | 10 | 8933 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/15/28 (Call 10/15/27) | 102 | 95683 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/47 (Call 09/15/46) | 83 | 75043 |
| &nbsp;&nbsp;&nbsp;5.63%, 10/13/32 (Call 07/13/32) | 25 | 25792 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 95 | 79977 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/27 (Call 11/01/26) | 55 | 51701 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.13%, 03/15/28 (Call 12/15/27) | $62 | $57870 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/01/47 (Call 08/01/46) | 60 | 47204 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/49 (Call 09/15/48) | 70 | 57013 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/01/31 (Call 09/01/31) | 75 | 56368 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/15/29 (Call 07/15/29) | 195 | 160680 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/13/29 (Call 06/13/29) | 80 | 67238 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/13/49 (Call 03/13/49)<sup>(b)</sup> | 215 | 144873 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/27 (Call 03/15/27) | 10 | 9387 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/01/27 (Call 09/01/27) | 90 | 83707 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/50 (Call 01/15/50) | 104 | 77084 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/44 (Call 04/01/44) | 50 | 39817 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/30/46 (Call 05/30/46) | 27 | 21616 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/40 (Call 11/01/39) | 14 | 15153 |
| SITE Centers Corp., 4.70%, 06/01/27 (Call 03/01/27) | 137 | 129554 |
| Spirit Realty LP, 3.40%, 01/15/30 (Call 10/15/29) | 60 | 50019 |
| STORE Capital Corp., 4.63%, 03/15/29 (Call 12/15/28) | 59 | 54048 |
| Tanger Properties LP, 3.88%, 07/15/27 (Call 04/15/27) | 25 | 22722 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/31 (Call 05/15/31) | 95 | 79557 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/30 (Call 10/15/29) | 45 | 38992 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/28 (Call 10/15/27) | 30 | 27288 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/26/29 (Call 10/26/28) | 30 | 28378 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/25 (Call 12/15/24) | 55 | 51981 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 55 | 46644 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/26 (Call 07/15/26) | 40 | 36999 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 55 | 52769 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/27 (Call 01/01/27) | 105 | 99262 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/28 (Call 12/01/27) | 35 | 32661 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/26 (Call 10/15/25) | 105 | 101582 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/45 (Call 08/01/44) | 56 | 44298 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/29 (Call 10/15/28) | 97 | 91142 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/30 (Call 08/15/30) | 45 | 42597 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/15/49 (Call 10/15/48) | 119 | 100582 |
| &nbsp;&nbsp;&nbsp;5.70%, 09/30/43 (Call 03/30/43) | 113 | 104438 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/32 (Call 02/15/32) | 110 | 102685 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/52 (Call 11/15/51) | 75 | 67860 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/27 (Call 12/15/26) | 215 | 195863 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/31 (Call 10/15/30) | 15 | 12177 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/32 (Call 10/15/31) | 35 | 27837 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31) | 55 | 44511 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/15/30 (Call 10/15/29) | 105 | 89479 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 240 | 235217 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 195 | 190339 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/29 (Call 12/15/28) | 65 | 60271 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/26 (Call 01/01/26) | 256 | 249603 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/28 (Call 01/15/28) | 114 | 107960 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/01/48 (Call 03/01/48) | 28 | 24017 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/15/41 (Call 09/15/40) | 125 | 126709 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/29 (Call 08/15/29) | 304 | 279175 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/30 (Call 01/15/30) | 412 | 375831 |
| &nbsp;&nbsp;&nbsp;6.95%, 10/01/27 | 120 | 129493 |
| &nbsp;&nbsp;&nbsp;7.38%, 03/15/32 | 220 | 245054 |
| WP Carey Inc., 3.85%, 07/15/29 (Call 04/15/29) | 55 | 49678 |
|  |  | 18883454 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> (000)* | *Value* |
| **Retail — 0.6%** |  |  |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/27 (Call 08/15/27) | $172 | $155531 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/01/30 (Call 03/01/30) | 191 | 173099 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 10/01/30 (Call 07/01/30) | 1215 | 961612 |
| &nbsp;&nbsp;&nbsp;4.45%, 10/01/28 (Call 07/01/28) | 1106 | 1069712 |
| Darden Restaurants Inc., 4.55%, 02/15/48 (Call 08/15/47) | 163 | 127367 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 04/03/50 (Call 10/03/49) | 94 | 77943 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/27 (Call 10/01/27) | 70 | 69473 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/32 (Call 08/01/32) | 75 | 74788 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 105 | 96797 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27) | 267 | 247923 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 378 | 334628 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27) | 130 | 121737 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/29 (Call 03/15/29) | 1030 | 941049 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 5 | 4791 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/49 (Call 06/15/49) | 100 | 73211 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/15/40 (Call 10/15/39) | 71 | 57624 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 375 | 364639 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 122 | 92886 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/56 (Call 03/15/56) | 100 | 76255 |
| &nbsp;&nbsp;&nbsp;3.90%, 12/06/28 (Call 09/06/28) | 265 | 257458 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/15/47 (Call 12/15/46) | 105 | 88571 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 08/15/25) | 65 | 64530 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/43 (Call 10/01/42) | 110 | 98582 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/46 (Call 10/01/45) | 164 | 145463 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/45 (Call 09/15/44) | 185 | 168457 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 170 | 168737 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/06/48 (Call 06/06/48) | 180 | 167308 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/44 (Call 08/15/43) | 65 | 63127 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/52 (Call 03/15/52) | 40 | 39291 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/15/40 (Call 03/15/40) | 90 | 93829 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/16/36 | 430 | 467174 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/41 (Call 10/01/40) | 196 | 215139 |
| Kohl's Corp., 5.55%, 07/17/45 (Call 01/17/45) | 17 | 11221 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 154 | 144426 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/01/31 (Call 01/01/31) | 65 | 54659 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/50 (Call 04/15/50) | 113 | 75573 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/03/27 (Call 02/03/27) | 175 | 164404 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/15/24 (Call 06/15/24) | 17 | 16523 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 285 | 274857 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/05/29 (Call 01/05/29) | 220 | 205737 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/46 (Call 10/15/45) | 195 | 149370 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/32 (Call 01/01/32) | 60 | 54562 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/25 (Call 03/15/25) | 180 | 177325 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/47 (Call 11/03/46) | 210 | 169321 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/52 (Call 10/01/51) | 10 | 8212 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 189 | 157713 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/08/25 | 60 | 59572 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/62 (Call 10/01/61) | 70 | 56605 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/30 (Call 01/15/30) | 205 | 199746 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/05/49 (Call 10/05/48) | 160 | 137981 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/15/42 (Call 10/15/41) | 85 | 76310 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/33 (Call 01/15/33) | 100 | 99500 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/40 (Call 10/15/39) | 109 | 102874 |
| &nbsp;&nbsp;&nbsp;5.13%, 04/15/50 (Call 10/15/49) | 76 | 71651 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/35 | 73 | 73656 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;5.63%, 04/15/53 (Call 10/15/52) | $20 | $19903 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 20 | 19697 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/15/29 | 80 | 86749 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 | 83 | 66345 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (Call 03/01/49) | 52 | 40422 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/42 | 70 | 56921 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 121 | 116776 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 82 | 70401 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/01/47 (Call 09/01/46) | 137 | 121633 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/48 (Call 03/01/48) | 71 | 63086 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/26/45 (Call 11/26/44) | 90 | 81989 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/09/35 (Call 06/09/35) | 84 | 81754 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/15/40 | 70 | 66515 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 155 | 147083 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/01/39 | 86 | 89701 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/15/37 | 42 | 46620 |
| &nbsp;&nbsp;&nbsp;6.30%, 03/01/38 | 90 | 99280 |
| O'Reilly Automotive Inc., 4.20%, 04/01/30 (Call 01/01/30) | 92 | 87228 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 03/12/27 (Call 01/12/27) | 175 | 157558 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/12/30 (Call 12/12/29) | 105 | 88981 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/12/50 (Call 09/12/49) | 115 | 83726 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 121 | 115974 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/50 (Call 05/15/50) | 150 | 112941 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/29 (Call 05/15/29) | 115 | 108195 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 118 | 93090 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/28 (Call 08/15/28) | 72 | 69682 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/45 (Call 12/15/44)<sup>(b)</sup> | 37 | 32038 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/49 (Call 02/15/49) | 81 | 71350 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/48 (Call 05/15/48) | 70 | 62101 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25) | 267 | 254192 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/15/30 (Call 11/15/29) | 101 | 86549 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 | 220 | 207379 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/15/30 (Call 06/15/30) | 120 | 103922 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 01/15/29) | 290 | 269465 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/46 | 171 | 135736 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/47 (Call 05/15/47) | 50 | 41746 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/42 | 151 | 133529 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/15/37 | 130 | 145828 |
| &nbsp;&nbsp;&nbsp;7.00%, 01/15/38 | 160 | 189358 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 85 | 78901 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 172 | 162702 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 66 | 59567 |
| Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30) | 209 | 162679 |
| Walgreens Boots Alliance Inc., 4.10%, 04/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/15/49) | 23 | 17304 |
|  |  | 14107125 |
| **Semiconductors — 0.7%** |  |  |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 06/15/27 | 40 | 38011 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/15/45 (Call 06/15/45)<sup>(b)</sup> | 20 | 20258 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/50 (Call 12/01/49) | 70 | 49182 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 601 | 577831 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 152 | 149971 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/01/47 (Call 10/01/46) | 236 | 219478 |
| &nbsp;&nbsp;&nbsp;5.10%, 10/01/35 (Call 04/01/35) | 55 | 56549 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.85%, 06/15/41 | $185 | $204830 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/15/35 (Call 08/15/35)<sup>(e)</sup> | 155 | 115047 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 11/15/36 (Call 08/15/36)<sup>(e)</sup> | 49 | 35846 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 04/15/33 (Call 01/15/33)<sup>(e)</sup> | 354 | 286506 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 04/15/34 (Call 01/15/34)<sup>(e)</sup> | 629 | 500357 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/41 (Call 08/15/40)<sup>(e)</sup> | 123 | 89013 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/51 (Call 08/15/50)<sup>(e)</sup> | 109 | 76685 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32)<sup>(e)</sup> | 210 | 185766 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/32 (Call 08/15/32) | 433 | 384712 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/15/37 (Call 02/15/37)<sup>(e)</sup> | 332 | 291396 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | 165 | 142751 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 350 | 330270 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/17/24 (Call 04/17/24)<sup>(b)</sup> | 30 | 29097 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/12/51 (Call 02/12/51) | 40 | 26958 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/15/60 (Call 08/15/59) | 82 | 53005 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27) | 165 | 156648 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/12/61 (Call 02/12/61) | 105 | 68537 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/49 (Call 05/15/49) | 245 | 172034 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 456 | 445206 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25) | 304 | 298415 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/08/47 (Call 06/08/47) | 279 | 215606 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27) | 198 | 192868 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/25/30 (Call 12/25/29) | 127 | 120218 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/32 | 206 | 192750 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/19/46 (Call 11/19/45) | 124 | 103117 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/11/47 (Call 11/11/46) | 130 | 107284 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/42 | 45 | 38752 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/25/40 (Call 09/25/39) | 275 | 253399 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/25/50 (Call 09/25/49) | 213 | 191649 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/01/41 | 115 | 108363 |
| &nbsp;&nbsp;&nbsp;4.90%, 07/29/45 (Call 01/29/45) | 87 | 82068 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/25/60 (Call 09/25/59)<sup>(b)</sup> | 145 | 131888 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/01/50 (Call 08/28/49) | 75 | 56439 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/15/32 (Call 04/15/32) | 25 | 24801 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/52 (Call 01/15/52) | 45 | 43558 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/49 (Call 09/15/48) | 20 | 19294 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/62 (Call 01/15/62) | 40 | 40339 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/50 (Call 12/15/49) | 151 | 106976 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/15/60 (Call 12/15/59) | 75 | 50998 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 499 | 488616 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 69 | 67924 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/29 (Call 12/15/28) | 221 | 213006 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/49 (Call 09/15/48) | 160 | 155518 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/32 (Call 01/15/32) | 5 | 3874 |
| &nbsp;&nbsp;&nbsp;3.48%, 11/01/51 (Call 05/01/51) | 90 | 59700 |
| &nbsp;&nbsp;&nbsp;4.19%, 02/15/27 (Call 12/15/26) | 159 | 152103 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/15/30 (Call 11/15/29) | 119 | 110194 |
| &nbsp;&nbsp;&nbsp;4.98%, 02/06/26 (Call 12/06/25) | 260 | 257634 |
| &nbsp;&nbsp;&nbsp;5.33%, 02/06/29 (Call 11/06/28) | 133 | 129203 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/15/31 (Call 03/15/31) | 610 | 496900 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/30 (Call 01/01/30) | 450 | 397566 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 815 | 783688 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/40 (Call 10/01/39) | 270 | 225050 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/50 (Call 10/01/49) | 347 | 270587 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/60 (Call 10/01/59) | $180 | $137412 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/01/28) | 60 | 60199 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/11/31 (Call 02/11/31) | 345 | 273488 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/15/32 (Call 11/15/31) | 335 | 263933 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/51 (Call 05/30/51) | 209 | 134301 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/30 (Call 02/01/30) | 50 | 43470 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/18/29 (Call 03/18/29) | 40 | 37459 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/33 (Call 10/15/32) | 95 | 90270 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/47 (Call 11/20/46) | 160 | 141451 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/52 (Call 11/20/51) | 35 | 31275 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/20/45 (Call 11/20/44) | 234 | 223730 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 773 | 723273 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/04/30 (Call 02/04/30) | 185 | 153779 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/15/31 (Call 06/15/31) | 120 | 98026 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/04/29 (Call 06/04/29) | 159 | 138126 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/15/24 (Call 03/15/24) | 575 | 559394 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51) | 115 | 80689 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/03/27 (Call 08/03/27) | 535 | 500669 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/16/32 (Call 05/16/32) | 100 | 93737 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/39 (Call 09/15/38) | 153 | 137249 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/16/52 (Call 02/16/52) | 50 | 44858 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 240 | 215830 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 35 | 35071 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/18/24 | 100 | 100121 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 10/25/31 (Call 07/25/31) | 230 | 190691 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/25/51 (Call 04/25/51) | 35 | 25113 |
|  |  | 15429903 |
| **Shipbuilding — 0.0%** |  |  |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 12/01/27 (Call 09/01/27) | 200 | 183180 |
| &nbsp;&nbsp;&nbsp;3.84%, 05/01/25 (Call 04/01/25) | 180 | 173612 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/30 (Call 02/01/30) | 264 | 242632 |
|  |  | 599424 |
| **Software — 1.0%** |  |  |
| Activision Blizzard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/50 (Call 03/15/50) | 124 | 78884 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/15/27 (Call 03/15/27) | 145 | 137836 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 114 | 103233 |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25) | 768 | 729308 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 404 | 371482 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/30 (Call 11/01/29) | 665 | 573509 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24) | 685 | 669752 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 12/15/31 (Call 09/15/31) | 90 | 73113 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/15/30 (Call 10/15/29) | 385 | 334696 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/27 (Call 03/15/27) | 483 | 454358 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/25 (Call 03/15/25) | 200 | 198044 |
| Cadence Design Systems Inc., 4.38%, 10/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/15/24) | 187 | 184724 |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 02/15/51 (Call 08/15/50) | 75 | 51308 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/26 (Call 12/01/25) | 424 | 425781 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Software (continued)** |  |  |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/46 (Call 02/15/46) | $107 | $85193 |
| &nbsp;&nbsp;&nbsp;5.10%, 07/15/32 (Call 04/15/32) | 50 | 49036 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/29 (Call 04/01/29) | 115 | 103784 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/25 (Call 03/01/25) | 147 | 142813 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/01/28 (Call 07/01/28) | 131 | 125051 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/49 (Call 01/01/49) | 168 | 139371 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | 2379 | 2237759 |
| &nbsp;&nbsp;&nbsp;2.53%, 06/01/50 (Call 12/01/49) | 395 | 272633 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/01/60 (Call 12/01/59) | 542 | 364939 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24) | 1320 | 1279252 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/06/24 (Call 12/06/23) | 1185 | 1163824 |
| &nbsp;&nbsp;&nbsp;2.92%, 03/17/52 (Call 09/17/51) | 1175 | 872343 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/17/62 (Call 09/17/61) | 291 | 211758 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 2272 | 2211315 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 1694 | 1638945 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/08/36 (Call 02/08/36) | 375 | 343024 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/12/35 (Call 08/12/34) | 385 | 358223 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/42 | 40 | 34663 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/08/46 (Call 02/08/46) | 120 | 106324 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/12/45 (Call 08/12/44)<sup>(b)</sup> | 5 | 4461 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/56 (Call 02/08/56) | 10 | 8772 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/06/37 (Call 08/06/36) | 160 | 155824 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/03/35 (Call 05/03/35) | 155 | 154250 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/06/47 (Call 08/06/46) | 55 | 52994 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 11/03/45 (Call 05/03/45)<sup>(b)</sup> | 10 | 9917 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/40 (Call 10/01/39) | 102 | 76658 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/50 (Call 10/01/49) | 387 | 269623 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/37 (Call 05/15/37) | 307 | 243436 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/15/36 (Call 01/15/36) | 74 | 60487 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/60 (Call 10/01/59) | 438 | 295597 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/35 (Call 11/15/34) | 252 | 210677 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (Call 09/25/50) | 216 | 158786 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/46 (Call 01/15/46) | 237 | 176034 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47) | 249 | 185363 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/61 (Call 09/25/60) | 59 | 41961 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/45 (Call 11/15/44) | 147 | 112204 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/08/34 (Call 01/08/34) | 290 | 256760 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/55 (Call 11/15/54) | 196 | 149054 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/08/44 (Call 01/08/44) | 105 | 85821 |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/40 | 237 | 219820 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/08/39 | 184 | 184508 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/09/32 | 100 | 105578 |
| &nbsp;&nbsp;&nbsp;6.50%, 04/15/38 | 161 | 168047 |
| &nbsp;&nbsp;&nbsp;6.90%, 11/09/52 | 100 | 110737 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 130 | 113734 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/26 (Call 09/15/26) | 144 | 138849 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/25 (Call 09/15/25) | 110 | 106418 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/28 (Call 06/15/28) | 120 | 115913 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 07/15/51 (Call 01/15/51) | 380 | 263918 |
| &nbsp;&nbsp;&nbsp;3.05%, 07/15/61 (Call 01/15/61) | 110 | 74019 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/11/28 (Call 01/11/28) | 500 | 483980 |
| ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) | 130 | 101096 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 08/21/27 (Call 05/21/27) | 505 | 475357 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.50%, 05/15/25 (Call 04/15/25) | $475 | $470435 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/27 (Call 03/15/27) | 295 | 287734 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/30 (Call 02/15/30) | 223 | 209624 |
|  |  | 22464724 |
| **Telecommunications — 1.0%** |  |  |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 11/15/37 | 2 | 2092 |
| &nbsp;&nbsp;&nbsp;6.13%, 03/30/40 | 257 | 265486 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/52 (Call 08/01/51) | 50 | 34947 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 275 | 210713 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/53 (Call 03/15/53) | 579 | 408838 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/15/55 (Call 03/15/55) | 816 | 573093 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/51 (Call 12/01/50) | 284 | 208277 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/59 (Call 03/15/59) | 453 | 312330 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/01/57 (Call 06/01/57) | 465 | 338078 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/60 (Call 12/01/59) | 175 | 127440 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/30 (Call 11/15/29) | 436 | 414060 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/42 (Call 06/15/42) | 45 | 37961 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/45 (Call 12/15/44) | 50 | 41571 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/35 (Call 11/15/34) | 399 | 366222 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/09/48 (Call 09/09/47) | 297 | 249729 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/09/49 (Call 09/09/48) | 241 | 203963 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/01/44 (Call 12/01/43) | 85 | 74051 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/46 (Call 11/15/45) | 115 | 100449 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/39 (Call 09/01/38) | 80 | 73447 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/15/45 (Call 01/15/45)<sup>(b)</sup> | 55 | 48107 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/37 (Call 02/14/37) | 118 | 110282 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/42 | 72 | 66880 |
| &nbsp;&nbsp;&nbsp;5.15%, 02/15/50 (Call 08/14/49) | 216 | 199400 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/37 (Call 09/01/36) | 207 | 202843 |
| &nbsp;&nbsp;&nbsp;5.35%, 09/01/40 | 14 | 13455 |
| &nbsp;&nbsp;&nbsp;5.45%, 03/01/47 (Call 09/01/46) | 70 | 67857 |
| &nbsp;&nbsp;&nbsp;5.55%, 08/15/41 | 10 | 9827 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/15/47 (Call 08/15/46) | 30 | 30051 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/57 (Call 09/01/56) | 76 | 75683 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 05/15/40) | 60 | 61166 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 35 | 37157 |
| &nbsp;&nbsp;&nbsp;6.55%, 02/15/39 | 28 | 30307 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 12/04/28 (Call 09/04/28) | 175 | 171819 |
| &nbsp;&nbsp;&nbsp;9.63%, 12/15/30 | 602 | 725290 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26) | 252 | 238858 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 360 | 346039 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/25 | 115 | 112600 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/04/24 | 350 | 346129 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 395 | 415828 |
| &nbsp;&nbsp;&nbsp;5.90%, 02/15/39 | 237 | 259600 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/49 (Call 05/15/49) | 17 | 12595 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/57 (Call 05/15/57) | 106 | 84805 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/48 (Call 05/15/48) | 59 | 55241 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/79 (Call 05/19/79) | 127 | 113820 |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/40 | 43 | 43685 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/68 (Call 05/15/68) | 65 | 60620 |
| Deutsche Telekom International Finance BV, 8.75%, |  |  |
| &nbsp;&nbsp;&nbsp;06/15/30 | 253 | 301548 |
| Juniper Networks Inc., 5.95%, 03/15/41 | 69 | 63510 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | 835 | 947349 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/30 (Call 08/15/30) | $75 | $59290 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/24 | 45 | 44182 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/23/28 (Call 11/23/27) | 418 | 408123 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/23/29 (Call 02/23/29) | 147 | 140366 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/44 | 195 | 176159 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 01/13/42 | 245 | 242900 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/06/44 (Call 08/06/43) | 100 | 100168 |
| &nbsp;&nbsp;&nbsp;9.00%, 03/01/31 | 515 | 638492 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 11/15/26 (Call 08/15/26) | 94 | 86363 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/27 (Call 02/15/27)<sup>(e)</sup> | 40 | 37335 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 217 | 206575 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/49 (Call 05/15/49)<sup>(b)</sup> | 165 | 117972 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/32 (Call 12/15/31)<sup>(e)</sup> | 45 | 39841 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/48 (Call 08/15/47) | 150 | 116919 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/49 (Call 11/01/48) | 175 | 136945 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/42 (Call 09/15/41)<sup>(e)</sup> | 45 | 38154 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/43 (Call 09/15/42) | 72 | 59375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/52 (Call 09/15/51)<sup>(e)</sup> | 55 | 44756 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/44 (Call 09/15/43) | 170 | 149865 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/01/43 (Call 04/01/43) | 85 | 78282 |
| &nbsp;&nbsp;&nbsp;7.50%, 08/15/38 | 42 | 47523 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/08/27 | 60 | 57162 |
| &nbsp;&nbsp;&nbsp;4.67%, 03/06/38 | 35 | 28304 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/06/48 | 205 | 160292 |
| &nbsp;&nbsp;&nbsp;5.21%, 03/08/47 | 125 | 101651 |
| &nbsp;&nbsp;&nbsp;5.52%, 03/01/49 (Call 09/01/48) | 202 | 172344 |
| &nbsp;&nbsp;&nbsp;7.05%, 06/20/36 | 273 | 285258 |
| Telefonica Europe BV, 8.25%, 09/15/30 | 235 | 265296 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 02/16/27 (Call 11/16/26) | 310 | 288464 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/27 (Call 06/15/27) | 285 | 271933 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/49 (Call 12/15/48) | 116 | 96116 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/16/48 (Call 05/16/48) | 56 | 49284 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/41 (Call 08/15/40) | 15 | 10845 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/51 (Call 08/15/50) | 155 | 107643 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/15/52 (Call 04/15/52) | 240 | 167513 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/60 (Call 05/15/60) | 280 | 194096 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 450 | 413212 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/40 (Call 10/15/39) | 179 | 155460 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 435 | 367427 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 50 | 50045 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 11/20/50 (Call 05/20/50) | 235 | 152381 |
| &nbsp;&nbsp;&nbsp;2.99%, 10/30/56 (Call 04/30/56) | 476 | 301279 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/60 (Call 05/20/60) | 166 | 103441 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/22/51 (Call 09/22/50) | 285 | 211347 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/22/61 (Call 09/22/60) | 547 | 394321 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/01/42 (Call 05/01/42) | 256 | 207777 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/15/46 | 244 | 200954 |
| &nbsp;&nbsp;&nbsp;4.27%, 01/15/36 | 305 | 273192 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/34 (Call 05/01/34) | 356 | 329047 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/10/33 | 374 | 355431 |
| &nbsp;&nbsp;&nbsp;4.52%, 09/15/48 | 120 | 105536 |
| &nbsp;&nbsp;&nbsp;4.67%, 03/15/55 | 150 | 132315 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/01/41 | 299 | 273773 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.81%, 03/15/39 | $227 | $213323 |
| &nbsp;&nbsp;&nbsp;4.86%, 08/21/46 | 398 | 362650 |
| &nbsp;&nbsp;&nbsp;5.01%, 04/15/49 | 30 | 28079 |
| &nbsp;&nbsp;&nbsp;5.01%, 08/21/54 | 140 | 130759 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/16/37 | 300 | 301584 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/16/47 | 57 | 56704 |
| &nbsp;&nbsp;&nbsp;5.85%, 09/15/35 | 50 | 51387 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/43 | 20 | 22519 |
| &nbsp;&nbsp;&nbsp;7.75%, 12/01/30 | 5 | 5860 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/30/25 | 626 | 618363 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/17/50 | 200 | 158212 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/30/28 | 375 | 371183 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/19/43 | 62 | 51866 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/19/49 | 205 | 176011 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/30/38 | 143 | 133152 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/48 | 214 | 193120 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/27/37 | 305 | 311884 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/30/32 | 70 | 73746 |
| &nbsp;&nbsp;&nbsp;7.88%, 02/15/30 | 185 | 209531 |
|  |  | 22017755 |
| **Toys, Games & Hobbies — 0.1%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/19/24 (Call 10/19/24) | 430 | 413338 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/27 (Call 06/15/27) | 209 | 194589 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 204 | 192227 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/19/29 (Call 08/19/29) | 851 | 767568 |
| &nbsp;&nbsp;&nbsp;6.35%, 03/15/40 | 30 | 29582 |
|  |  | 1597304 |
| **Transportation — 0.5%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/51 (Call 08/15/50) | 62 | 44353 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/15/50 (Call 08/15/49) | 53 | 41645 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/01/46 (Call 02/01/46) | 72 | 60178 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/15/48 (Call 12/15/47) | 142 | 122067 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/47 (Call 12/15/46) | 47 | 41012 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/45 (Call 10/01/44) | 57 | 49901 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/48 (Call 06/15/48) | 23 | 20054 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/43 (Call 09/15/42) | 90 | 82732 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/01/44 (Call 03/01/44) | 20 | 18606 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/01/45 (Call 03/01/45) | 20 | 18716 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/01/44 (Call 10/01/43) | 75 | 72839 |
| &nbsp;&nbsp;&nbsp;5.15%, 09/01/43 (Call 03/01/43) | 82 | 82361 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/01/41 (Call 12/01/40) | 70 | 71926 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/01/40 (Call 11/01/39) | 165 | 176017 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 05/01/50 (Call 11/01/49) | 120 | 77027 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/02/46 (Call 02/02/46) | 154 | 114550 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/03/48 (Call 08/03/47) | 57 | 46546 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/05/32 (Call 05/05/32) | 50 | 47231 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/05/52 (Call 02/05/52) | 65 | 59332 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/20/49 (Call 07/20/48) | 50 | 45329 |
| &nbsp;&nbsp;&nbsp;6.20%, 06/01/36 | 95 | 104628 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/01/34 | 10 | 11068 |
| &nbsp;&nbsp;&nbsp;6.38%, 11/15/37 | 41 | 45393 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 12/02/31 (Call 09/02/31) | 70 | 58449 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/02/51 (Call 06/02/51) | 60 | 42166 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/15/35 (Call 03/15/35) | 50 | 47193 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/01/45 (Call 02/01/45) | 45 | 41368 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | $65 | $67557 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/2115 (Call 03/15/15) | 110 | 111300 |
| &nbsp;&nbsp;&nbsp;7.13%, 10/15/31 | 70 | 78366 |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) | 220 | 209073 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 59 | 50503 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/51 (Call 11/15/50)<sup>(b)</sup> | 40 | 24998 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/49 (Call 03/15/49) | 65 | 48053 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/01/46 (Call 05/01/46) | 134 | 107417 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/50 (Call 10/15/49) | 80 | 63234 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/50 (Call 11/01/49) | 88 | 71430 |
| &nbsp;&nbsp;&nbsp;4.10%, 11/15/32 (Call 08/15/32) | 50 | 47545 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/44 (Call 09/15/43) | 69 | 58927 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/01/66 (Call 05/01/66) | 60 | 47902 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/48 (Call 09/01/47) | 130 | 113199 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/43 (Call 09/01/42) | 38 | 33576 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 103 | 91229 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/52 (Call 05/15/52) | 25 | 22377 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/54 (Call 02/01/54) | 120 | 104672 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/01/68 (Call 09/01/67) | 78 | 67393 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/30/42 (Call 11/30/41) | 120 | 111851 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/48 (Call 05/15/48) | 43 | 39474 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/15/41 (Call 10/15/40) | 120 | 123704 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/36 | 82 | 86741 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 44 | 47685 |
| &nbsp;&nbsp;&nbsp;6.22%, 04/30/40 | 95 | 104655 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/42 | 10 | 7855 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/01/35 | 49 | 41845 |
| &nbsp;&nbsp;&nbsp;4.05%, 02/15/48 (Call 08/15/47) | 120 | 92479 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/43 | 58 | 45826 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/45 | 90 | 70569 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/47 (Call 07/15/46) | 65 | 52475 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/01/46 (Call 10/01/45) | 178 | 146919 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/45 (Call 05/15/45) | 158 | 137114 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/34 | 32 | 30638 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/17/48 (Call 04/17/48) | 76 | 66894 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 80 | 72303 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 216 | 199042 |
| Kansas City Southern |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/29 (Call 08/15/29) | 380 | 330729 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/50 (Call 11/01/49) | 100 | 72843 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/15/69 (Call 05/15/69) | 155 | 117619 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 (Call 11/15/42) | 122 | 102618 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/48 (Call 11/01/47) | 126 | 111785 |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/45 (Call 02/15/45) | 225 | 205978 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 11/01/29 (Call 08/01/29) | 122 | 105712 |
| &nbsp;&nbsp;&nbsp;2.90%, 08/25/51 (Call 02/25/51) | 146 | 97694 |
| &nbsp;&nbsp;&nbsp;3.16%, 05/15/55 (Call 11/15/54) | 110 | 75055 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/01/49 (Call 05/01/49) | 86 | 63236 |
| &nbsp;&nbsp;&nbsp;3.94%, 11/01/47 (Call 05/01/47) | 115 | 94314 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/42 (Call 04/01/42) | 57 | 48051 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/15/52 (Call 02/15/52) | 194 | 160471 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/49 (Call 11/15/48) | 270 | 224386 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/28/48 (Call 08/28/47) | 229 | 192284 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/15/45 (Call 12/15/44) | 56 | 49311 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/53 (Call 12/01/52) | 40 | 35684 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/46 (Call 07/15/45) | 100 | 90784 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;4.84%, 10/01/41 | $130 | $121879 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/26 (Call 08/01/26) | 135 | 119574 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 360 | 342958 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/01/27 (Call 02/01/27) | 45 | 40921 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/18/24 (Call 02/18/24) | 245 | 239835 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/27 (Call 05/15/27) | 40 | 38190 |
| &nbsp;&nbsp;&nbsp;4.63%, 06/01/25 (Call 05/01/25) | 358 | 351961 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/05/50 (Call 08/05/49) | 145 | 108176 |
| &nbsp;&nbsp;&nbsp;3.35%, 08/15/46 (Call 02/15/46) | 44 | 32677 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/01/35 (Call 08/01/34) | 60 | 51169 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/39 (Call 02/15/39) | 150 | 126654 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/20/61 (Call 11/20/60) | 85 | 63214 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/37 (Call 03/15/37) | 30 | 26047 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/05/70 (Call 08/05/69) | 82 | 61248 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/51 (Call 04/01/51) | 69 | 56859 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/06/71 (Call 10/06/70) | 55 | 41721 |
| &nbsp;&nbsp;&nbsp;3.84%, 03/20/60 (Call 09/20/59) | 97 | 76846 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/14/72 (Call 08/14/71) | 45 | 34264 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/55 (Call 08/01/54) | 150 | 122496 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/59 (Call 02/15/59) | 85 | 68598 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/47 (Call 10/15/46) | 45 | 37672 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/15/45 (Call 05/15/45) | 64 | 54428 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/46 (Call 09/01/45) | 197 | 165017 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/67 (Call 03/15/67) | 60 | 48192 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/49 (Call 09/01/48) | 10 | 8717 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/10/48 (Call 03/10/48) | 330 | 296924 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/46 (Call 05/15/46) | 136 | 106209 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/49 (Call 03/01/49)<sup>(b)</sup> | 120 | 95098 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/01/42 | 120 | 101042 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/47 (Call 05/15/47) | 165 | 139463 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/49 (Call 09/15/48) | 105 | 94478 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/40 (Call 05/15/40) | 100 | 98886 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/40 (Call 10/01/39) | 150 | 153807 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/01/50 (Call 10/01/49) | 138 | 146592 |
| &nbsp;&nbsp;&nbsp;6.20%, 01/15/38 | 201 | 227630 |
|  |  | 10617503 |
| **Trucking & Leasing — 0.0%** |  |  |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 35 | 21570 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/30/25 (Call 12/30/24) | 185 | 175985 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/26 (Call 06/15/26) | 110 | 102061 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/28 (Call 12/15/27) | 45 | 40949 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/30/27 (Call 12/30/26) | 110 | 103815 |
| &nbsp;&nbsp;&nbsp;4.55%, 11/07/28 (Call 08/07/28) | 94 | 90073 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/01/29 (Call 01/01/29) | 20 | 19203 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 09/15/43) | 87 | 76274 |
|  |  | 629930 |
| **Venture Capital — 0.0%** |  |  |
| Hercules Capital Inc., 3.38%, 01/20/27 (Call 12/20/26) | 5 | 4265 |
| **Water — 0.1%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/01/30 (Call 02/01/30) | 109 | 94971 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/51 (Call 12/01/50) | 15 | 10930 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/29 (Call 03/01/29) | 97 | 89104 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/01/50 (Call 11/01/49) | 215 | 160136 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/47 (Call 03/01/47) | 217 | 171267 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Water (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | $81 | $64546 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48) | 98 | 82445 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 111 | 94279 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/01/42 (Call 06/01/42) | 50 | 43601 |
| &nbsp;&nbsp;&nbsp;4.30%, 09/01/45 (Call 03/01/45) | 20 | 17159 |
| &nbsp;&nbsp;&nbsp;6.59%, 10/15/37 | 80 | 88900 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 92 | 77772 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 213 | 147066 |
| &nbsp;&nbsp;&nbsp;3.57%, 05/01/29 (Call 02/01/29) | 85 | 76820 |
| &nbsp;&nbsp;&nbsp;4.28%, 05/01/49 (Call 11/01/48) | 123 | 99895 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/01/52 (Call 11/01/51) | 130 | 124289 |
| &nbsp;&nbsp;&nbsp;United Utilities PLC, 6.88%, 08/15/28 | 30 | 31790 |
|  |  | 1474970 |
| **Total Corporate Bonds & Notes — 25.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $645,352,007)** |  | 558289649 |
| **Foreign Government Obligations<sup>(f)</sup>** |  |  |
| **Canada — 0.2%** |  |  |
| Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp;Series HH, 8.50%, 12/01/29 | 180 | 222559 |
| &nbsp;&nbsp;&nbsp;Series HK, 9.38%, 04/15/30 | 580 | 762880 |
| &nbsp;&nbsp;&nbsp;Series HQ, 9.50%, 11/15/30 | 100 | 133440 |
| &nbsp;&nbsp;&nbsp;Series IO, 8.05%, 07/07/24 | 1314 | 1380502 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 07/22/30 | 351 | 284812 |
| &nbsp;&nbsp;&nbsp;1.88%, 11/13/24 | 430 | 408491 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/28 | 474 | 453338 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 10/07/30 | 45 | 35893 |
| &nbsp;&nbsp;&nbsp;1.60%, 02/25/31 | 165 | 135422 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 04/21/31 | 55 | 46360 |
| &nbsp;&nbsp;&nbsp;Series PD, 7.50%, 09/15/29 | 409 | 485340 |
|  |  | 4349037 |
| **Chile — 0.0%** |  |  |
| Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 01/22/61 (Call 07/22/60) | 265 | 170901 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/21/71 (Call 03/21/71) | 90 | 57420 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/25/50 (Call 07/25/49) | 437 | 325023 |
| &nbsp;&nbsp;&nbsp;3.86%, 06/21/47 | 270 | 215555 |
|  |  | 768899 |
| **Hungary — 0.0%** |  |  |
| Hungary Government International Bond, 7.63%, 03/29/41 | 147 | 160498 |
| **Indonesia — 0.1%** |  |  |
| Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 09/23/61 (Call 03/23/61) | 25 | 17328 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/12/71 | 70 | 47982 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/11/28 | 62 | 58991 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/14/50 | 120 | 90251 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/30/49 | 20 | 15435 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/24/28 | 265 | 259459 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/50 | 25 | 20933 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/70 | 507 | 427208 |
| &nbsp;&nbsp;&nbsp;5.35%, 02/11/49 | 40 | 38616 |
|  |  | 976203 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Israel — 0.0%** |  |  |
| Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 07/03/50 | $425 | $356316 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/17/48 | 255 | 223151 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/30/43 | 90 | 83107 |
| &nbsp;&nbsp;&nbsp;4.50%, April 03, 2120 | 145 | 124195 |
|  |  | 786769 |
| **Italy — 0.1%** |  |  |
| Republic of Italy Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 10/17/29 | 555 | 463303 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/06/51 | 700 | 479430 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/17/49 | 507 | 366419 |
| &nbsp;&nbsp;&nbsp;5.38%, 06/15/33 | 946 | 920884 |
|  |  | 2230036 |
| **Mexico — 0.2%** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 05/24/61 (Call 11/24/60)<sup>(b)</sup> | 235 | 158942 |
| &nbsp;&nbsp;&nbsp;4.28%, 08/14/41 (Call 02/14/41) | 25 | 20290 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/15/47 | 207 | 163544 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/12/52 (Call 08/12/51) | 200 | 154642 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/22/29 | 475 | 463206 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/31/50 (Call 07/31/49)<sup>(b)</sup> | 302 | 242361 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/23/46 | 297 | 243112 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/10/48 | 307 | 249352 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/08/44 | 410 | 347385 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/19/33 (Call 02/19/33) | 200 | 188984 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/27/51 (Call 10/27/50) | 45 | 38406 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 01/21/45<sup>(b)</sup> | 315 | 295300 |
| &nbsp;&nbsp;&nbsp;5.75%, October 12, 2110 | 309 | 268985 |
| &nbsp;&nbsp;&nbsp;6.05%, 01/11/40 | 373 | 375577 |
| &nbsp;&nbsp;&nbsp;6.75%, 09/27/34 | 371 | 398283 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/08/33 | 445 | 500305 |
| &nbsp;&nbsp;&nbsp;8.30%, 08/15/31 | 360 | 422258 |
|  |  | 4530932 |
| **Panama — 0.1%** |  |  |
| Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.87%, 07/23/60 (Call 01/23/60) | 140 | 93857 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/29/53 | 20 | 14934 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/47 | 40 | 31587 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/16/50 (Call 10/16/49) | 225 | 174616 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/56 (Call 10/01/55) | 522 | 390639 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/19/63 (Call 07/19/62) | 255 | 186910 |
| &nbsp;&nbsp;&nbsp;6.70%, 01/26/36 | 592 | 632203 |
| &nbsp;&nbsp;&nbsp;9.38%, 04/01/29 | 192 | 230346 |
|  |  | 1755092 |
| **Peru — 0.1%** |  |  |
| Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.78%, 12/01/60 (Call 06/01/60) | 145 | 87694 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/34 (Call 10/15/33) | 155 | 126898 |
| &nbsp;&nbsp;&nbsp;3.23%, July 28, 2121 (Call 01/28/21) | 195 | 118412 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/11/41 (Call 09/11/40) | 30 | 22446 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/10/51 (Call 09/10/50)<sup>(b)</sup> | 55 | 40272 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/72 (Call 07/15/71) | 35 | 23539 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/18/50 | 297 | 297725 |
| &nbsp;&nbsp;&nbsp;6.55%, 03/14/37 | 306 | 329192 |
| &nbsp;&nbsp;&nbsp;8.75%, 11/21/33 | 472 | 586592 |
|  |  | 1632770 |
| **Philippines — 0.1%** |  |  |
| Philippine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/41 | 322 | 263818 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Philippines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 02/02/42 | $227 | $185677 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/20/40 | 117 | 99301 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/13/37 | 307 | 300522 |
| &nbsp;&nbsp;&nbsp;6.38%, 01/15/32 | 125 | 136884 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/23/34 | 262 | 288454 |
| &nbsp;&nbsp;&nbsp;7.75%, 01/14/31 | 130 | 153283 |
| &nbsp;&nbsp;&nbsp;9.50%, 02/02/30 | 417 | 523093 |
|  |  | 1951032 |
| **South Korea — 0.0%** |  |  |
| Korea International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 09/20/48 | 265 | 237803 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/10/44 | 460 | 435399 |
|  |  | 673202 |
| **Supranational — 2.1%** |  |  |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;6.22%, 08/15/27 | 330 | 356139 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/01/28 | 66 | 73717 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 06/10/24 | 125 | 117471 |
| &nbsp;&nbsp;&nbsp;0.88%, 09/22/26 | 265 | 234448 |
| &nbsp;&nbsp;&nbsp;1.38%, 02/27/25 | 395 | 370948 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/27/24 | 510 | 497270 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 05/24/27 | 940 | 881278 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/36 | 1128 | 1229204 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 09/23/24 | 125 | 116428 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/15/25 | 380 | 346416 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/16/27 | 584 | 499209 |
| &nbsp;&nbsp;&nbsp;0.88%, 04/03/25 | 1110 | 1027805 |
| &nbsp;&nbsp;&nbsp;0.88%, 04/20/26 | 815 | 731454 |
| &nbsp;&nbsp;&nbsp;1.13%, 07/20/28 | 350 | 299971 |
| &nbsp;&nbsp;&nbsp;1.13%, 01/13/31 | 900 | 729081 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/14/25 | 490 | 463516 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/02/26 | 270 | 251011 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/23/26 | 240 | 222677 |
| &nbsp;&nbsp;&nbsp;2.13%, 01/15/25 | 1370 | 1309172 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/18/29 | 765 | 691200 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/07/27 | 812 | 757734 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/16/24 | 720 | 704729 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/21/24 | 1280 | 1255898 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/18/28 | 955 | 912588 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/07/42 | 475 | 404448 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/28/41 | 670 | 631220 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/24/44 | 545 | 549622 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/25 | 35 | 37168 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 07/28/25 | 590 | 533867 |
| &nbsp;&nbsp;&nbsp;0.63%, 04/22/25 | 1760 | 1617933 |
| &nbsp;&nbsp;&nbsp;0.65%, 02/10/26 (Call 02/10/23)<sup>(b)</sup> | 275 | 242616 |
| &nbsp;&nbsp;&nbsp;0.75%, 03/11/25 | 625 | 578044 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/24/27 | 2065 | 1768260 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/26/30 | 2270 | 1798657 |
| &nbsp;&nbsp;&nbsp;0.85%, 02/10/27 (Call 02/10/23) | 75 | 64523 |
| &nbsp;&nbsp;&nbsp;0.88%, 05/14/30<sup>(b)</sup> | 1615 | 1302772 |
| &nbsp;&nbsp;&nbsp;1.50%, 08/28/24 | 1625 | 1544270 |
| &nbsp;&nbsp;&nbsp;1.63%, 01/15/25 | 2188 | 2070132 |
| &nbsp;&nbsp;&nbsp;1.63%, 11/03/31 | 2250 | 1875533 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/23/29 | 1877 | 1636669 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/27/26 | 2174 | 2000080 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;2.13%, 03/03/25 | $1290 | $1232260 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/19/24 | 2210 | 2151634 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/25/24 | 1648 | 1587815 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/29/25 | 2011 | 1925935 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/22/27 | 1695 | 1583893 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/29/32 | 70 | 62659 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/20/25 | 710 | 689190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/35<sup>(b)</sup> | 369 | 390767 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 07/16/25 | 280 | 253711 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/27/30 | 355 | 281330 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/16/24 | 1801 | 1702071 |
| &nbsp;&nbsp;&nbsp;2.13%, 04/07/26 | 520 | 486819 |
| Nordic Investment Bank, 2.25%, 05/21/24. | 1265 | 1223040 |
|  |  | 46306302 |
| **Uruguay — 0.1%** |  |  |
| Uruguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/20/45<sup>(b)</sup> | 150 | 139692 |
| &nbsp;&nbsp;&nbsp;4.98%, 04/20/55 | 284 | 275551 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/18/50 | 457 | 454683 |
| &nbsp;&nbsp;&nbsp;7.63%, 03/21/36 | 293 | 372608 |
|  |  | 1242534 |
| **Total Foreign Government Obligations — 3.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $76,079,520)** |  | 67363306 |
| **Municipal Debt Obligations** |  |  |
| **California — 0.0%** |  |  |
| State of California GO BAB, 7.55%, 04/01/39 | 35 | 44823 |
| **Illinois — 0.0%** |  |  |
| State of Illinois GO, 5.10%, 06/01/33 | 95 | 91603 |
| **Total Municipal Debt Obligations — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $139,817)** |  | 136426 |
| **U.S. Government & Agency Obligations** |  |  |
| **Mortgage-Backed Securities — 28.4%** |  |  |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/32 | 104 | 97922 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/29 | 4223 | 4098717 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/46 | 378 | 342318 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/46 | 361 | 330014 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/46 | 456 | 412676 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/33 | 22 | 21681 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/34 | 16 | 15359 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/38 | 31 | 29467 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/42 | 11 | 9974 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/44 | 12 | 11104 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/47 | 15 | 13866 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/47 | 14 | 13157 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/48 | 7 | 6817 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/48 | 6 | 5193 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/45 | 6 | 5757 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/48 | 386 | 371746 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 | 5 | 4560 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/49 | 8 | 8267 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/48 | 16 | 15845 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/49 | 3 | 2842 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/52 | 7411 | 7239334 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/52 | $424 | $422455 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/52 | 499 | 497182 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/52 | 425 | 423251 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 12/15/37<sup>(g)</sup> | 4781 | 4189597 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/37 | 970 | 871350 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/15/37<sup>(g)</sup> | 279 | 251382 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/16/35<sup>(g)</sup> | 6870 | 6347206 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/49 | 1091 | 1016740 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/37<sup>(g)</sup> | 1775 | 1735062 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/37<sup>(g)</sup> | 25 | 24900 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/52 | 472 | 466780 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/52 | 1096 | 1070298 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/52 | 425 | 425860 |
| &nbsp;&nbsp;&nbsp;Series 2017-M11, Class A2, 2.98%, 08/25/29 | 150 | 138332 |
| &nbsp;&nbsp;&nbsp;Series 2017-M8, Class A2, 3.06%, 05/25/27<sup>(a)</sup> | 1792 | 1700916 |
| &nbsp;&nbsp;&nbsp;Series 2021-M13, Class A2, 1.61%, 04/25/31<sup>(a)</sup> | 600 | 482380 |
| &nbsp;&nbsp;&nbsp;Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(a)</sup> | 1000 | 807851 |
| Freddie Mac Multifamily Structured Pass |  |  |
| &nbsp;&nbsp;&nbsp;Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;2.58%, 06/25/55 (Call 06/25/32) | 5000 | 4306512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K047, Class A2, 3.33%, 05/25/25 (Call 05/25/25)<sup>(a)</sup> | 200 | 193221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K048, Class A2, 3.28%, 06/25/25<sup>(a)</sup> | 225 | 217201 |
| &nbsp;&nbsp;&nbsp;Series K062, Class A2, 3.41%, 12/25/26 (Call 01/25/27) | 100 | 96221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K077, Class A2, 3.85%, 05/25/28 (Call 05/25/28)<sup>(a)</sup> | 2000 | 1954670 |
| &nbsp;&nbsp;&nbsp;Series K100, Class A2, 2.67%, 09/25/29 (Call 10/25/29) | 1000 | 901381 |
| &nbsp;&nbsp;&nbsp;Series K101, Class A2, 2.52%, 10/25/29 (Call 01/25/30) | 300 | 267460 |
| &nbsp;&nbsp;&nbsp;Series K115, Class A2, 1.38%, 06/25/30 | 1920 | 1550782 |
| &nbsp;&nbsp;&nbsp;Series K131, Class A2, 1.85%, 07/25/31 | 2000 | 1640580 |
| &nbsp;&nbsp;&nbsp;Series K735, Class A2, 2.86%, 05/25/26 | 2987 | 2829797 |
| &nbsp;&nbsp;&nbsp;Series K739, Class A2, 1.34%, 09/25/27 | 900 | 786696 |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/20/51 | 252 | 203644 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/20/50 | 81 | 69465 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/20/50 | 3682 | 3146899 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/20/50 | 4411 | 3770144 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/20/50 | 1833 | 1566404 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/20/50 | 1893 | 1618044 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/20/51 | 1213 | 1035103 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/20/51 | 4547 | 3872528 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/20/51 | 3453 | 2938455 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/20/51 | 950 | 808554 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/20/51 | 3520 | 2993361 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/20/52 | 2948 | 2506207 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/52 | 990 | 840774 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/20/52 | 3764 | 3192560 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/20/52<sup>(g)</sup> | 2944 | 2505160 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/20/46 | 121 | 107653 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/20/50 | 4280 | 3773009 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/50 | 351 | 309739 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/50 | 490 | 431948 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/20/51 | 1321 | 1164773 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/20/51 | 1636 | 1441180 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/20/51 | 3125 | 2748795 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/51 | 6568 | 5774763 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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%, 11/20/51 | $3276 | $2876781 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/20/51 | 3042 | 2671837 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/20/52 | 2403 | 2109090 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/20/52 | 3481 | 3049594 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/20/52 | 568 | 497815 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/20/52 | 2207 | 1932619 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/20/52 | 738 | 648123 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/52 | 1789 | 1571830 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/20/52<sup>(g)</sup> | 1736 | 1525510 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/45 | 60 | 54807 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/45 | 277 | 254115 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/45 | 48 | 43827 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/20/46 | 25 | 23090 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/46 | 445 | 408022 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/20/46 | 12 | 10751 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/46 | 30 | 27591 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/46 | 363 | 333254 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/46 | 875 | 802477 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/46 | 23 | 20704 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/47 | 26 | 23450 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/47 | 9 | 8413 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/47 | 29 | 26534 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/47 | 517 | 474449 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/48 | 20 | 18118 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/20/49 | 927 | 850699 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/49 | 161 | 146206 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/20/50 | 949 | 864823 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/50 | 201 | 182751 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/50 | 1276 | 1160891 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/50 | 518 | 471403 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/50 | 200 | 181808 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/50 | 1298 | 1180151 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/51 | 2428 | 2198797 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/51 | 1821 | 1648232 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/51 | 3452 | 3123823 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/51 | 1539 | 1392589 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/51 | 1934 | 1749416 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/52 | 2753 | 2487986 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/52 | 991 | 892895 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/52 | 979 | 883734 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/52<sup>(g)</sup> | 3038 | 2743541 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/42 | 37 | 35580 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/42 | 34 | 31892 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/45 | 2847 | 2699898 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/46 | 9 | 8321 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/47 | 8 | 7899 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/20/47 | 7 | 7061 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/47 | 134 | 127111 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/47 | 3244 | 3064576 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/47 | 32 | 30681 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/20/48 | 17 | 16421 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/48 | 32 | 30643 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/49 | 14 | 13214 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/49 | 977 | 918705 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/49 | 691 | 649123 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/49 | 278 | 261556 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/50 | 637 | 598384 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/50 | 441 | 414887 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/50 | 217 | 203510 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/52 | 2775 | 2586316 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/52 | $2500 | $2315699 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/52<sup>(g)</sup> | 5664 | 5258249 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/20/47 | 65 | 63036 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/20/47 | 75 | 72484 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/47 | 15 | 14807 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/20/48 | 3 | 2883 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/48 | 5 | 4442 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/20/48 | 11 | 10944 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/20/48 | 25 | 23816 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/48 | 64 | 61728 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/48 | 715 | 692755 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/20/48 | 1269 | 1230447 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/20/49 | 898 | 870882 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/20/50 | 50 | 48237 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/20/52 | 279 | 266497 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/52 | 4116 | 3924710 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/20/52<sup>(g)</sup> | 4431 | 4229355 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/41 | 1000 | 1007978 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/48 | 22 | 22227 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/48 | 4 | 3703 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/20/48 | 274 | 271250 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/48 | 135 | 134197 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/20/48 | 54 | 53445 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/20/49 | 199 | 196933 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/20/49 | 3 | 2654 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/49 | 38 | 37662 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/49 | 16 | 15546 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/49 | 4 | 3959 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/52 | 4479 | 4381149 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/20/52<sup>(g)</sup> | 1724 | 1688510 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/48 | 7 | 7190 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/48 | 3 | 3199 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/20/48 | 2 | 2397 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/20/48 | 5 | 5042 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/20/49 | 25 | 25344 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/20/49 | 386 | 389717 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/20/52 | 1870 | 1867014 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/20/52<sup>(g)</sup> | 1785 | 1783327 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/20/52<sup>(g)</sup> | 1100 | 1113046 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/01/36 | 523 | 457282 |
| &nbsp;&nbsp;&nbsp;1.50%, 10/01/36 | 437 | 382537 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/01/36 | 294 | 257131 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/01/37 | 2821 | 2468430 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/01/37 | 4027 | 3520201 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/37 | 674 | 588874 |
| &nbsp;&nbsp;&nbsp;1.50%, 08/01/37 | 380 | 332254 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/01/50 | 466 | 362722 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/01/51 | 3538 | 2745872 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/51 | 1244 | 968479 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/51 | 2379 | 1851193 |
| &nbsp;&nbsp;&nbsp;1.50%, 07/01/51 | 4769 | 3710763 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/01/51 | 1580 | 1228401 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/13/52<sup>(g)</sup> | 1475 | 1148944 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/35 | 1819 | 1637193 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/36 | 5231 | 4706751 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/36 | 791 | 711670 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/36 | 1702 | 1529240 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/36 | 1541 | 1384776 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/01/36 | 1354 | 1216415 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;2.00%, 09/01/36 | $2268 | $2037293 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/36 | 655 | 588682 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/36 | 1326 | 1191597 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/36 | 1791 | 1608063 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/37 | 2775 | 2494701 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/37 | 5054 | 4540106 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/37 | 9028 | 8101915 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/37 | 3478 | 3120714 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/37 | 2493 | 2237255 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/01/50 | 1359 | 1124158 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/01/50 | 868 | 717418 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/50 | 2135 | 1765141 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/50 | 2874 | 2375481 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/50 | 4454 | 3679822 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/50 | 5515 | 4560446 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/51 | 4088 | 3378016 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/51 | 3255 | 2685830 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/51 | 4842 | 3995990 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/51 | 9045 | 7460469 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/51 | 13278 | 10953793 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/51 | 4359 | 3591478 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/01/51 | 3049 | 2513346 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/01/51 | 5979 | 4922179 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/51 | 1908 | 1572162 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/51 | 15063 | 12418674 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/51 | 13492 | 11112758 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/51 | 8600 | 7089648 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/52 | 13602 | 11213060 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/52 | 8480 | 6974185 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/52 | 404 | 331660 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/13/52<sup>(g)</sup> | 5310 | 4373500 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/32 | 86 | 80895 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/32 | 400 | 376241 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/32 | 152 | 142974 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/33 | 80 | 75998 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/34 | 452 | 419449 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/35 | 619 | 572511 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/35 | 2469 | 2284871 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/36 | 1012 | 935779 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/36 | 2076 | 1918555 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/36 | 519 | 479967 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/36 | 1988 | 1837779 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/36 | 368 | 340529 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/37 | 1147 | 1058390 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/37 | 345 | 317509 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/37 | 75 | 69462 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/47 | 14 | 12221 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/50 | 91 | 77742 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/50 | 251 | 217917 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/50 | 273 | 235319 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/50 | 1653 | 1423172 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/50 | 655 | 563337 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/50 | 8047 | 6923138 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/50 | 7118 | 6091162 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/51 | 1112 | 955213 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/51 | 226 | 193701 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/51 | 2002 | 1718645 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/51 | 308 | 262771 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/51 | 1312 | 1125231 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/51 | 5903 | 5092306 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/51 | $6012 | $5153356 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/51 | 5678 | 4864348 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/51 | 6691 | 5733250 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/51 | 16397 | 14045211 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/52 | 6316 | 5410926 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/52 | 3853 | 3298809 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/52 | 9248 | 7901929 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/52 | 7522 | 6428871 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/52 | 974 | 834783 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/52 | 1962 | 1675713 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/13/52<sup>(g)</sup> | 8379 | 7167318 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/30 | 1234 | 1186022 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/31 | 51 | 48774 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/32 | 91 | 87014 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/33 | 38 | 35985 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/34 | 9 | 8934 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/34 | 63 | 59696 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/34 | 29 | 27401 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/34 | 70 | 66088 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/35 | 223 | 211168 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/35 | 182 | 172391 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/35 | 525 | 496612 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/37 | 890 | 837288 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/37<sup>(g)</sup> | 3868 | 3639980 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/46 | 447 | 404510 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/46 | 947 | 855819 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/46 | 446 | 403289 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/47 | 206 | 186582 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/48 | 72 | 65248 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/48 | 1252 | 1130670 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/48 | 135 | 122099 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/49 | 4661 | 4215081 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/49 | 11 | 10124 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/49 | 8 | 7603 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/49 | 101 | 90113 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/50 | 60 | 53382 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 | 164 | 146521 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/50 | 283 | 252325 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/50 | 42 | 37347 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/50 | 2584 | 2302836 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/50 | 278 | 246736 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/50 | 1920 | 1726780 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/50 | 2903 | 2585920 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/51 | 801 | 712892 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/51 | 7979 | 7097258 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/51 | 339 | 304839 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/51 | 2945 | 2617978 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/51 | 1064 | 949086 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/51 | 610 | 541225 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/52 | 2382 | 2107131 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/52 | 9979 | 8832026 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/52 | 3022 | 2673078 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/13/52<sup>(g)</sup> | 14665 | 12977790 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/33 | 24 | 22939 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/33 | 19 | 18173 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/34 | 474 | 459747 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/34 | 34 | 33506 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/34 | 13 | 12745 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/35 | 19 | 17952 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/15/37<sup>(g)</sup> | 3472 | 3335561 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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%, 07/01/45 | $4614 | $4306937 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/45 | 46 | 43633 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/46 | 105 | 99016 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/46 | 431 | 405633 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/47 | 63 | 58316 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/47 | 2048 | 1926246 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/47 | 13 | 11777 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/47 | 171 | 159406 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/47 | 1199 | 1117185 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/47 | 299 | 278776 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/48 | 113 | 105730 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/48 | 903 | 840838 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/48 | 69 | 64581 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/48 | 187 | 174178 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/48 | 11 | 10486 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/49 | 124 | 115977 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/49 | 324 | 304907 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/49 | 884 | 824181 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/49 | 2945 | 2742839 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/49 | 2443 | 2260303 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/50 | 174 | 162484 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/50 | 5298 | 4884223 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/51 | 4997 | 4623187 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/51 | 938 | 872801 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/52 | 2967 | 2716523 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/52 | 3204 | 2936912 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/13/52<sup>(g)</sup> | 8403 | 7691371 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/33 | 13 | 13042 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/46 | 302 | 293144 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/46 | 9 | 8597 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/47 | 1959 | 1883751 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 | 369 | 357893 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/47 | 433 | 416077 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/48 | 2602 | 2501559 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/48 | 2890 | 2777525 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/48 | 6 | 5536 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/48 | 3 | 2823 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 | 1766 | 1697472 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/49 | 17 | 16446 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 | 17 | 16769 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/49 | 2402 | 2309054 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/49 | 11 | 10398 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/50 | 2116 | 2027076 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/50 | 1226 | 1168850 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/52 | 1635 | 1546365 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/52 | 1817 | 1719877 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/52 | 1957 | 1850728 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/52 | 3602 | 3407382 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/52 | 888 | 839646 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/13/52<sup>(g)</sup> | 8773 | 8295625 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/47 | 10 | 9796 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/48 | 25 | 24844 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/48 | 486 | 480622 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 | 21 | 20768 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/48 | 28 | 26961 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/49 | 72 | 70937 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/49 | 100 | 98893 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/49 | 182 | 179762 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/49 | 13 | 13026 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/52 | 35 | 33996 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 | $2182 | $2121101 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/52 | 265 | 257692 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/52 | 755 | 734047 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/52 | 1348 | 1310351 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/13/52<sup>(g)</sup> | 6501 | 6327301 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/48 | 149 | 150574 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/49 | 12 | 11957 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/49 | 438 | 442542 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/52 | 25 | 24797 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/13/52<sup>(g)</sup> | 18011 | 17920945 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/13/52<sup>(g)</sup> | 5425 | 5486585 |
|  |  | 618218433 |
| **U.S. Government Agency Obligations — 0.2%** |  |  |
| Federal Home Loan Banks, 3.25%, 11/16/28 | 510 | 493022 |
| Federal Home Loan Mortgage Corp.,Series 1, 0.00% 11/15/38<sup>(c)</sup> | 20 | 9642 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 01/07/25 | 300 | 283239 |
| &nbsp;&nbsp;&nbsp;5.63%, 07/15/37 | 2142 | 2402424 |
| &nbsp;&nbsp;&nbsp;6.21%, 08/06/38 | 110 | 130910 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/29 | 228 | 257091 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/30 | 440 | 517797 |
| &nbsp;&nbsp;&nbsp;7.13%, 01/15/30 | 400 | 476060 |
|  |  | 4570185 |
| **U.S. Government Obligations — 40.6%** |  |  |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp;0.13%, 12/15/23 | 9900 | 9439805 |
| &nbsp;&nbsp;&nbsp;0.13%, 01/15/24 | 9630 | 9154143 |
| &nbsp;&nbsp;&nbsp;0.25%, 11/15/23 | 8150 | 7809037 |
| &nbsp;&nbsp;&nbsp;0.25%, 03/15/24 | 4950 | 4679297 |
| &nbsp;&nbsp;&nbsp;0.25%, 05/15/24 | 10250 | 9622588 |
| &nbsp;&nbsp;&nbsp;0.25%, 06/15/24 | 11650 | 10902762 |
| &nbsp;&nbsp;&nbsp;0.25%, 05/31/25 | 5830 | 5289359 |
| &nbsp;&nbsp;&nbsp;0.25%, 06/30/25 | 4120 | 3735359 |
| &nbsp;&nbsp;&nbsp;0.25%, 07/31/25 | 3850 | 3476730 |
| &nbsp;&nbsp;&nbsp;0.25%, 08/31/25 | 5100 | 4589203 |
| &nbsp;&nbsp;&nbsp;0.25%, 09/30/25 | 3300 | 2968969 |
| &nbsp;&nbsp;&nbsp;0.25%, 10/31/25 | 8390 | 7520193 |
| &nbsp;&nbsp;&nbsp;0.38%, 04/15/24 | 12000 | 11325000 |
| &nbsp;&nbsp;&nbsp;0.38%, 08/15/24 | 4050 | 3777732 |
| &nbsp;&nbsp;&nbsp;0.38%, 09/15/24 | 7600 | 7072750 |
| &nbsp;&nbsp;&nbsp;0.38%, 04/30/25 | 3400 | 3103562 |
| &nbsp;&nbsp;&nbsp;0.38%, 11/30/25 | 7650 | 6856910 |
| &nbsp;&nbsp;&nbsp;0.38%, 12/31/25 | 10500 | 9401602 |
| &nbsp;&nbsp;&nbsp;0.38%, 01/31/26 | 10250 | 9141719 |
| &nbsp;&nbsp;&nbsp;0.38%, 09/30/27 | 5400 | 4580719 |
| &nbsp;&nbsp;&nbsp;0.50%, 11/30/23 | 1800 | 1725469 |
| &nbsp;&nbsp;&nbsp;0.50%, 03/31/25 | 3400 | 3123484 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/28/26 | 4850 | 4330141 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/30/27 | 2350 | 2032199 |
| &nbsp;&nbsp;&nbsp;0.50%, 05/31/27 | 1100 | 947805 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/30/27 | 1900 | 1633406 |
| &nbsp;&nbsp;&nbsp;0.50%, 08/31/27 | 2300 | 1967219 |
| &nbsp;&nbsp;&nbsp;0.50%, 10/31/27 | 7250 | 6172129 |
| &nbsp;&nbsp;&nbsp;0.63%, 10/15/24 | 7000 | 6529141 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/31/26 | 3000 | 2658516 |
| &nbsp;&nbsp;&nbsp;0.63%, 03/31/27 | 1000 | 870547 |
| &nbsp;&nbsp;&nbsp;0.63%, 11/30/27 | 7450 | 6368004 |
| &nbsp;&nbsp;&nbsp;0.63%, 12/31/27 | 10300 | 8784773 |
| &nbsp;&nbsp;&nbsp;0.63%, 05/15/30 | 1800 | 1446750 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;0.63%, 08/15/30 | $7300 | $5833156 |
| &nbsp;&nbsp;&nbsp;0.75%, 12/31/23 | 3750 | 3592676 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/15/24 | 8230 | 7673511 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/31/26 | 1350 | 1207090 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/31/26 | 7000 | 6217969 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/31/28 | 6300 | 5396344 |
| &nbsp;&nbsp;&nbsp;0.88%, 01/31/24 | 5000 | 4785156 |
| &nbsp;&nbsp;&nbsp;0.88%, 06/30/26 | 7590 | 6804316 |
| &nbsp;&nbsp;&nbsp;0.88%, 09/30/26 | 5700 | 5077453 |
| &nbsp;&nbsp;&nbsp;0.88%, 11/15/30 | 5090 | 4137216 |
| &nbsp;&nbsp;&nbsp;1.00%, 12/15/24 | 10750 | 10052930 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/31/28 | 5000 | 4287500 |
| &nbsp;&nbsp;&nbsp;1.13%, 01/15/25 | 12000 | 11226563 |
| &nbsp;&nbsp;&nbsp;1.13%, 10/31/26 | 1500 | 1347187 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/28/27 | 2850 | 2543625 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/29/28 | 4000 | 3491250 |
| &nbsp;&nbsp;&nbsp;1.13%, 08/31/28 | 8750 | 7546875 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/15/31 | 10700 | 8867625 |
| &nbsp;&nbsp;&nbsp;1.13%, 05/15/40 | 6100 | 3903047 |
| &nbsp;&nbsp;&nbsp;1.13%, 08/15/40 | 8500 | 5398828 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/31/24 | 2300 | 2175387 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/30/26 | 7200 | 6489563 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/31/26 | 6200 | 5576609 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/31/28 | 7100 | 6225812 |
| &nbsp;&nbsp;&nbsp;1.25%, 04/30/28 | 5100 | 4464094 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/31/28 | 4700 | 4105156 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/30/28 | 7770 | 6773255 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/30/28 | 10200 | 8844516 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/15/31 | 12400 | 10214500 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/15/50 | 8550 | 4769297 |
| &nbsp;&nbsp;&nbsp;1.38%, 01/31/25 | 5150 | 4841805 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/31/26 | 375 | 341250 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/31/28 | 5000 | 4359766 |
| &nbsp;&nbsp;&nbsp;1.38%, 12/31/28 | 5750 | 5008340 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/15/31 | 10500 | 8690391 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/15/40 | 7650 | 5072906 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/15/50 | 4720 | 2721375 |
| &nbsp;&nbsp;&nbsp;1.50%, 10/31/24 | 2800 | 2653437 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/30/24 | 2500 | 2363672 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/25 | 10100 | 9504258 |
| &nbsp;&nbsp;&nbsp;1.50%, 08/15/26 | 3550 | 3247695 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/31/27 | 9900 | 8985023 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/30/28 | 5300 | 4648680 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/30 | 4200 | 3628406 |
| &nbsp;&nbsp;&nbsp;1.63%, 02/15/26 | 3975 | 3685570 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/15/26 | 3100 | 2861445 |
| &nbsp;&nbsp;&nbsp;1.63%, 10/31/26 | 2500 | 2290625 |
| &nbsp;&nbsp;&nbsp;1.63%, 11/30/26 | 1600 | 1463875 |
| &nbsp;&nbsp;&nbsp;1.63%, 08/15/29 | 665 | 584161 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/15/31 | 7100 | 6073828 |
| &nbsp;&nbsp;&nbsp;1.63%, 11/15/50 | 6100 | 3766750 |
| &nbsp;&nbsp;&nbsp;1.75%, 06/30/24 | 6000 | 5747109 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/31/24 | 1700 | 1613937 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/25 | 4670 | 4416434 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/31/26 | 2750 | 2527207 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/31/29 | 7200 | 6395625 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/29 | 550 | 487523 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/15/41 | 8400 | 5859000 |
| &nbsp;&nbsp;&nbsp;1.88%, 08/31/24 | 3010 | 2877019 |
| &nbsp;&nbsp;&nbsp;1.88%, 06/30/26 | 175 | 162805 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 02/28/27 | $1800 | $1658109 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/28/29 | 3400 | 3043797 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/32 | 10600 | 9134219 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/41 | 6500 | 4697266 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/51 | 7800 | 5141906 |
| &nbsp;&nbsp;&nbsp;1.88%, 11/15/51 | 7750 | 5096836 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/30/24 | 780 | 751999 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/31/24 | 5750 | 5533027 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/30/24 | 300 | 288363 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/25 | 1425 | 1355977 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/25 | 2900 | 2740727 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/26 | 4150 | 3854312 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/41 | 6900 | 5026219 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/50 | 4450 | 3039211 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/51 | 7000 | 4757812 |
| &nbsp;&nbsp;&nbsp;2.13%, 02/29/24 | 850 | 823803 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/31/24 | 2100 | 2031996 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/30/24 | 3000 | 2880000 |
| &nbsp;&nbsp;&nbsp;2.13%, 05/15/25 | 12480 | 11874525 |
| &nbsp;&nbsp;&nbsp;2.13%, 05/31/26 | 800 | 751125 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/31/24 | 500 | 486426 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/31/24 | 5590 | 5417278 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/30/24 | 2643 | 2556690 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/24 | 375 | 360073 |
| &nbsp;&nbsp;&nbsp;2.25%, 12/31/24 | 2100 | 2013703 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/25 | 1500 | 1423945 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/31/26 | 275 | 260047 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/27 | 4300 | 4022852 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/27 | 2100 | 1955625 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/27 | 5070 | 4705990 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/41 | 5300 | 4074375 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/46 | 6855 | 4975230 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/49 | 400 | 290563 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/52 | 7850 | 5672852 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 675 | 651243 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/27 | 4650 | 4362281 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/31/29 | 6200 | 5706906 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/29 | 6090 | 5605179 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/15/42 | 7250 | 5643828 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/49 | 1690 | 1262747 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/51 | 6000 | 4462500 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/30/24 | 6110 | 5933383 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/24 | 5485 | 5322164 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/31/24 | 6500 | 6303477 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/31/25 | 1000 | 962656 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/31/27 | 3400 | 3211672 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/45 | 2250 | 1734961 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/46 | 6050 | 4633922 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/46 | 4950 | 3784430 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/31/23 | 7300 | 7138887 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/31/25 | 600 | 579234 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/15/25 | 3130 | 3015804 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/31/25 | 2600 | 2493156 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/31/26 | 350 | 335344 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/31/27 | 2000 | 1898750 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/29 | 5215 | 4877247 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/24 | 3000 | 2931680 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/25 | 3500 | 3381328 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/30/25 | 3900 | 3769289 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/31/25 | 3900 | 3760453 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 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;2.75%, 04/30/27 | $4000 | $3817188 |
| &nbsp;&nbsp;&nbsp;2.75%, 07/31/27 | 7000 | 6671328 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/28 | 4225 | 4006158 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/31/29 | 6700 | 6302711 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/32 | 7000 | 6487031 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/42 | 1475 | 1214570 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/42 | 2925 | 2402156 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/47 | 4300 | 3448734 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/47 | 3300 | 2647219 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/30/25 | 2160 | 2092837 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/31/25 | 1975 | 1912973 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/25 | 9000 | 8722266 |
| &nbsp;&nbsp;&nbsp;2.88%, 07/31/25 | 1500 | 1452539 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/30/25 | 3000 | 2899453 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/28 | 1458 | 1388478 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/28 | 4900 | 4661125 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/30/29 | 5440 | 5157375 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/32 | 9100 | 8534094 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/43 | 400 | 334375 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/45 | 3395 | 2794509 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/46 | 3800 | 3122531 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/49 | 1435 | 1189032 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/52 | 7610 | 6330569 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/25 | 7250 | 7041562 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/30/25 | 1300 | 1261914 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/31/25 | 1200 | 1164094 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/42 | 170 | 146598 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/44 | 1600 | 1352000 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/45 | 1285 | 1082412 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/45 | 4400 | 3702875 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/47 | 4475 | 3756203 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/47 | 3900 | 3277219 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/48 | 2000 | 1684375 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/48 | 555 | 468888 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/49 | 375 | 318105 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/52 | 4700 | 4027312 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/25 | 2100 | 2045695 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/31/27 | 3000 | 2909297 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/28 | 275 | 264795 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/31/29 | 6900 | 6641250 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/41 | 825 | 729738 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/42 | 1000 | 883594 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/43 | 500 | 436484 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/44 | 1600 | 1382250 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/48 | 750 | 647930 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/27 | 4700 | 4579195 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/29 | 5500 | 5329844 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/42 | 2928 | 2631164 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/42 | 2100 | 1922156 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/44 | 1020 | 919594 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/48 | 500 | 453359 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/25 | 9000 | 8856562 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/39 | 350 | 336711 |
| &nbsp;&nbsp;&nbsp;3.63%, 08/15/43 | 225 | 212027 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/15/44 | 720 | 676913 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/43 | 300 | 287813 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/30/27 | 4000 | 4016250 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/30/29 | 1000 | 1007500 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/30/29 | 3000 | 3026719 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/40 | 300 | 299109 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/31/29 | $3000 | $3047344 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42 | 2700 | 2712656 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/52 | 2000 | 2080625 |
| &nbsp;&nbsp;&nbsp;4.13%, 09/30/27 | 3000 | 3037734 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/31/27 | 3800 | 3849875 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/32 | 3000 | 3118594 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/25 | 5800 | 5822656 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/15/40 | 250 | 261484 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/15/38 | 2400 | 2575500 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/39 | 150 | 160055 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/40 | 250 | 266250 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/41 | 500 | 530703 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/25 | 5000 | 5057031 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/36 | 900 | 979875 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/38 | 500 | 543672 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/15/40 | 250 | 274922 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/37 | 2400 | 2739000 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/15/31 | 1000 | 1114688 |
| &nbsp;&nbsp;&nbsp;6.13%, 08/15/29 | 1000 | 1134219 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/30 | 100 | 115922 |
| &nbsp;&nbsp;&nbsp;6.38%, 08/15/27 | 800 | 882875 |
|  |  | 883079281 |
| **Total U.S. Government & Agency Obligations — 69.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,673,329,164)** |  | 1505867899 |
| **Total Long-Term Investments — 99.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,424,325,640)** |  | 2157373396 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 6.0%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(h)(i)</sup> | 126221 | 126233585 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(h)(i)(j)</sup> | 4514 | 4514442 |
| **Total Short-Term Securities — 6.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $130,715,535)** |  | 130748027 |
| **Total Investments Before TBA Sales Commitments — 105.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,555,041,175)** |  | 2288121423 |
| **TBA Sales Commitments<sup>(g)</sup>** |  |  |
| **Mortgage-Backed Securities — (0.1)%** |  |  |
| Government National Mortgage Association, 3.00%, 12/20/52 | $(575) | (519268) |
| Uniform Mortgage-Backed Securities, 5.00%, 12/13/52 | $(1773) | (1764135) |
| **Total TBA Sales Commitments — (0.1)%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Proceeds: $(2254806))** |  | (2283403) |
| **Total Investments, Net of TBA Sales Commitments — 105.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,552,786,369)** |  | 2285838020 |
| **Liabilities in Excess of Other Assets — (5.0)%** |  | (107921036) |
| **Net Assets — 100.0%** |  | $2177916984 |

---

<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.

---

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

---

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

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

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

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

<sup>(j)</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 | $234003604 | $— | $(107735149) |)<sup>(a)</sup> | $(99375) | $64505 | $126233585 | 126221 | $2104276 |  | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 32053228 |  | (27538786) |)<sup>(a)</sup> |  |  | 4514442 | 4514 | 32366 | <sup>(b)</sup> |  |
|  |  |  |  |  | $(99375) | $64505 | $130748027 |  | $2136642 |  | $— |

---

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments)

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

---

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

---

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities. | $— | $5011555 | $— | $5011555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collaterized Mortgage Obligations |  | 20704561 |  | 20704561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes |  | 558289649 |  | 558289649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 67363306 |  | 67363306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Debt Obligations |  | 136426 |  | 136426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government & Agency Obligations |  | 1505867899 |  | 1505867899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 130748027 |  |  | 130748027 |
|  | 130748027 | 2157373396 |  | 2288121423 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA Sales Commitments |  | (2283403) |  | (2283403) |
|  | $130748027 | $2155089993 | $— | $2285838020 |

---

**Portfolio Abbreviation**

---

| | | | |
|:---|:---|:---|:---|
| BAB | Build America Bond | SOFR | Secured Overnight Financing Rate |
| GO | General Obligation | TBA | To-Be-Announced |
| LIBOR | London Interbank Offered Rate |  |  |
| SCA | Svenska Celluosa Aktiebolaget |  |  |

---

## 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 ESG Aware U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000062159

- **c. LEI of Series:** 549300ZH4AMJV5ZGCV06

**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:** $2260377886.74

**Total Liabilities:** $110805327.53

**Net Assets:** $2149572559.21

**Delayed Delivery Securities:** $299843.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2265.84000000 | **1-Year:** 22203.00000000 | **5-Year:** 240678.32000000 | **10-Year:** 378189.23000000 | **30-Year:** 218432.99000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201167 | -4.35%               | -1.29%               | 3.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10144072.55            | $-87891470.96                              |
| Month 2  | $-10542780.88            | $-20568036.86                              |
| Month 3  | $-1695968.37             | $73087671.52                               |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI US Aggregate ESG Focus Index

- **Index Identifier:** I34100US

### 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        |    375000 | PA      | $313215.00    | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102066.00    | 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        |    133000 | PA      | $129202.85    | 0.01%             | 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        |    135000 | PA      | $128556.45    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    855121 | PA      | $769579.68    | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47970.00     | 0.00%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88086.67     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $341250.00    | 0.02%             | 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        |    270000 | PA      | $245783.70    | 0.01%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    109000 | PA      | $94970.61     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     60000 | PA      | $55684.20     | 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        |     55000 | PA      | $38453.25     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                           | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    471000 | PA      | $463346.25    | 0.02%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     96000 | PA      | $109251.84    | 0.01%             | 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        |     15000 | PA      | $10930.05     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     83000 | PA      | $66345.22     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                          | National Retail Properties Inc                                                  | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     10000 | PA      | $6323.80      | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424000 | PA      | $422454.98    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38318.70     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323694 | PA      | $291063.81    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186124.40    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $170641.60    | 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        |    165000 | PA      | $154695.75    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1567541.95   | 0.07%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    285000 | PA      | $228812.25    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1934271 | PA      | $1749416.12   | 0.08%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85820.70     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1564155 | PA      | $1367368.21   | 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        |    100000 | PA      | $100425.00    | 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        |    113000 | PA      | $95284.99     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101193.75    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    365000 | PA      | $339778.50    | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                 | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    165000 | PA      | $134844.60    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9985.70      | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    181000 | PA      | $166391.49    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    308000 | PA      | $212791.04    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650900 | PA      | $536799.75    | 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        |   2300000 | PA      | $1967218.75   | 0.09%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $453359.38    | 0.02%             | 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        |   3100000 | PA      | $2861445.33   | 0.13%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1275873 | PA      | $1160890.94   | 0.05%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    294000 | PA      | $262189.20    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479683 | PA      | $411405.36    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                            | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    279000 | PA      | $263657.79    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59090.35     | 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        |     49000 | PA      | $35845.95     | 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        |     52000 | PA      | $50801.92     | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    685000 | PA      | $669751.90    | 0.03%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1693280 | PA      | $1575468.47   | 0.07%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253049 | PA      | $227680.30    | 0.01%             | 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        |    752000 | PA      | $730056.64    | 0.03%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346129.00    | 0.02%             | 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        |     65000 | PA      | $52227.50     | 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        |    553000 | PA      | $513294.60    | 0.02%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100074 | PA      | $98892.94     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $258700.50    | 0.01%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     17000 | PA      | $10990.50     | 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        |    925000 | PA      | $840399.50    | 0.04%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22518.80     | 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        |   4300000 | PA      | $4022851.58   | 0.19%             | 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        |    265000 | PA      | $263126.45    | 0.01%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                        | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61365.20     | 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        |    252000 | PA      | $200549.16    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12992.70     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5664500 | PA      | $5258249.14   | 0.24%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3995 | PA      | $3959.45      | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    357000 | PA      | $335954.85    | 0.02%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8550000 | PA      | $4769296.88   | 0.22%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                         | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    169000 | PA      | $156177.97    | 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        |     55000 | PA      | $57441.45     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4780535 | PA      | $4189597.39   | 0.19%             | 2037-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26091 | PA      | $23563.18     | 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        |    515000 | PA      | $638491.85    | 0.03%             | 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        |    190000 | PA      | $179040.80    | 0.01%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $5576609.41   | 0.26%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444676 | PA      | $408021.63    | 0.02%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23830.25     | 0.00%             | 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        |     80000 | PA      | $66195.20     | 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        |     50000 | PA      | $38862.00     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46447.50     | 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        |   2352808 | PA      | $2267062.90   | 0.11%             | 2025-12-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516980 | PA      | $474449.30    | 0.02%             | 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        |     83000 | PA      | $76024.68     | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   4625000 | PA      | $4400548.75   | 0.20%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3395000 | PA      | $2794509.38   | 0.13%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    380000 | PA      | $330987.60    | 0.02%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    139000 | PA      | $133150.88    | 0.01%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $249107.95    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $135054.80    | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17698.12     | 0.00%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47711.00     | 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        |     17000 | PA      | $15705.28     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $487523.44    | 0.02%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    316000 | PA      | $293519.76    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178782.39    | 0.01%             | 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        |    118000 | PA      | $110281.62    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1958997 | PA      | $1883751.08   | 0.09%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5215000 | PA      | $4877247.29   | 0.23%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $3448734.38   | 0.16%             | 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        |    305000 | PA      | $290448.45    | 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        |     55000 | PA      | $42644.80     | 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        |    182000 | PA      | $169613.08    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     84000 | PA      | $59282.16     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116031.30    | 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        |     60000 | PA      | $64268.40     | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                               | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     54000 | PA      | $36215.64     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    143000 | PA      | $133151.59    | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66 Co                                                                  | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22651.00     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3649.55      | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                          | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43554.50     | 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        |    147000 | PA      | $160497.54    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    508000 | PA      | $467954.36    | 0.02%             | 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        |    374000 | PA      | $355430.90    | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $364280.40    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     66000 | PA      | $53503.56     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                              | ACE Capital Trust II                                                            | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $138297.60    | 0.01%             | 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        |    127000 | PA      | $106323.13    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    206000 | PA      | $175029.96    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    307000 | PA      | $381149.71    | 0.02%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43890.00     | 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        |     99000 | PA      | $102730.32    | 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        |    119000 | PA      | $106733.48    | 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        |     40000 | PA      | $45323.60     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     87000 | PA      | $63661.38     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135411 | PA      | $134196.81    | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                          | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49161.50     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48864.48     | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10795.30     | 0.00%             | 2025-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                         | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239247.40    | 0.01%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    325000 | PA      | $272132.25    | 0.01%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    104000 | PA      | $90121.20     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65609.70     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    232000 | PA      | $192620.32    | 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        |    260000 | PA      | $257634.00    | 0.01%             | 2026-02-06      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91780.00     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2194.26      | 0.00%             | 2035-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    194000 | PA      | $156195.22    | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140764.50    | 0.01%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                               | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     30000 | PA      | $28105.50     | 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        |     50000 | PA      | $47300.50     | 0.00%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31413.60     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                 | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    649000 | PA      | $618769.58    | 0.03%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297807 | PA      | $1134680.71   | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    362000 | PA      | $347885.62    | 0.02%             | 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        |    509210 | PA      | $457461.17    | 0.02%             | 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        |    158077 | PA      | $142224.43    | 0.01%             | 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        |      5000 | PA      | $4763.95      | 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        |      4738 | PA      | $4560.50      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                               | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253851.45    | 0.01%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377484 | PA      | $311121.63    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58688.70     | 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        |    280000 | PA      | $274887.20    | 0.01%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $195768.00    | 0.01%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $157187.10    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79191.20     | 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        |    170000 | PA      | $155102.90    | 0.01%             | 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        |   2142000 | PA      | $2402424.36   | 0.11%             | 2037-07-15      | Fixed         | 5.63%                 | 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        |    130000 | PA      | $107951.47    | 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        |    200000 | PA      | $188984.00    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                   | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    243000 | PA      | $213025.95    | 0.01%             | 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        |     32526 | PA      | $30643.02     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5329843.75   | 0.25%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246750.40    | 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        |     30000 | PA      | $22445.70     | 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        |    257000 | PA      | $223841.86    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148865 | PA      | $150573.80    | 0.01%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    430000 | PA      | $467173.50    | 0.02%             | 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        |    309000 | PA      | $260916.51    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12734.55     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68662.40     | 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        |    243000 | PA      | $229076.10    | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255484 | PA      | $210822.67    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    444000 | PA      | $381427.08    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45493.50     | 0.00%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                          | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75776.25     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1068988 | PA      | $919811.95    | 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        |     43000 | PA      | $40912.78     | 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        |     25000 | PA      | $21425.25     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | 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        |    420000 | PA      | $404175.13    | 0.02%             | 2025-03-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $579234.38    | 0.03%             | 2025-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134361 | PA      | $127111.13    | 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        |    196000 | PA      | $183959.72    | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125034.26    | 0.01%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                     | Sempra Energy                                                                   | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70014.30     | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                          | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104738.40    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146292.10    | 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        |    555000 | PA      | $544349.55    | 0.03%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                               | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $123404.70    | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    259000 | PA      | $229670.84    | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135597.00    | 0.01%             | 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        |    100000 | PA      | $65317.00     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91055.85     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10835 | PA      | $10398.45     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    465000 | PA      | $338078.25    | 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        |   1115240 | PA      | $921691.22    | 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        |   2944000 | PA      | $2505160.00   | 0.12%             | 2052-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20909 | PA      | $20662.55     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35684.40     | 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        |    440000 | PA      | $517796.40    | 0.02%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58284.00     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    103907 | PA      | $97921.92     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    232000 | PA      | $151096.96    | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $20054.16     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34958.70     | 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        |    200000 | PA      | $192014.00    | 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        |    249000 | PA      | $245090.70    | 0.01%             | 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        |    175000 | PA      | $171818.50    | 0.01%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    416000 | PA      | $442349.44    | 0.02%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                               | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79192.29     | 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        |     85000 | PA      | $74051.15     | 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        |    200000 | PA      | $183298.00    | 0.01%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203462.70    | 0.01%             | 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        |     57000 | PA      | $41593.47     | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151368.00    | 0.01%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                               | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81596.00     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154289.85    | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $55227.60     | 0.00%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    610000 | PA      | $568202.80    | 0.03%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71162.06     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    117000 | PA      | $106927.47    | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    169000 | PA      | $147273.36    | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    232000 | PA      | $207653.92    | 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        |     92000 | PA      | $83629.84     | 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        |     80000 | PA      | $70488.80     | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    210000 | PA      | $164873.10    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30374.75     | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49220.60     | 0.00%             | 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        |     87000 | PA      | $72116.04     | 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        |    670000 | PA      | $546129.63    | 0.03%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    240000 | PA      | $235216.80    | 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        |    150000 | PA      | $118974.00    | 0.01%             | 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        |     61000 | PA      | $62218.78     | 0.00%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                          | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521944.00    | 0.02%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2658515.64   | 0.12%             | 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        |      5000 | PA      | $4790.80      | 0.00%             | 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        |    112093 | PA      | $101369.49    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                            | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     42000 | PA      | $47110.98     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                         | ORIX Corp                                                                       | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $19294.00     | 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        |     30000 | PA      | $21271.20     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    201000 | PA      | $227630.49    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116775.89    | 0.01%             | 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        |    265000 | PA      | $170901.15    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16478.40     | 0.00%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71890.22     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    182000 | PA      | $172099.20    | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6035249 | PA      | $4972540.84   | 0.23%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    381000 | PA      | $331351.89    | 0.02%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6487031.25   | 0.30%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    418000 | PA      | $355684.56    | 0.02%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265359 | PA      | $219289.45    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $211100.40    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1922872 | PA      | $1587949.84   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                  | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    182000 | PA      | $198485.56    | 0.01%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $145358.55    | 0.01%             | 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        |    200545 | PA      | $182751.00    | 0.01%             | 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        |    225000 | PA      | $158006.25    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43069.40     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107084.25    | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                      | Newmont Corp                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    123000 | PA      | $129752.70    | 0.01%             | 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        |    339345 | PA      | $304838.54    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67539.00     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                       | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55983.00     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154943.25    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $5859000.00   | 0.27%             | 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        |    730636 | PA      | $656363.73    | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                          | Automatic Data Processing Inc                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    802000 | PA      | $782760.02    | 0.04%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    328000 | PA      | $303111.36    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $941049.20    | 0.04%             | 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        |    157000 | PA      | $136123.71    | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                           | VF Corp                                                                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252039.00    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                              | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85836.30     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111827 | PA      | $98399.54     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    177000 | PA      | $151600.50    | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $274921.88    | 0.01%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $270933.60    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119340.00    | 0.01%             | 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        |    105000 | PA      | $108562.65    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115539 | PA      | $103707.74    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40577.85     | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233955.40    | 0.01%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    365000 | PA      | $290240.70    | 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        |    366000 | PA      | $366091.50    | 0.02%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                  | Carlisle Cos Inc                                                                | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112430.68    | 0.01%             | 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        |     36000 | PA      | $30955.32     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                             | Indonesia Government International Bond                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     62000 | PA      | $58990.52     | 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        |     35000 | PA      | $31275.30     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $141076.00    | 0.01%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51280.20     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $116087.50    | 0.01%             | 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        |     27000 | PA      | $26685.18     | 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        |    218000 | PA      | $179564.42    | 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        |    237000 | PA      | $175773.42    | 0.01%             | 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        |     10000 | PA      | $8338.20      | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $870546.88    | 0.04%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53343.92     | 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        |    230000 | PA      | $204145.70    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3817187.52   | 0.18%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94056.00     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2031996.10   | 0.09%             | 2024-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69814 | PA      | $66087.62     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                             | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    131000 | PA      | $123116.42    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74978.40     | 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        |     48000 | PA      | $45252.48     | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: —       |
| Weyerhaeuser Co                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $245053.60    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $67900.95     | 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        |    239000 | PA      | $185557.21    | 0.01%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                 | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87918.60     | 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        |    185000 | PA      | $169720.85    | 0.01%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    349000 | PA      | $320329.65    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     65000 | PA      | $77686.05     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | 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        |    186000 | PA      | $146117.88    | 0.01%             | 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        |    107000 | PA      | $103465.79    | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                   | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69109.20     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57335.25     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $380286.25    | 0.02%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293125 | PA      | $241795.95    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1726077 | PA      | $1418399.72   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    216000 | PA      | $158785.92    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176992.00    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CA                                  | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     95000 | PA      | $92689.60     | 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        |   1200000 | PA      | $949703.56    | 0.04%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $148513.30    | 0.01%             | 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        |    591000 | PA      | $545605.29    | 0.03%             | 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        |     90000 | PA      | $102380.40    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2793815 | PA      | $2301436.01   | 0.11%             | 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        |     50000 | PA      | $40583.50     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | 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        |    208000 | PA      | $192786.88    | 0.01%             | 2026-08-17      | Fixed         | 2.45%                 | 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        |     95000 | PA      | $90269.95     | 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        |    183000 | PA      | $169540.35    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     21000 | PA      | $24004.89     | 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        |    380000 | PA      | $330729.20    | 0.02%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85226.04     | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    765000 | PA      | $592477.20    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                     | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    259000 | PA      | $211530.48    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88570.65     | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                     | Welltower Inc                                                                   | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     15000 | PA      | $12176.70     | 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        |    130000 | PA      | $145827.50    | 0.01%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177264.30    | 0.01%             | 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        |    100000 | PA      | $93111.00     | 0.00%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36548.82     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PayPal Holdings Inc                                                             | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    662000 | PA      | $634335.02    | 0.03%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                       | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     62000 | PA      | $45392.06     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719209 | PA      | $615085.68    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898280 | PA      | $870881.63    | 0.04%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42643.80     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                        | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    223000 | PA      | $209624.46    | 0.01%             | 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        |    100000 | PA      | $90784.00     | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    287000 | PA      | $191503.62    | 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        |     64000 | PA      | $54427.52     | 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        |    161086 | PA      | $146206.01    | 0.01%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                          | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36614.40     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     60000 | PA      | $57362.40     | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154237.20    | 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        |    165000 | PA      | $139462.95    | 0.01%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72426.40     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | 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        |     62000 | PA      | $62123.38     | 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        |    150000 | PA      | $118609.50    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123666.75    | 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        |    363192 | PA      | $333254.15    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    145000 | PA      | $88049.80     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136412.80    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39784.95     | 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        |    182000 | PA      | $167037.78    | 0.01%             | 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        |    184000 | PA      | $138417.68    | 0.01%             | 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        |     57000 | PA      | $56704.17     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26415.60     | 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        |    220000 | PA      | $216154.40    | 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        |     64000 | PA      | $52035.84     | 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        |    345000 | PA      | $363191.85    | 0.02%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43684.56     | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                            | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     12000 | PA      | $10345.68     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21078.42     | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197164.00    | 0.01%             | 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        |    294000 | PA      | $242973.36    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101999.10    | 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        |    114000 | PA      | $103232.70    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOV INC                                           | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    182000 | PA      | $130503.10    | 0.01%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32433.96     | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17487.39     | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23729.86     | 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        |    166000 | PA      | $165257.98    | 0.01%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $141515.80    | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127143.68    | 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        |   2368098 | PA      | $2125055.51   | 0.10%             | 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        |      5000 | PA      | $4737.45      | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | 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        |    115000 | PA      | $92868.25     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343450.80    | 0.02%             | 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        |    129000 | PA      | $103798.56    | 0.00%             | 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        |    475000 | PA      | $404448.25    | 0.02%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    430000 | PA      | $413337.50    | 0.02%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    177000 | PA      | $148671.15    | 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        |    240000 | PA      | $226176.00    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | 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        |     75000 | PA      | $47153.25     | 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        |    245000 | PA      | $178435.95    | 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        |    523453 | PA      | $448701.49    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45825.80     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89700.58     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $149370.00    | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201818.40    | 0.01%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    206000 | PA      | $166279.08    | 0.01%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101578.00    | 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        |     70000 | PA      | $73878.00     | 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        |     65000 | PA      | $59332.00     | 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        |     25000 | PA      | $24272.50     | 0.00%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $209531.00    | 0.01%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45324.68     | 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        |    235000 | PA      | $216977.85    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                  | Campbell Soup Co                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     31000 | PA      | $21479.90     | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    185000 | PA      | $161338.50    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                             | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    215000 | PA      | $172827.75    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251817.50    | 0.01%             | 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        |    373000 | PA      | $375577.43    | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                     | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23457.00     | 0.00%             | 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        |   3244188 | PA      | $3064576.33   | 0.14%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74645 | PA      | $72483.66     | 0.00%             | 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        |    200000 | PA      | $177696.00    | 0.01%             | 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        |    690592 | PA      | $649123.50    | 0.03%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191710 | PA      | $158406.78    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805281 | PA      | $688888.69    | 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        |    389000 | PA      | $376995.46    | 0.02%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213895 | PA      | $193438.49    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    155000 | PA      | $147674.70    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2188000 | PA      | $2070132.44   | 0.10%             | 2025-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $68866.50     | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1212702 | PA      | $1035102.91   | 0.05%             | 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        |     51000 | PA      | $40446.57     | 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        |    335000 | PA      | $295275.70    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                   | Life Storage LP                                                                 | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     10000 | PA      | $9307.70      | 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        |    280000 | PA      | $204094.80    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120694.80    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232537 | PA      | $191567.20    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96491.20     | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $9622587.87   | 0.45%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    262000 | PA      | $250186.42    | 0.01%             | 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        |   1962334 | PA      | $1675713.01   | 0.08%             | 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        |    165000 | PA      | $159439.50    | 0.01%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83628.95     | 0.00%             | 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        |    936000 | PA      | $924262.56    | 0.04%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                              | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216849.60    | 0.01%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4764615 | PA      | $4083468.70   | 0.19%             | 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        |    167000 | PA      | $156275.26    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $38589.00     | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    493000 | PA      | $417847.08    | 0.02%             | 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        |     90316 | PA      | $81566.15     | 0.00%             | 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        |    196000 | PA      | $215139.40    | 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        |    815000 | PA      | $731454.35    | 0.03%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     59000 | PA      | $41960.80     | 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        |    105000 | PA      | $102028.50    | 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        |    380000 | PA      | $263917.60    | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    176000 | PA      | $139087.52    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                          | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152205.22    | 0.01%             | 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        |    114000 | PA      | $92943.06     | 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        |     30000 | PA      | $25169.40     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    139000 | PA      | $129721.75    | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537082 | PA      | $442397.75    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4280412 | PA      | $3773009.13   | 0.18%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    641000 | PA      | $562304.43    | 0.03%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $336710.94    | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9917.10      | 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        |    409000 | PA      | $485339.85    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $4697265.63   | 0.22%             | 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        |     83000 | PA      | $73742.18     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                               | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $95432.85     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                       | Markel Corp                                                                     | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78903.90     | 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        |    299000 | PA      | $311662.65    | 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        |    445000 | PA      | $500304.60    | 0.02%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                               | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43620.50     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124732 | PA      | $112223.77    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    110000 | PA      | $130909.90    | 0.01%             | 2038-08-06      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $4648679.71   | 0.22%             | 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        |    136000 | PA      | $155590.80    | 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        |    110000 | PA      | $92405.50     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                             | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42967.50     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Republic of Chile                                 | Chile Government International Bond                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     70000 | PA      | $55884.50     | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56897.83     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                          | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74117.38     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    111000 | PA      | $94278.96     | 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        |    285000 | PA      | $272850.45    | 0.01%             | 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        |     85000 | PA      | $71725.55     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390191.60    | 0.02%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104787.05    | 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        |    115000 | PA      | $100449.05    | 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        |    395000 | PA      | $272632.95    | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59289.75     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HJ5L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13295 | PA      | $13042.40     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122854.44    | 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        |    122000 | PA      | $108543.40    | 0.01%             | 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        |    152000 | PA      | $149970.80    | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    113000 | PA      | $97279.44     | 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        |    170000 | PA      | $163033.40    | 0.01%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                  | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $25203.50     | 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        |    105000 | PA      | $114839.55    | 0.01%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107561.30    | 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        |    100000 | PA      | $81130.00     | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5730991 | PA      | $4726305.89   | 0.22%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    182000 | PA      | $137127.90    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $976312.70    | 0.05%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907797 | PA      | $1572161.76   | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                    | Legg Mason Inc                                                                  | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    321000 | PA      | $325211.52    | 0.02%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75465.60     | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    185000 | PA      | $163355.00    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934425 | PA      | $1652000.94   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $52508.95     | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    151000 | PA      | $129166.91    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $108175.80    | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27812.70     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1302000 | PA      | $1235363.64   | 0.06%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                               | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    259000 | PA      | $249378.15    | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111241.00    | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1114687.50   | 0.05%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278450.70    | 0.01%             | 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        |    250000 | PA      | $239650.00    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    146000 | PA      | $136036.96    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23415.75     | 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        |    105000 | PA      | $93069.90     | 0.00%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                 | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25113.55     | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $115921.88    | 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        |    549000 | PA      | $580957.29    | 0.03%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92479.20     | 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        |    105000 | PA      | $81088.35     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    290000 | PA      | $212688.90    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    339000 | PA      | $388924.53    | 0.02%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1569000 | PA      | $1541966.13   | 0.07%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474256 | PA      | $428581.06    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49180.05     | 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        |    571433 | PA      | $472609.69    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    134000 | PA      | $120661.64    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                              | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    197000 | PA      | $197738.75    | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                    | Prudential PLC                                                                  | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $164300.35    | 0.01%             | 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        |    183000 | PA      | $153108.78    | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                            | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12574.80     | 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        |   7750000 | PA      | $5096835.94   | 0.24%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $152764.00    | 0.01%             | 2031-09-13      | Fixed         | 2.56%                 | 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        |    225000 | PA      | $217201.41    | 0.01%             | 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        |     54000 | PA      | $40114.44     | 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        |     28000 | PA      | $18103.68     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $233335.46    | 0.01%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803080 | PA      | $689965.89    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134639.75    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33971.00     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    644000 | PA      | $624576.96    | 0.03%             | 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        |     95000 | PA      | $63707.95     | 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        |   1900000 | PA      | $1633406.25   | 0.08%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    511000 | PA      | $498219.89    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252131.60    | 0.01%             | 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        |     50000 | PA      | $35355.00     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $64823.20     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    123000 | PA      | $89012.64     | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $67349.60     | 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        |    125000 | PA      | $126231.25    | 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        |     39000 | PA      | $37167.78     | 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        |    330000 | PA      | $312915.90    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $100576.71    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7854.70      | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25521.50     | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    590000 | PA      | $533867.40    | 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        |    222000 | PA      | $191130.90    | 0.01%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     51000 | PA      | $55237.08     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     97000 | PA      | $89104.20     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58028.40     | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JS3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    275000 | PA      | $242616.00    | 0.01%             | 2026-02-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85609 | PA      | $76454.94     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                            | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36840.15     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                       | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59566.98     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441976.50    | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200652.00    | 0.01%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    154000 | PA      | $144425.82    | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                             | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     85000 | PA      | $58535.25     | 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        |     15000 | PA      | $14207.25     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53307.10     | 0.00%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    222000 | PA      | $195746.28    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205440.00    | 0.01%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2381694 | PA      | $2107131.06   | 0.10%             | 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        |    120000 | PA      | $95097.60     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    570000 | PA      | $455355.90    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13566.00     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                     | Welltower Inc                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     55000 | PA      | $44510.95     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $273191.55    | 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        |    291000 | PA      | $211757.79    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45440.54     | 0.00%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13139.40     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    291000 | PA      | $248205.54    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    375000 | PA      | $343023.75    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125880 | PA      | $116242.16    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29581.80     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62222.72     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452231 | PA      | $387860.83    | 0.02%             | 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        |     40000 | PA      | $41500.40     | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    342000 | PA      | $342044.46    | 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        |    441518 | PA      | $414887.09    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                         | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    166000 | PA      | $177932.08    | 0.01%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199849 | PA      | $181807.62    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    104000 | PA      | $96398.64     | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $250928.50    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9446.90      | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    710000 | PA      | $689189.90    | 0.03%             | 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        |     94000 | PA      | $78600.92     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                          | CUSIP: 29444GAJ6<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21575.80     | 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        |   2967484 | PA      | $2716523.18   | 0.13%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43599.60     | 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        |    360599 | PA      | $325868.96    | 0.02%             | 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        |    112000 | PA      | $111392.96    | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $1734960.94   | 0.08%             | 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        |     45000 | PA      | $38410.65     | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $178929.00    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                             | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4513.50      | 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        |    185000 | PA      | $176495.55    | 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        |    300000 | PA      | $267459.93    | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84020.80     | 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        |     65000 | PA      | $60619.65     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                               | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    339000 | PA      | $318832.89    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                          | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     35000 | PA      | $28304.15     | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3122531.25   | 0.15%             | 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        |      8493 | PA      | $7602.69      | 0.00%             | 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        |    186711 | PA      | $180044.37    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    273000 | PA      | $224741.79    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67148.62     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                         | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     78000 | PA      | $60478.08     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $99205.60     | 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        |    230000 | PA      | $192861.90    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                          | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22287.30     | 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        |     65000 | PA      | $64530.05     | 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        |    490000 | PA      | $391260.10    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    332000 | PA      | $291396.40    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57803.90     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $45329.00     | 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        |    100000 | PA      | $97254.00     | 0.00%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                        | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24645.00     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     65000 | PA      | $45749.60     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    977396 | PA      | $918705.32    | 0.04%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    637000 | PA      | $617208.41    | 0.03%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    127000 | PA      | $120218.20    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89132.40     | 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        |    240000 | PA      | $224812.80    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69411 | PA      | $64581.30     | 0.00%             | 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        |    205000 | PA      | $179098.25    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Rohm & Haas Co                                    | Rohm and Haas Co                                                                | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $227841.11    | 0.01%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    117000 | PA      | $86734.44     | 0.00%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1898750.00   | 0.09%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    162000 | PA      | $135629.64    | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    178000 | PA      | $146919.42    | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                     | Welltower Inc                                                                   | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     35000 | PA      | $27837.25     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    240000 | PA      | $222676.80    | 0.01%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107163.00    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | 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        |    200000 | PA      | $166802.00    | 0.01%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $21429.75     | 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        |    635000 | PA      | $620712.50    | 0.03%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    110000 | PA      | $102685.00    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    322000 | PA      | $263817.82    | 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        |    182000 | PA      | $173820.92    | 0.01%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                 | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    485000 | PA      | $462442.65    | 0.02%             | 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        |     50000 | PA      | $44519.00     | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35282.10     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45953.50     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47154.00     | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    397000 | PA      | $345862.43    | 0.02%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                               | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    721000 | PA      | $661236.31    | 0.03%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    111000 | PA      | $102125.55    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $125558.10    | 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        |    126000 | PA      | $137895.66    | 0.01%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                             | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    145000 | PA      | $148255.25    | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4589203.13   | 0.21%             | 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        |    155000 | PA      | $126610.20    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508700.40    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105536.40    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4120000 | PA      | $3735359.40   | 0.17%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    253000 | PA      | $234467.75    | 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        |    407000 | PA      | $342946.34    | 0.02%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    505000 | PA      | $474750.50    | 0.02%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    142000 | PA      | $109484.84    | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1465763 | PA      | $1204480.81   | 0.06%             | 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        |    126000 | PA      | $111784.68    | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152155 | PA      | $131953.71    | 0.01%             | 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        |     55170 | PA      | $51424.03     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0CF3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1280000 | PA      | $1255897.60   | 0.06%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                         | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    371000 | PA      | $349081.32    | 0.02%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                  | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $14696.64     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150201.20    | 0.01%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                              | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    220000 | PA      | $199713.80    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51361.20     | 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        |     15950 | PA      | $15341.62     | 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        |    155000 | PA      | $159792.60    | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                      | HSBC USA Inc                                                                    | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102519.90    | 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        |    971519 | PA      | $832324.84    | 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        |     75000 | PA      | $74787.75     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                          | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $263948.80    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                       | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79284.26     | 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        |    105000 | PA      | $97646.85     | 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        |    657565 | PA      | $590720.86    | 0.03%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235818.00    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192121.08    | 0.01%             | 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        |    140000 | PA      | $133170.80    | 0.01%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                         | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    385000 | PA      | $316342.95    | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155258.40    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                              | Western Union Co/The                                                            | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    534000 | PA      | $508661.70    | 0.02%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                           | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    979000 | PA      | $921659.97    | 0.04%             | 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        |   4950000 | PA      | $4679296.88   | 0.22%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    167000 | PA      | $138240.93    | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969888 | PA      | $871350.50    | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $18631.80     | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                         | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19203.20     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    214000 | PA      | $153731.18    | 0.01%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51387.00     | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $67203.84     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Markel Corp                                       | Markel Corp                                                                     | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61562.90     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                     | Allstate Corp/The                                                               | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38527.06     | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     74000 | PA      | $60486.86     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90704.25     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $273638.00    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    285000 | PA      | $241004.55    | 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        |     35000 | PA      | $37279.55     | 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        |     20000 | PA      | $14933.80     | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450000 | PA      | $3039210.94   | 0.14%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112518.90    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP INC                                            | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28653.30     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285861.00    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48995.85     | 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        |    225000 | PA      | $207767.25    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440425 | PA      | $395666.41    | 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        |    636793 | PA      | $598383.62    | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63900.00     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1463875.01   | 0.07%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    169000 | PA      | $151165.43    | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    525000 | PA      | $485556.75    | 0.02%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $173376.00    | 0.01%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     42000 | PA      | $36876.42     | 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        |     20000 | PA      | $15435.20     | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $225492.00    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $104139.85    | 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        |    145000 | PA      | $124195.40    | 0.01%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                             | Arrow Electronics Inc                                                           | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    262000 | PA      | $241115.98    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    151000 | PA      | $146119.68    | 0.01%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250044.60    | 0.01%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $430117.25    | 0.02%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32329.64     | 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        |    105000 | PA      | $99731.10     | 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        |     27000 | PA      | $25672.95     | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49151.00     | 0.00%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68617.24     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                             | Unilever Capital Corp                                                           | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57876.00     | 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        |     90000 | PA      | $83707.20     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103038.75    | 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        |    525000 | PA      | $428400.00    | 0.02%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    517000 | PA      | $504002.62    | 0.02%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    243000 | PA      | $168168.15    | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Edison International                              | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162149.75    | 0.01%             | 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        |    106000 | PA      | $75111.60     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47901.60     | 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        |    345000 | PA      | $273488.40    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4222587 | PA      | $4098716.58   | 0.19%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11830 | PA      | $11104.08     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $751125.00    | 0.03%             | 2026-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153312.25    | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    343000 | PA      | $323171.17    | 0.02%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627408 | PA      | $584703.77    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6855000 | PA      | $4975230.47   | 0.23%             | 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        |    230000 | PA      | $210843.30    | 0.01%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28020.30     | 0.00%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     70000 | PA      | $57012.90     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72303.20     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62031.60     | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                          | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    416000 | PA      | $396418.88    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974030 | PA      | $834783.27    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                                                      | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    359000 | PA      | $312570.53    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30611.49     | 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        |    197000 | PA      | $159244.95    | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313161 | PA      | $258617.90    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130758.60    | 0.01%             | 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        |   3900000 | PA      | $3769289.08   | 0.18%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597042 | PA      | $556404.14    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    151000 | PA      | $133529.30    | 0.01%             | 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        |     45000 | PA      | $28378.35     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK5                                                                  | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $774341.97    | 0.04%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101582.25    | 0.00%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115973.66    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197964.00    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                          | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    253000 | PA      | $301548.17    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186120.15    | 0.01%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63062 | PA      | $59695.57     | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $242411.90    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                       | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60657.43     | 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        |    410000 | PA      | $347384.80    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $82077.60     | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134042 | PA      | $127813.24    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    412000 | PA      | $375830.52    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                           | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     99000 | PA      | $83219.40     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    307000 | PA      | $300522.30    | 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        |    297000 | PA      | $297724.68    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2270000 | PA      | $1798657.20   | 0.08%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                           | Magna International Inc                                                         | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58989.60     | 0.00%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $38503.80     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $647929.69    | 0.03%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21570.50     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107981.25    | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4306511.65   | 0.20%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34927 | PA      | $33995.58     | 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        |    174000 | PA      | $165192.12    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $10214500.00  | 0.48%             | 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        |    394000 | PA      | $331590.40    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | 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        |    160000 | PA      | $99000.00     | 0.00%             | 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        |     50000 | PA      | $38866.00     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1548000 | PA      | $1491467.04   | 0.07%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42077.50     | 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        |     70000 | PA      | $70224.70     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27641.25     | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    171000 | PA      | $143740.89    | 0.01%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    328000 | PA      | $286567.04    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                            | Cadence Design Systems Inc                                                      | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184724.21    | 0.01%             | 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        |    385000 | PA      | $256017.30    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    202000 | PA      | $175097.64    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43547.40     | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108194.32    | 0.01%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                           | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     30000 | PA      | $27288.00     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6110000 | PA      | $5933382.81   | 0.28%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77953.60     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83232.35     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85965.72     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                          | Affiliated Managers Group Inc                                                   | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43326.45     | 0.00%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1475000 | PA      | $1214570.31   | 0.06%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                            | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22175.20     | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    154000 | PA      | $147997.08    | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64650.00     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     89000 | PA      | $76120.81     | 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        |  10750000 | PA      | $10052929.69  | 0.47%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101271.45    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22585.50     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3550000 | PA      | $3247695.31   | 0.15%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                               | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $126993.00    | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410644 | PA      | $382693.11    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11220.68     | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                 | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64398.75     | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103830.10    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178084.00    | 0.01%             | 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        |    200000 | PA      | $154642.00    | 0.01%             | 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        |   3272000 | PA      | $3143420.61   | 0.15%             | 2037-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                         | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    124000 | PA      | $110200.04    | 0.01%             | 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        |    205000 | PA      | $206053.70    | 0.01%             | 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        |     65000 | PA      | $50593.40     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    641000 | PA      | $694337.61    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63044.80     | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231179.90    | 0.01%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18536.75     | 0.00%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                     | CUSIP: 61764PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95810.42     | 0.00%             | 2047-12-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                    | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    184000 | PA      | $151021.68    | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $823802.74    | 0.04%             | 2024-02-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.10     | 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        |     70000 | PA      | $57209.60     | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2175386.71   | 0.10%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     95000 | PA      | $79976.70     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    115000 | PA      | $80688.60     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $115681.76    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3164 | PA      | $3198.74      | 0.00%             | 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        |     38000 | PA      | $36877.48     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                        | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90407.00     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                          | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51215.22     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313190.40    | 0.01%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71584.45     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                  | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $25270.75     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    162000 | PA      | $153423.72    | 0.01%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1215388 | PA      | $1000527.20   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $25870.95     | 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        |    290000 | PA      | $245023.90    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34662.80     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    179000 | PA      | $155459.71    | 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        |    225000 | PA      | $205978.50    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     72000 | PA      | $59100.48     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225571 | PA      | $193701.03    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101209.86    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                               | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $258449.20    | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    369000 | PA      | $390767.31    | 0.02%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    689000 | PA      | $653482.05    | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    349000 | PA      | $437017.80    | 0.02%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32479 | PA      | $30680.96     | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59774 | PA      | $53382.14     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                           | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     45000 | PA      | $38992.50     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6302710.97   | 0.29%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44139.15     | 0.00%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616266 | PA      | $530597.71    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $176017.05    | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                              | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72843.00     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                    | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $155531.00    | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                  | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73407.75     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147082.60    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30069 | PA      | $27590.65     | 0.00%             | 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        |     50000 | PA      | $43470.50     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48032.05     | 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        |    204000 | PA      | $177096.48    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253398.75    | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3592675.80   | 0.17%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1269158 | PA      | $1230447.38   | 0.06%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282852.00    | 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        |     55000 | PA      | $44755.70     | 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        |    250000 | PA      | $222202.50    | 0.01%             | 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        |   6090000 | PA      | $5605178.94   | 0.26%             | 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        |    350000 | PA      | $299971.00    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                            | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13067.25     | 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        |    143000 | PA      | $163599.15    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66733.50     | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    390000 | PA      | $369532.80    | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217159 | PA      | $195183.42    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                       | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85986.40     | 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        |     81000 | PA      | $69607.35     | 0.00%             | 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        |    197000 | PA      | $192658.12    | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142751.40    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    582000 | PA      | $567839.94    | 0.03%             | 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        |    123000 | PA      | $99894.45     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5077453.13   | 0.24%             | 2026-09-30      | Fixed         | 0.88%                 | 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        |    449000 | PA      | $422612.27    | 0.02%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $64523.25     | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269465.10    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3211605 | PA      | $2751978.05   | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     76000 | PA      | $61050.80     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244549.76    | 0.01%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40638.15     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    535000 | PA      | $504451.50    | 0.02%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    183000 | PA      | $164509.68    | 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        |    251000 | PA      | $204426.95    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706008 | PA      | $583481.06    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     66000 | PA      | $66784.74     | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Campbell Soup Co                                  | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    216000 | PA      | $196311.60    | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $175408.25    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98889.70     | 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        |    184000 | PA      | $184507.84    | 0.01%             | 2039-07-08      | Fixed         | 6.13%                 | 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        |     25000 | PA      | $19577.75     | 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        |   7800000 | PA      | $5141906.25   | 0.24%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213168.90    | 0.01%             | 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        |   2051345 | PA      | $1840939.18   | 0.09%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $947804.69    | 0.04%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413046 | PA      | $340238.36    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                          | Federal Realty Investment Trust                                                 | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4597.25      | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $7041562.50   | 0.33%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     95000 | PA      | $81532.80     | 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        |     50000 | PA      | $47145.50     | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    132000 | PA      | $118183.56    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     25000 | PA      | $19401.75     | 0.00%             | 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        |    132000 | PA      | $108818.16    | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63670 | PA      | $61728.46     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262110.75    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                      | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47221.79     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    173000 | PA      | $168647.32    | 0.01%             | 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        |      5000 | PA      | $3980.45      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1520000 | PA      | $1463653.60   | 0.07%             | 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        |     45000 | PA      | $40920.75     | 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        |     65000 | PA      | $57491.85     | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144967 | PA      | $141101.70    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                               | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   4469522 | NS      | $4469521.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    162000 | PA      | $148270.50    | 0.01%             | 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        |    155000 | PA      | $130576.65    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                          | Federal Realty Investment Trust                                                 | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |      9000 | PA      | $7856.01      | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     35000 | PA      | $33773.95     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     95000 | PA      | $90040.05     | 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        |    851191 | PA      | $765857.41    | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    367000 | PA      | $357098.34    | 0.02%             | 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        |    111000 | PA      | $112541.79    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    378000 | PA      | $355569.48    | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6870000 | PA      | $6347206.33   | 0.30%             | 2037-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    208000 | PA      | $197610.40    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275620.80    | 0.01%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41207.20     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30638.08     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     15000 | PA      | $14128.50     | 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        |    265000 | PA      | $234448.15    | 0.01%             | 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        |    270000 | PA      | $251010.90    | 0.01%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $298194.00    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                    | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    709000 | PA      | $686255.28    | 0.03%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2583786 | PA      | $2302835.64   | 0.11%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1823625.00   | 0.08%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                 | L3Harris Technologies Inc                                                       | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229877.00    | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    134000 | PA      | $107417.08    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     92000 | PA      | $84892.08     | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    153000 | PA      | $136549.44    | 0.01%             | 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        |    592112 | PA      | $560251.24    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                          | Johnson Controls International plc                                              | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    636000 | PA      | $623782.44    | 0.03%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                          | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $95994.00     | 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        |     45000 | PA      | $37126.35     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                 | CBRE Services Inc                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    638000 | PA      | $638638.00    | 0.03%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7756.42      | 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        |    100000 | PA      | $99500.00     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                        | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    257000 | PA      | $176448.49    | 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        |     47000 | PA      | $41462.93     | 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        |    127000 | PA      | $113819.94    | 0.01%             | 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        |     45000 | PA      | $39317.85     | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2986880 | PA      | $2829797.26   | 0.13%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    419000 | PA      | $390109.95    | 0.02%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                            | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    271000 | PA      | $254932.41    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $294433.65    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8868.60      | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                    | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152522.50    | 0.01%             | 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        |     10000 | PA      | $8204.20      | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $887697.60    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    456000 | PA      | $445206.48    | 0.02%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2499725 | PA      | $2315699.37   | 0.11%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                 | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    151000 | PA      | $106975.95    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293398 | PA      | $243011.18    | 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        |    139000 | PA      | $134624.28    | 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        |     18532 | PA      | $17951.59     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2774804 | PA      | $2586316.14   | 0.12%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188123 | PA      | $165822.62    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A2R87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25155 | PA      | $23089.73     | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113106.56    | 0.01%             | 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        |    110000 | PA      | $78079.10     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235257 | PA      | $194427.47    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                       | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70798.50     | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | 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        |    152000 | PA      | $124117.12    | 0.01%             | 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        |    190000 | PA      | $188219.70    | 0.01%             | 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        |    425000 | PA      | $425860.11    | 0.02%             | 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        |     52000 | PA      | $49058.36     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37335.20     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248823.90    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    485000 | PA      | $451670.80    | 0.02%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4756557 | PA      | $3923435.61   | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | 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        |    460000 | PA      | $433885.80    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25677.40     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $212027.34    | 0.01%             | 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        |     17000 | PA      | $16523.32     | 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        |     15000 | PA      | $14292.30     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                    | Clorox Co/The                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    224000 | PA      | $215606.72    | 0.01%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                          | National Retail Properties Inc                                                  | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9342.60      | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                        | TELUS Corp                                                                      | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    116000 | PA      | $96116.44     | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $427548.75    | 0.02%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3130000 | PA      | $3015803.92   | 0.14%             | 2025-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                                          | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95349.60     | 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        |    140000 | PA      | $127687.00    | 0.01%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    147000 | PA      | $140365.89    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99812.96     | 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        |    604000 | PA      | $480469.92    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135328.05    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    231000 | PA      | $207082.26    | 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        |     25000 | PA      | $27188.75     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50854.50     | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    683000 | PA      | $673171.63    | 0.03%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404973.40    | 0.02%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355997 | PA      | $1289853.62   | 0.06%             | 2050-07-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                   | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14609.20     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                 | State Street Corp                                                               | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1006069.69   | 0.05%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $290203.60    | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250567.20    | 0.01%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1789207 | PA      | $1571829.63   | 0.07%             | 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        |     80000 | PA      | $76420.80     | 0.00%             | 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        |    179000 | PA      | $155296.82    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    584000 | PA      | $560494.00    | 0.03%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     28000 | PA      | $19269.60     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24566 | PA      | $23816.34     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2847340 | PA      | $2699897.67   | 0.13%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNU27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293326 | PA      | $277404.72    | 0.01%             | 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        |    670000 | PA      | $631220.40    | 0.03%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                          | Magellan Midstream Partners LP                                                  | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59601.86     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                                 | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $482380.27    | 0.02%             | 2031-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    162000 | PA      | $138072.60    | 0.01%             | 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        |     96000 | PA      | $84533.76     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1007978.47   | 0.05%             | 2041-07-20      | Fixed         | 4.50%                 | 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        |     65000 | PA      | $56652.70     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111850.80    | 0.01%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44941.00     | 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        |     70000 | PA      | $61241.60     | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                 | Council Of Europe Development Bank                                              | CUSIP: 222213AU4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    395000 | PA      | $370948.45    | 0.02%             | 2025-02-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                           | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54069.00     | 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        |    244000 | PA      | $202478.52    | 0.01%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     48000 | PA      | $33994.56     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    118000 | PA      | $94762.26     | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $101914.05    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                     | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68877.90     | 0.00%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38751.75     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    174000 | PA      | $132433.14    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $206575.32    | 0.01%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                        | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $204892.50    | 0.01%             | 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        |     84000 | PA      | $78568.56     | 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        |     75000 | PA      | $58278.00     | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    230000 | PA      | $169038.50    | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166256 | PA      | $142195.76    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115019.19    | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50948 | PA      | $48773.99     | 0.00%             | 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        |     22564 | PA      | $20704.34     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                            | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30670.50     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $237521.20    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                               | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    124000 | PA      | $78883.84     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    883921 | PA      | $836267.42    | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                      | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37857.60     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                             | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     47000 | PA      | $42419.85     | 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        |    835000 | PA      | $812747.25    | 0.04%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $240805.60    | 0.01%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6489562.54   | 0.30%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177842.00    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                                        | Lafarge SA                                                                      | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |     48000 | PA      | $52121.76     | 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        |     84067 | PA      | $74101.38     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    284000 | PA      | $275551.00    | 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        |    413000 | PA      | $383594.40    | 0.02%             | 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        |    756151 | PA      | $624563.82    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133833.55    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104189.04    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | 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        |     82000 | PA      | $70083.75     | 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        |    425000 | PA      | $313620.25    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112941.00    | 0.01%             | 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        |     87000 | PA      | $83882.79     | 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        |   1130000 | PA      | $1060877.90   | 0.05%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                          | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53396.96     | 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        |    236000 | PA      | $236507.40    | 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        |   5000000 | PA      | $4287500.00   | 0.20%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $4330140.63   | 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        |    170000 | PA      | $158236.00    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $150476.65    | 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        |    387000 | PA      | $269622.90    | 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        |    231000 | PA      | $216423.90    | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $256412.75    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                 | International Finance Corp                                                      | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    280000 | PA      | $253710.80    | 0.01%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $41368.05     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4637043 | PA      | $3820536.15   | 0.18%             | 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        |    152000 | PA      | $130335.44    | 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        |     94000 | PA      | $86362.50     | 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        |    105000 | PA      | $104504.40    | 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        |   5310012 | PA      | $4373500.10   | 0.20%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                              | Physicians Realty LP                                                            | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |      5000 | PA      | $4591.50      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113862.50    | 0.01%             | 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        |    190000 | PA      | $178590.50    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46185.75     | 0.00%             | 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        |    482000 | PA      | $450588.06    | 0.02%             | 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        |     10000 | PA      | $9459.30      | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                     | Sempra Energy                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    299000 | PA      | $232185.46    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49734.50     | 0.00%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78356.46     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                  | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $63931.95     | 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        |     69000 | PA      | $63510.36     | 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        |    170000 | PA      | $170698.70    | 0.01%             | 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        |      5000 | PA      | $5860.20      | 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        |     77000 | PA      | $57801.59     | 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        |    200000 | PA      | $194168.00    | 0.01%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24365.22     | 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        |    225000 | PA      | $289480.50    | 0.01%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                        | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     74000 | PA      | $58289.06     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17383 | PA      | $16420.75     | 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        |    267000 | PA      | $294826.74    | 0.01%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    287000 | PA      | $283754.03    | 0.01%             | 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        |   1265000 | PA      | $1223039.95   | 0.06%             | 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        |    172000 | PA      | $142249.16    | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125051.29    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25000 | PA      | $20290.25     | 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        |    245000 | PA      | $172034.10    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35788 | PA      | $33693.98     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35618.00     | 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        |     10000 | PA      | $10994.40     | 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        |    530000 | PA      | $523157.70    | 0.02%             | 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        |     90000 | PA      | $80194.50     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141451.20    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329PS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10059 | PA      | $9940.19      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1030570.00   | 0.05%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27156.30     | 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        |    153000 | PA      | $137248.65    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | 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        |    500000 | PA      | $474692.02    | 0.02%             | 2058-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7001 | PA      | $7058.37      | 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        |    120000 | PA      | $113898.00    | 0.01%             | 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        |    270000 | PA      | $252317.70    | 0.01%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    219000 | PA      | $198280.41    | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1660000 | PA      | $1526004.80   | 0.07%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1088000 | PA      | $1032664.32   | 0.05%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                       | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104452.50    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223934.40    | 0.01%             | 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        |   1775000 | PA      | $1735062.50   | 0.08%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                          | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    242000 | PA      | $209080.74    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62498.70     | 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        |     97000 | PA      | $94501.28     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                           | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76820.45     | 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        |    465000 | PA      | $386177.85    | 0.02%             | 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        |    275000 | PA      | $278085.50    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     30000 | PA      | $25465.80     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $110037.75    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    241000 | PA      | $203963.12    | 0.01%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    255000 | PA      | $186909.90    | 0.01%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202878.00    | 0.01%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98886.00     | 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        |    256000 | PA      | $207777.28    | 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        |    197437 | PA      | $168853.25    | 0.01%             | 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        |    371000 | PA      | $398283.34    | 0.02%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25119 | PA      | $24843.80     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $187104.40    | 0.01%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133L8H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    845360 | PA      | $759426.24    | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1736000 | PA      | $1525510.02   | 0.07%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4613865 | PA      | $4306936.97   | 0.20%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62563 | PA      | $58315.90     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2363671.88   | 0.11%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $104953.15    | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10957 | PA      | $10827.92     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $38153.70     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     78000 | PA      | $74952.54     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $299109.38    | 0.01%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113452 | PA      | $105730.08    | 0.00%             | 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        |     10000 | PA      | $8914.90      | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23541.25     | 0.00%             | 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        |    177000 | PA      | $171543.09    | 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        |    125000 | PA      | $117522.50    | 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        |     30000 | PA      | $25865.10     | 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        |     70000 | PA      | $73440.50     | 0.00%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    118000 | PA      | $127545.02    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106226.25    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                         | Avnet Inc                                                                       | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    512000 | PA      | $495370.24    | 0.02%             | 2026-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     59000 | PA      | $50503.41     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                            | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12340.60     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    765000 | PA      | $737184.60    | 0.03%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68332.68     | 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        |    430000 | PA      | $408491.40    | 0.02%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     69000 | PA      | $41820.21     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     55000 | PA      | $40271.55     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201590.40    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369205 | PA      | $305102.65    | 0.01%             | 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        |    520000 | PA      | $486818.80    | 0.02%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82092 | PA      | $81193.64     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43256.80     | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1435000 | PA      | $1189032.03   | 0.06%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102499.92    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                         | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    304000 | PA      | $189513.60    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1820715 | PA      | $1648232.05   | 0.08%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MAN INC                          | Brookfield Asset Management Inc                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $142258.05    | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242915.55    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    124000 | PA      | $103117.16    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183180.00    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40310.40     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    239000 | PA      | $212535.53    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15929 | PA      | $15844.87     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1956980 | PA      | $1850727.78   | 0.09%             | 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        |    190000 | PA      | $180912.30    | 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        |     45000 | PA      | $46368.90     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $46546.20     | 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        |     72000 | PA      | $66880.08     | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381542 | PA      | $314454.22    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    136000 | PA      | $123823.92    | 0.01%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11288 | PA      | $10943.53     | 0.00%             | 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        |    140000 | PA      | $137270.00    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1095712 | PA      | $1070297.98   | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    117000 | PA      | $99351.72     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    264000 | PA      | $276970.32    | 0.01%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $117971.70    | 0.01%             | 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        |     15000 | PA      | $15585.45     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30612 | PA      | $29467.00     | 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        |    313000 | PA      | $320815.61    | 0.01%             | 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        |   6300000 | PA      | $5396343.75   | 0.25%             | 2028-01-31      | Fixed         | 0.75%                 | 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        |    606000 | PA      | $588450.24    | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133ABSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1567875 | PA      | $1348550.86   | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3890.20      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50232.60     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4768831 | PA      | $3710762.88   | 0.17%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4411055 | PA      | $3770144.01   | 0.18%             | 2050-09-20      | Fixed         | 2.00%                 | 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        |    442000 | PA      | $349188.84    | 0.02%             | 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        |    472000 | PA      | $586592.16    | 0.03%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                            | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    109000 | PA      | $91250.44     | 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        |     90000 | PA      | $70569.00     | 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        |    287000 | PA      | $280166.53    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    113000 | PA      | $75573.27     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47192.50     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59167.65     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3125444 | PA      | $2748795.39   | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $68122.18     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    111000 | PA      | $102944.73    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TBA JP MORGAN BOC                                 | TBA JP MORGAN BOC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -254000 | NS      | $-254000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    112000 | PA      | $68477.92     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $117291.20    | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7770000 | PA      | $6773254.69   | 0.32%             | 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        |     15258 | PA      | $13658.44     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                           | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $143990.40    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                     | Discover Bank                                                                   | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100175.00    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10249.50     | 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        |    144000 | PA      | $125307.36    | 0.01%             | 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        |    235000 | PA      | $201246.95    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                    | CUSIP: 189754AA2<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4893.90      | 0.00%             | 2025-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8508 | PA      | $8187.21      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418C4B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18719 | PA      | $18173.34     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                              | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $99371.00     | 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        |     40000 | PA      | $34089.60     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23196.00     | 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        |     30000 | PA      | $26283.90     | 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        |   1347800 | PA      | $1310351.41   | 0.06%             | 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        |     97000 | PA      | $91142.17     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98148.00     | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4461.45      | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218905 | PA      | $192955.69    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                              | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $265296.20    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    545000 | PA      | $537271.90    | 0.02%             | 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        |    232000 | PA      | $217089.36    | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202893.60    | 0.01%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    262000 | PA      | $172532.24    | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378416 | PA      | $342318.10    | 0.02%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $65770.60     | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73447.20     | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24512.75     | 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        |    161000 | PA      | $151473.63    | 0.01%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456192 | PA      | $412675.83    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114710.40    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    161000 | PA      | $148260.07    | 0.01%             | 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        |    126000 | PA      | $101574.90    | 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        |    385000 | PA      | $358223.25    | 0.02%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                          | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     67000 | PA      | $72447.77     | 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        |    210000 | PA      | $180891.90    | 0.01%             | 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        |     30000 | PA      | $31066.50     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |    290000 | PA      | $266608.60    | 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        |    152000 | PA      | $143985.04    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    408000 | PA      | $398358.96    | 0.02%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38356.23     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18715.80     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32660.95     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                          | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38186.82     | 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        |    152000 | PA      | $136993.04    | 0.01%             | 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        |    185000 | PA      | $168457.30    | 0.01%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    177000 | PA      | $117793.50    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193996.00    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677785 | PA      | $559624.92    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                               | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502008.30    | 0.02%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410848 | PA      | $382883.75    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                            | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152123.20    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    165000 | PA      | $135422.10    | 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        |     60000 | PA      | $48926.40     | 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        |     10000 | PA      | $8933.40      | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                               | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    171000 | PA      | $209475.00    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141945.60    | 0.01%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48963.00     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                             | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79955.00     | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                            | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5631.90      | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27165.30     | 0.00%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137696.00    | 0.01%             | 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        |    295000 | PA      | $294548.65    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68993.28     | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     97000 | PA      | $81871.88     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    174000 | PA      | $153965.64    | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82538.50     | 0.00%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482527 | PA      | $412117.28    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                             | Mexico Government International Bond                                            | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    360000 | PA      | $422258.40    | 0.02%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28913 | PA      | $26534.51     | 0.00%             | 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        |     17413 | PA      | $16768.76     | 0.00%             | 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        |    355000 | PA      | $336699.75    | 0.02%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    267000 | PA      | $247922.85    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $161372.70    | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140970.95    | 0.01%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37409.68     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    142000 | PA      | $129880.30    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    111000 | PA      | $93569.67     | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354204.00    | 0.02%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    115000 | PA      | $133493.15    | 0.01%             | 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        |    362000 | PA      | $322842.46    | 0.02%             | 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        |    208296 | PA      | $187121.76    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    990000 | PA      | $906830.10    | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61419.00     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    187000 | PA      | $119586.50    | 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        |     45000 | PA      | $39841.20     | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26958.40     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21248.60     | 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        |   3519706 | PA      | $2993360.98   | 0.14%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                            | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97286.70     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                 | State Street Corp                                                               | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195596.28    | 0.01%             | 2024-12-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189547.20    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $47522.58     | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                     | CUSIP: 61763XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38094 | PA      | $37357.82     | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75055.20     | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                          | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95147.85     | 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        |    216000 | PA      | $199041.84    | 0.01%             | 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        |     50000 | PA      | $47230.50     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    237000 | PA      | $259600.32    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $202503.00    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7650000 | PA      | $6856910.19   | 0.32%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88933.90     | 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        |    115000 | PA      | $76004.65     | 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        |    224000 | PA      | $211756.16    | 0.01%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                               | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84520.70     | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $141547.50    | 0.01%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    295000 | PA      | $291595.70    | 0.01%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524890 | PA      | $496612.03    | 0.02%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6395625.00   | 0.30%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                      | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45631.68     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    232000 | PA      | $222564.56    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49508.25     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64006.50     | 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        |    407000 | PA      | $387211.66    | 0.02%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54336.64     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10334.70     | 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        |     25000 | PA      | $27176.25     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100162.00    | 0.00%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2784796 | PA      | $2299769.45   | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $290703.00    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $918342.41    | 0.04%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362236 | PA      | $325568.11    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113746.68    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                           | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     92000 | PA      | $77772.20     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37769.60     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24345.75     | 0.00%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                          | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    205000 | PA      | $160291.55    | 0.01%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $304741.61    | 0.01%             | 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        |     15000 | PA      | $14992.05     | 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        |    100000 | PA      | $92030.00     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                               | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154792.40    | 0.01%             | 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        |     30000 | PA      | $22284.30     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    211000 | PA      | $203368.13    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    182000 | PA      | $197408.12    | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                      | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1061582.21   | 0.05%             | 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        |   4900000 | PA      | $4661125.00   | 0.22%             | 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        |    183000 | PA      | $170715.21    | 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        |    345000 | PA      | $281482.05    | 0.01%             | 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        |    282000 | PA      | $242841.48    | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780000 | PA      | $751999.22    | 0.03%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42009.17     | 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        |     25000 | PA      | $22722.25     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74582.49     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                              | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    195000 | PA      | $160680.00    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174549.20    | 0.01%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    670000 | PA      | $636379.40    | 0.03%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     37000 | PA      | $25255.83     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5580.05      | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                       | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $106431.60    | 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        |     70000 | PA      | $66514.70     | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    131000 | PA      | $115756.84    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                            | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63598.50     | 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        |    148000 | PA      | $125875.48    | 0.01%             | 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        |    500000 | PA      | $402165.00    | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    398000 | PA      | $365913.24    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35735 | PA      | $31869.99     | 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        |    377000 | PA      | $338742.04    | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $18335.85     | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                           | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6081.32      | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    235000 | PA      | $218439.55    | 0.01%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     85000 | PA      | $79992.65     | 0.00%             | 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        |   4400000 | PA      | $3702875.00   | 0.17%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33027.40     | 0.00%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    457000 | PA      | $454683.01    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                      | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98160.00     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                                                      | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    719000 | PA      | $820299.91    | 0.04%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                            | Asian Development Bank                                                          | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    330000 | PA      | $356139.30    | 0.02%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    335000 | PA      | $360624.15    | 0.02%             | 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        |     75000 | PA      | $58060.50     | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223440.35    | 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        |    833000 | PA      | $723485.49    | 0.03%             | 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        |    137000 | PA      | $134824.44    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XA3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090999 | PA      | $1016739.78   | 0.05%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                        | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287734.15    | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $114793.90    | 0.01%             | 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        |    133000 | PA      | $128799.86    | 0.01%             | 2049-01-15      | Fixed         | 5.40%                 | 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        |    460000 | PA      | $368553.75    | 0.02%             | 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        |    120589 | PA      | $107652.59    | 0.01%             | 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        |     25000 | PA      | $23276.25     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    192000 | PA      | $189623.04    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155222.40    | 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        |    430000 | PA      | $372857.30    | 0.02%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BE9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29096.70     | 0.00%             | 2024-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77758.85     | 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        |    280000 | PA      | $264446.00    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7072750.00   | 0.33%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186679.35    | 0.01%             | 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        |     80000 | PA      | $61859.20     | 0.00%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121663.35    | 0.01%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                  | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    808000 | PA      | $761329.92    | 0.04%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $245491.05    | 0.01%             | 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        |    208000 | PA      | $153816.00    | 0.01%             | 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        |    159000 | PA      | $144329.07    | 0.01%             | 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        |     75000 | PA      | $70458.75     | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34264.35     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71633.10     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16973.85     | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    290000 | PA      | $245319.70    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    254000 | PA      | $160703.26    | 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        |     50000 | PA      | $43503.00     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106150.00    | 0.00%             | 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        |    189000 | PA      | $159368.58    | 0.01%             | 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        |     26000 | PA      | $25540.06     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3760453.13   | 0.17%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50320.44     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2380584 | PA      | $2288469.47   | 0.11%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62572.90     | 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        |    114000 | PA      | $102383.40    | 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        |    763000 | PA      | $448262.50    | 0.02%             | 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        |    738517 | PA      | $648122.98    | 0.03%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105578.00    | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    617000 | PA      | $594720.13    | 0.03%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                          | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     40000 | PA      | $34878.80     | 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        |    100000 | PA      | $98222.00     | 0.00%             | 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        |    115000 | PA      | $109639.85    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112802 | PA      | $98828.75     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                   | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $94510.66     | 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        |    295000 | PA      | $278600.95    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363513 | PA      | $326716.08    | 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        |    141000 | PA      | $127194.69    | 0.01%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $8844515.68   | 0.41%             | 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        |    471435 | PA      | $423511.61    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                           | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    301000 | PA      | $294010.78    | 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        |    138000 | PA      | $130358.94    | 0.01%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $189358.40    | 0.01%             | 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        |     45000 | PA      | $44181.90     | 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        |     72000 | PA      | $50140.08     | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261130 | PA      | $215885.02    | 0.01%             | 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        |    702000 | PA      | $548247.96    | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62515.05     | 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        |    615000 | PA      | $576193.50    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97659.10     | 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        |    100000 | PA      | $83432.00     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    520000 | PA      | $495315.60    | 0.02%             | 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        |     59000 | PA      | $49326.95     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                            | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    127000 | PA      | $120299.48    | 0.01%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183374.40    | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246115.48    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    215000 | PA      | $198174.10    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    119000 | PA      | $110194.00    | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4294395.10   | 0.20%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    279000 | PA      | $215605.62    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59506.70     | 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        |    800000 | PA      | $774136.00    | 0.04%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2174000 | PA      | $2000080.00   | 0.09%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                         | Jabil Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    127000 | PA      | $119193.31    | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81274 | PA      | $69465.27     | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    403000 | PA      | $369530.85    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    322000 | PA      | $308215.18    | 0.01%             | 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        |    852597 | PA      | $702866.08    | 0.03%             | 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        |      9000 | PA      | $7745.94      | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82395.60     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $51866.10     | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     99000 | PA      | $110464.20    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                           | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $159536.85    | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    296000 | PA      | $292788.40    | 0.01%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                        | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94219.65     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4462500.00   | 0.21%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                             | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    236000 | PA      | $219477.64    | 0.01%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    157000 | PA      | $146873.50    | 0.01%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88209.60     | 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        |    102000 | PA      | $93879.78     | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | 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        |    190000 | PA      | $171402.80    | 0.01%             | 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        |    180000 | PA      | $167308.20    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94313.80     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3681861 | PA      | $3146898.71   | 0.15%             | 2050-08-20      | Fixed         | 2.00%                 | 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        |    100000 | PA      | $96110.00     | 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        |     90000 | PA      | $73113.30     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16548 | PA      | $16352.82     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                       | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    115000 | PA      | $121259.45    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8856562.50   | 0.41%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47199.00     | 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        |    143000 | PA      | $121805.97    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5485000 | PA      | $5322164.06   | 0.25%             | 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        |     42000 | PA      | $46620.00     | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    113000 | PA      | $104437.99    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    413000 | PA      | $368259.71    | 0.02%             | 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        |    110000 | PA      | $71079.80     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                     | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30011.45     | 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        |     80000 | PA      | $78879.20     | 0.00%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                               | Block Financial LLC                                                             | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37869.28     | 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        |     62000 | PA      | $58886.36     | 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        |    234000 | PA      | $220647.96    | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BU6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    214000 | PA      | $202940.48    | 0.01%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    245000 | PA      | $203609.70    | 0.01%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $180089.70    | 0.01%             | 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        |    356000 | PA      | $329047.24    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93711.80     | 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        |     67000 | PA      | $63206.46     | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56685.75     | 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        |    136000 | PA      | $100071.52    | 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        |    602000 | PA      | $725289.60    | 0.03%             | 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        |    207000 | PA      | $163544.49    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216480.00    | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                      | Hydro-Quebec                                                                    | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   1314000 | PA      | $1380501.54   | 0.06%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $55480.20     | 0.00%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $5833156.25   | 0.27%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1147361 | PA      | $946540.39    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4660829 | PA      | $4215080.89   | 0.20%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153779.40    | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64230.25     | 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        |    223000 | PA      | $210688.17    | 0.01%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306881.25    | 0.01%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257183.10    | 0.01%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                        | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152780.10    | 0.01%             | 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        |    325000 | PA      | $307885.50    | 0.01%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $42799.25     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $32262.04     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    107000 | PA      | $101258.38    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7475 | PA      | $7060.89      | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                | Panama Government International Bond                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     40000 | PA      | $31587.60     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295606 | PA      | $279394.67    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 458182BV3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     35000 | PA      | $37167.55     | 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        |    210000 | PA      | $197353.80    | 0.01%             | 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        |    444000 | PA      | $433117.56    | 0.02%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2344.06      | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176524.00    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $52333.44     | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2443275 | PA      | $2260303.14   | 0.11%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    170000 | PA      | $118741.60    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38539.20     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87227.96     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                           | Ovintiv Exploration Inc                                                         | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49679.50     | 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        |     10000 | PA      | $9221.00      | 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        |   1359458 | PA      | $1124157.58   | 0.05%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                              | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4264.80      | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    281000 | PA      | $272244.04    | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    490000 | PA      | $463515.50    | 0.02%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    122000 | PA      | $85963.64     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                             | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $102991.20    | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $387744.00    | 0.02%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $244193.13    | 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        |     50000 | PA      | $48470.50     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    226000 | PA      | $198457.38    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103074.00    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                            | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105117.64    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                          | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    122000 | PA      | $140625.74    | 0.01%             | 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        |    523000 | PA      | $518983.36    | 0.02%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $183004.00    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88981.20     | 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        |     45000 | PA      | $48817.35     | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    182000 | PA      | $145716.48    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    115000 | PA      | $100227.10    | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20318.25     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     69000 | PA      | $58926.69     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62715.10     | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52261.20     | 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        |    450000 | PA      | $387522.00    | 0.02%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1901090 | PA      | $1681857.66   | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                 | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    217000 | PA      | $203474.39    | 0.01%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63214.50     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197686.00    | 0.01%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7574.60      | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8773000 | PA      | $8295625.36   | 0.39%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $729738.28    | 0.03%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                          | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    107000 | PA      | $89903.54     | 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        |    307000 | PA      | $277985.43    | 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        |    476000 | PA      | $301279.44    | 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        |    234000 | PA      | $220280.58    | 0.01%             | 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        |    167000 | PA      | $142843.45    | 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        |     70000 | PA      | $64423.80     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    155000 | PA      | $116516.60    | 0.01%             | 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        |     51000 | PA      | $42030.12     | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KJXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139314 | PA      | $124079.47    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94971.76     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    392000 | PA      | $377582.24    | 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        |     14000 | PA      | $15180.90     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8606.30      | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                           | Becton Dickinson and Co                                                         | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     49000 | PA      | $38567.90     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1321414 | PA      | $1164773.04   | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    102000 | PA      | $85539.24     | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                    | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142606.75    | 0.01%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $145792.40    | 0.01%             | 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        |     14006 | PA      | $13468.11     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $42165.60     | 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        |     55000 | PA      | $49488.45     | 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        |    321794 | PA      | $289082.72    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $502550.10    | 0.02%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100848.00    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1069712.14   | 0.05%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250841 | PA      | $217917.41    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55927.24     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    101000 | PA      | $86548.92     | 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        |      5000 | PA      | $4515.45      | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95716.40     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140GQ6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65944 | PA      | $61455.26     | 0.00%             | 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        |     64916 | PA      | $63036.24     | 0.00%             | 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        |    619606 | PA      | $512072.52    | 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        |     70000 | PA      | $56604.80     | 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        |     50000 | PA      | $54253.50     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3917.55      | 0.00%             | 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        |    200000 | PA      | $197976.00    | 0.01%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55132.35     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231849.00    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95280.00     | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1285000 | PA      | $1082411.72   | 0.05%             | 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        |     72000 | PA      | $70553.52     | 0.00%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3873.60      | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $338978.57    | 0.02%             | 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        |    107000 | PA      | $96889.57     | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                           | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144821.08    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16145.12     | 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        |    125000 | PA      | $117471.25    | 0.01%             | 2024-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34352.15     | 0.00%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54799.68     | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8860 | PA      | $8597.50      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                       | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    144000 | PA      | $121296.96    | 0.01%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                               | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137090.20    | 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        |    160000 | PA      | $145561.60    | 0.01%             | 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        |    140000 | PA      | $130450.60    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74795.20     | 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        |    706000 | PA      | $682349.00    | 0.03%             | 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        |     20000 | PA      | $20257.60     | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                      | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    163000 | PA      | $169226.60    | 0.01%             | 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        |     48000 | PA      | $42877.44     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170739 | PA      | $166187.88    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5JB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1225873 | PA      | $1107106.58   | 0.05%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392739 | PA      | $352431.52    | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296220 | PA      | $266513.83    | 0.01%             | 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        |    225000 | PA      | $225956.25    | 0.01%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $99988.35     | 0.00%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1651684 | PA      | $1412717.36   | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                | PPG Industries Inc                                                              | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28710.60     | 0.00%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    130000 | PA      | $153283.00    | 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        |    284000 | PA      | $232286.44    | 0.01%             | 2030-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55597.60     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164403.75    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     56000 | PA      | $44297.68     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     10000 | PA      | $7946.30      | 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        |    409000 | PA      | $303473.91    | 0.01%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    330000 | PA      | $315819.90    | 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        |    240000 | PA      | $218896.80    | 0.01%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                           | American Express Credit Corp                                                    | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287355.75    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    437000 | PA      | $325023.12    | 0.02%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50044.50     | 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        |     95000 | PA      | $81206.95     | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                            | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   7035000 | PA      | $6067617.15   | 0.28%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $193120.02    | 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        |     15000 | PA      | $12617.70     | 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        |    149000 | PA      | $138906.74    | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                  | Kilroy Realty LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     55000 | PA      | $53049.70     | 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        |    105000 | PA      | $100352.70    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254280.00    | 0.01%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                      | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    385000 | PA      | $334695.90    | 0.02%             | 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        |   7100000 | PA      | $6225812.50   | 0.29%             | 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        |   1869707 | PA      | $1867013.82   | 0.09%             | 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        |     95000 | PA      | $85717.55     | 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        |     23000 | PA      | $17304.28     | 0.00%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15548.40     | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1922156.25   | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165522.95    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441643 | PA      | $396316.32    | 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        |    610000 | PA      | $496899.90    | 0.02%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    121000 | PA      | $103159.76    | 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        |    100000 | PA      | $100509.00    | 0.00%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                         | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174486.45    | 0.01%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                             | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5204.30      | 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        |    193000 | PA      | $163581.01    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                       | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56274.40     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96916.80     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2019-C51                                  | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1775438.64   | 0.08%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2237758.77   | 0.10%             | 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        |     60000 | PA      | $59571.60     | 0.00%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77162.40     | 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        |    127000 | PA      | $106460.29    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    192000 | PA      | $182983.68    | 0.01%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    106000 | PA      | $72713.88     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     84000 | PA      | $72472.68     | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307731 | PA      | $262770.92    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1965000 | PA      | $1682629.50   | 0.08%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61067.25     | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                       | Hubbell Inc                                                                     | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167392.75    | 0.01%             | 2026-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United Mexican States                             | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    307000 | PA      | $249351.54    | 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        |      5000 | PA      | $4022.00      | 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        |     54000 | PA      | $54750.06     | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173611.80    | 0.01%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71868.00     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $41644.75     | 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        |     96000 | PA      | $69248.64     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    187000 | PA      | $145414.94    | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    272000 | PA      | $289163.20    | 0.01%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120873.33    | 0.01%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    134000 | PA      | $142684.54    | 0.01%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner Inc                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77165.60     | 0.00%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                    | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198044.00    | 0.01%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                        | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52522.20     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96320.70     | 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        |    300000 | PA      | $312474.00    | 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        |    170000 | PA      | $142167.60    | 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        |    130000 | PA      | $97566.30     | 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        |    675000 | PA      | $651243.17    | 0.03%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93651.95     | 0.00%             | 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        |     81000 | PA      | $64545.66     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    232000 | PA      | $217107.92    | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    221000 | PA      | $199624.88    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                             | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    551000 | PA      | $529758.95    | 0.02%             | 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        |     74000 | PA      | $65443.38     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3452634 | PA      | $2938455.38   | 0.14%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2936 | PA      | $2822.67      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85962.60     | 0.00%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                       | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51359.55     | 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        |    225000 | PA      | $207893.25    | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1755000 | PA      | $1458966.60   | 0.07%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    340000 | PA      | $276301.00    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71350.47     | 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        |     20000 | PA      | $17885.00     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159628 | PA      | $148761.65    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    197000 | PA      | $187807.98    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                             | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102347.30    | 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        |     47000 | PA      | $41011.73     | 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        |    200000 | PA      | $194700.00    | 0.01%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2653437.50   | 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        |   5440000 | PA      | $5157375.03   | 0.24%             | 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        |     95000 | PA      | $79207.20     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $49901.22     | 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        |      5000 | PA      | $5427.35      | 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        |    288000 | PA      | $272592.00    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                       | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    240000 | PA      | $227059.20    | 0.01%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83539.96     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $188019.65    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    527000 | PA      | $459243.61    | 0.02%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     28000 | PA      | $24016.72     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $911724.87    | 0.04%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    253000 | PA      | $189294.60    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60942.40     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    476000 | PA      | $445593.12    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53373.09     | 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        |      5000 | PA      | $4405.60      | 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        |    276000 | PA      | $257516.28    | 0.01%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1276660 | PA      | $1180238.80   | 0.05%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94588.75     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91316.85     | 0.00%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    275000 | PA      | $229223.50    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1893106 | PA      | $1618043.73   | 0.08%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $42825.60     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                       | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    434000 | PA      | $347299.82    | 0.02%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12480000 | PA      | $11874525.06  | 0.55%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    102000 | PA      | $111167.76    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    133000 | PA      | $126328.72    | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60270.60     | 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        |    490000 | PA      | $455342.30    | 0.02%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    445000 | PA      | $410646.00    | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    412000 | PA      | $403203.80    | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    159000 | PA      | $138578.04    | 0.01%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    320000 | PA      | $307843.20    | 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        |    360000 | PA      | $342957.60    | 0.02%             | 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        |     27000 | PA      | $24533.55     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6948.96      | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     22000 | PA      | $17830.12     | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                           | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176082.94    | 0.01%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77298.65     | 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        |    565022 | PA      | $507585.39    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $301955.50    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94266.64     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                          | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1128000 | PA      | $1229204.16   | 0.06%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51307.50     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    154000 | PA      | $114549.82    | 0.01%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    185000 | PA      | $213279.10    | 0.01%             | 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        |   3300000 | PA      | $2968968.75   | 0.14%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     68000 | PA      | $53603.04     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101535.34    | 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        |    417000 | PA      | $523093.14    | 0.02%             | 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        |    254000 | PA      | $160817.56    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190744.00    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                 | Iberdrola International BV                                                      | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    620000 | PA      | $634582.40    | 0.03%             | 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        |  10500000 | PA      | $8690390.63   | 0.40%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                 | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     95000 | PA      | $91602.61     | 0.00%             | 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        |    119000 | PA      | $100582.37    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499000 | PA      | $497182.09    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                    | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    224000 | PA      | $184316.16    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    398000 | PA      | $275563.26    | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                             | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $243414.98    | 0.01%             | 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        |    263000 | PA      | $193891.49    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    197000 | PA      | $186300.93    | 0.01%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32544.40     | 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        |  10700000 | PA      | $8867625.00   | 0.41%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                             | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179694.45    | 0.01%             | 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        |     10000 | PA      | $9389.30      | 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        |   1327000 | PA      | $1270655.58   | 0.06%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567175 | PA      | $509519.43    | 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        |    302000 | PA      | $242361.04    | 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        |     84000 | PA      | $95069.52     | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                           | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21616.20     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12401.55     | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133A36A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200373 | PA      | $178655.35    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108178.30    | 0.01%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    134000 | PA      | $151887.66    | 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        |    584000 | PA      | $499209.04    | 0.02%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    207000 | PA      | $151546.77    | 0.01%             | 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        |     90000 | PA      | $99309.60     | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1355976.56   | 0.06%             | 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        |     90000 | PA      | $68843.70     | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    139000 | PA      | $122477.07    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    506000 | PA      | $473185.90    | 0.02%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11546.86     | 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        |   1200000 | PA      | $1164093.76   | 0.05%             | 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        |    298000 | PA      | $304567.92    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                   | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    255000 | PA      | $223150.50    | 0.01%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47748 | PA      | $43827.29     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $82732.50     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | 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        |     45000 | PA      | $38587.50     | 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        |   7000000 | PA      | $6217968.75   | 0.29%             | 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        |     55000 | PA      | $48998.95     | 0.00%             | 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        |   4200000 | PA      | $3628406.25   | 0.17%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4988 | PA      | $5041.92      | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    378000 | PA      | $334628.28    | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     24000 | PA      | $22381.68     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    268000 | PA      | $238578.96    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBS8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    172000 | PA      | $148348.28    | 0.01%             | 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        |    204000 | PA      | $135492.72    | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37094.40     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33576.04     | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                       | PNC Bank NA                                                                     | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86531.40     | 0.00%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1925219 | PA      | $1584914.86   | 0.07%             | 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        |    150000 | PA      | $142896.00    | 0.01%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347600 | PA      | $338331.91    | 0.02%             | 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        |     62000 | PA      | $57870.18     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6511.54      | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | 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        |    135000 | PA      | $110317.95    | 0.01%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42597.00     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $136944.50    | 0.01%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5298496 | PA      | $4884222.86   | 0.23%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                            | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22833.00     | 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        |    290000 | PA      | $272492.70    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36632.00     | 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        |     65000 | PA      | $63127.35     | 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        |    114000 | PA      | $121207.08    | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13197 | PA      | $13026.38     | 0.00%             | 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        |   4031000 | PA      | $3847557.98   | 0.18%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3275575 | PA      | $2876781.18   | 0.13%             | 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        |    170000 | PA      | $163262.90    | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                             | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51721.80     | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1347187.50   | 0.06%             | 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        |   3400000 | PA      | $3043796.89   | 0.14%             | 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        |    305000 | PA      | $266109.45    | 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        |    300000 | PA      | $313167.00    | 0.01%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6568349 | PA      | $5774763.20   | 0.27%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                              | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32878.94     | 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        |     56000 | PA      | $49283.92     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2023038 | PA      | $1671540.60   | 0.08%             | 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        |     50000 | PA      | $38529.50     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    194000 | PA      | $170101.14    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    487000 | PA      | $477605.77    | 0.02%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $475195.05    | 0.02%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    129000 | PA      | $101507.52    | 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        |     50000 | PA      | $36612.50     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    725000 | PA      | $650216.25    | 0.03%             | 2026-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     40000 | PA      | $33947.20     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47912.00     | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3737 | PA      | $3703.41      | 0.00%             | 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        |    205000 | PA      | $196822.55    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34616.05     | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6641250.00   | 0.31%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    106000 | PA      | $84805.30     | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    116000 | PA      | $94512.16     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25073 | PA      | $25343.62     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     66000 | PA      | $45990.12     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5844.10      | 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        |    409539 | PA      | $368267.48    | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90025.92     | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    161000 | PA      | $168046.97    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92852.40     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104299.00    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | 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        |    100000 | PA      | $82206.00     | 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        |   2466000 | PA      | $1967152.86   | 0.09%             | 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        |    107000 | PA      | $80592.40     | 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        |     25000 | PA      | $18680.50     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $325540.65    | 0.02%             | 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        |     45000 | PA      | $42341.40     | 0.00%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $74465.75     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    137000 | PA      | $121632.71    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82360.80     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                 | Kimco Realty Corp                                                               | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    130000 | PA      | $121715.10    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3037734.39   | 0.14%             | 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        |    200000 | PA      | $205858.00    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9169 | PA      | $8413.31      | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $193569.60    | 0.01%             | 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        |     20304 | PA      | $19600.44     | 0.00%             | 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        |   1909020 | PA      | $1633811.88   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $4580718.75   | 0.21%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    172000 | PA      | $147280.16    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122496.00    | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4423.28      | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    136000 | PA      | $106209.20    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31084.65     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                            | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44380.00     | 0.00%             | 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        |   2011000 | PA      | $1925934.70   | 0.09%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212251.60    | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97354.00     | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1457600 | PA      | $1388477.88   | 0.06%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                             | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    433000 | PA      | $425413.84    | 0.02%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104889.20    | 0.00%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    568450 | PA      | $497814.98    | 0.02%             | 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        |    164000 | PA      | $163667.08    | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     55000 | PA      | $46643.85     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                 | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217586.25    | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109733.75    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672826 | PA      | $604430.17    | 0.03%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2931679.68   | 0.14%             | 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        |    110000 | PA      | $114065.60    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     88000 | PA      | $71429.60     | 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        |    120000 | PA      | $112944.00    | 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        |     25000 | PA      | $16662.00     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     35000 | PA      | $23538.90     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    307000 | PA      | $279379.21    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    197000 | PA      | $221924.44    | 0.01%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359052 | PA      | $354814.37    | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72318.00     | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    192000 | PA      | $156251.52    | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133A0DJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437888 | PA      | $442541.55    | 0.02%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89925.10     | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $107624.40    | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    606000 | PA      | $561228.72    | 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        |    979286 | PA      | $883733.53    | 0.04%             | 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        |   3000000 | PA      | $2899453.14   | 0.13%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51662.50     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88908.80     | 0.00%             | 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        |   5885965 | PA      | $4845392.59   | 0.23%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $468888.28    | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103844.16    | 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        |     40000 | PA      | $38556.00     | 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        |    499000 | PA      | $488615.81    | 0.02%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42709.37     | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367859 | PA      | $316618.17    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                            | Discover Financial Services                                                     | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198444.10    | 0.01%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $315942.00    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133A9NL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867911 | PA      | $717417.91    | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    170000 | PA      | $119622.20    | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84778.98     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131042.30    | 0.01%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58794.40     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298605.00    | 0.01%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    712000 | PA      | $651672.24    | 0.03%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                            | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47983.50     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25063.54     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                             | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    833000 | PA      | $826052.78    | 0.04%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6871929 | PA      | $5667228.53   | 0.26%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103922.40    | 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        |    256000 | PA      | $249602.56    | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                          | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    185000 | PA      | $193097.45    | 0.01%             | 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        |     15000 | PA      | $11148.00     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                           | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    172000 | PA      | $164115.52    | 0.01%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2181655 | PA      | $2121100.74   | 0.10%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8716.90      | 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        |     47000 | PA      | $47145.23     | 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        |    130000 | PA      | $138776.30    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                             | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40828.34     | 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        |     15000 | PA      | $14253.45     | 0.00%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24750.63     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     98000 | PA      | $69183.10     | 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        |    592000 | PA      | $632202.72    | 0.03%             | 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        |    215000 | PA      | $204613.35    | 0.01%             | 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        |   6500000 | PA      | $6303476.60   | 0.29%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1184961 | PA      | $1096742.47   | 0.05%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    317000 | PA      | $268625.80    | 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        |     20000 | PA      | $19293.60     | 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        |     15248 | PA      | $14806.64     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    274000 | PA      | $199247.32    | 0.01%             | 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        |     70000 | PA      | $69472.90     | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113198.80    | 0.01%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    109000 | PA      | $96859.58     | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    152000 | PA      | $141578.88    | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153807.00    | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171792.00    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    156000 | PA      | $150530.64    | 0.01%             | 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        |    948742 | PA      | $864822.89    | 0.04%             | 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        |     23628 | PA      | $22939.00     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                       | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24366.42     | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120779.10    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                            | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11058.80     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                   | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     76000 | PA      | $58985.88     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $264794.92    | 0.01%             | 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        |    160000 | PA      | $147779.20    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2410790 | PA      | $2132872.10   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                         | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    245000 | PA      | $242900.35    | 0.01%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    520000 | PA      | $461832.80    | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86379.70     | 0.00%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    477000 | PA      | $449644.05    | 0.02%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2022-B35 Mortgage Trust                                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1914624.62   | 0.09%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69734.40     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $467693.20    | 0.02%             | 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        |    244000 | PA      | $200953.52    | 0.01%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $53734.80     | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145882.80    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67219.60     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $196479.80    | 0.01%             | 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        |    307000 | PA      | $270377.97    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20533.00     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $290562.50    | 0.01%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32611.60     | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87366.72     | 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        |    547000 | PA      | $394321.36    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131431 | PA      | $118250.25    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                              | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66970.75     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741301 | PA      | $701399.92    | 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        |    155000 | PA      | $107642.85    | 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        |    150000 | PA      | $143839.50    | 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        |    125000 | PA      | $111775.00    | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                          | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106895.10    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73950.40     | 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        |    164000 | PA      | $144244.56    | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP INC                                            | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48730.00     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                          | American Financial Group Inc/OH                                                 | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63246.95     | 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        |    716743 | PA      | $643226.73    | 0.03%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3654322 | PA      | $3009721.60   | 0.14%             | 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        |     95000 | PA      | $98674.60     | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209782.00    | 0.01%             | 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        |     25000 | PA      | $20933.50     | 0.00%             | 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        |     50000 | PA      | $49182.00     | 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        |   5300000 | PA      | $4074375.00   | 0.19%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10845.15     | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    166000 | PA      | $157414.48    | 0.01%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFRK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22280 | PA      | $21680.77     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                 | Kimco Realty Corp                                                               | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     25000 | PA      | $23449.25     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56448.15     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    152000 | PA      | $133196.08    | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     55000 | PA      | $42613.45     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $357812.60    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $176010.95    | 0.01%             | 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        |    260000 | PA      | $244077.60    | 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        |    315000 | PA      | $299259.45    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16285.20     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    109000 | PA      | $76684.77     | 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        |    206000 | PA      | $211650.58    | 0.01%             | 2037-10-01      | Fixed         | 6.60%                 | 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        |    200000 | PA      | $186464.00    | 0.01%             | 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        |    100000 | PA      | $84980.00     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                          | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    297000 | PA      | $274935.87    | 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        |    714549 | PA      | $692754.55    | 0.03%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    520000 | PA      | $491327.20    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63234.40     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $79511.55     | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466505 | PA      | $362721.71    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26154.90     | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $183334.00    | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                              | Thomson Reuters Corp                                                            | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $63130.75     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94244.40     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2393836 | PA      | $2117953.40   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133715.40    | 0.01%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4466.90      | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                              | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249438.80    | 0.01%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                      | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85989.60     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397566.00    | 0.02%             | 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        |    216000 | PA      | $211781.52    | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                       | Markel Corp                                                                     | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     91000 | PA      | $79972.62     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1625000 | PA      | $1544270.00   | 0.07%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                 | Kimco Realty Corp                                                               | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67331.05     | 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        |    165000 | PA      | $136224.00    | 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        |     14000 | PA      | $15153.18     | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $225305.72    | 0.01%             | 2049-07-01      | Fixed         | 5.13%                 | 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        |    292000 | PA      | $278880.44    | 0.01%             | 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        |    160000 | PA      | $175427.20    | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    127000 | PA      | $109909.61    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798630 | PA      | $738315.89    | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222713 | PA      | $184430.39    | 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        |    117000 | PA      | $106362.36    | 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        |    120000 | PA      | $101628.00    | 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        |     71000 | PA      | $57624.31     | 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        |    275000 | PA      | $210713.25    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     96000 | PA      | $77080.32     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11650000 | PA      | $10902761.78  | 0.51%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    147000 | PA      | $142813.44    | 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        |    559000 | PA      | $556708.10    | 0.03%             | 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        |    140000 | PA      | $118039.60    | 0.01%             | 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        |    478000 | PA      | $431873.00    | 0.02%             | 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        |    184000 | PA      | $155928.96    | 0.01%             | 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        |    257000 | PA      | $240140.80    | 0.01%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                       | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51363.00     | 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        |     57000 | PA      | $44794.02     | 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        |     87000 | PA      | $82067.97     | 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        |     80000 | PA      | $88900.00     | 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        |    145000 | PA      | $138319.85    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79708.00     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    245000 | PA      | $201715.85    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                   | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     52000 | PA      | $40422.20     | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34230.00     | 0.00%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60028.98     | 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        |    102000 | PA      | $76658.10     | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $412191.04    | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $16768.97     | 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        |     50000 | PA      | $49285.00     | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    268000 | PA      | $252573.92    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                             | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293159.20    | 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        |     90000 | PA      | $77394.60     | 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        |    210000 | PA      | $145107.90    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1954669.58   | 0.09%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    227000 | PA      | $213323.25    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                           | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39817.50     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    630000 | PA      | $594171.90    | 0.03%             | 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        |    100000 | PA      | $104142.00    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13989 | PA      | $13214.46     | 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        |   2902666 | PA      | $2585920.07   | 0.12%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41720.80     | 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        |    165000 | PA      | $134686.20    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                               | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21959.00     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $213711.75    | 0.01%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    264000 | PA      | $242631.84    | 0.01%             | 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        |     45000 | PA      | $37960.65     | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    428864 | PA      | $385632.23    | 0.02%             | 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        |    130000 | PA      | $115692.20    | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63362 | PA      | $54261.78     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $114995.15    | 0.01%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390667 | PA      | $322019.58    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13157 | PA      | $12745.22     | 0.00%             | 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        |   3400000 | PA      | $3103562.50   | 0.14%             | 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        |    327000 | PA      | $267953.61    | 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        |    235000 | PA      | $235862.45    | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                             | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    114000 | PA      | $87228.24     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50466.50     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11325000.00  | 0.53%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $139221.00    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2403156 | PA      | $2109090.32   | 0.10%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                           | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131300.00    | 0.01%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $77026.80     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9438 | PA      | $8934.39      | 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        |    329000 | PA      | $321301.40    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97006.00     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103784.05    | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                        | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53745.25     | 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        |    395000 | PA      | $342010.75    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3814843.75   | 0.18%             | 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        |   1742700 | PA      | $1675267.60   | 0.08%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                          | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    125000 | PA      | $109125.00    | 0.01%             | 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        |    425000 | PA      | $423251.25    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                          | PVH Corp                                                                        | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $557537.25    | 0.03%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $46224.50     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255847.50    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278843.60    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $255574.10    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    356000 | PA      | $295170.28    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    342000 | PA      | $220138.56    | 0.01%             | 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        |     35000 | PA      | $32410.00     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140634.60    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45099.50     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283282.60    | 0.01%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                          | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     60000 | PA      | $57162.00     | 0.00%             | 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        |    330000 | PA      | $318291.60    | 0.01%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    122000 | PA      | $90240.96     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102232.20    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86212.28     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82622 | PA      | $73669.88     | 0.00%             | 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        |     57000 | PA      | $50125.23     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140H3QL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116283 | PA      | $105015.72    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                              | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $168247.85    | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $167512.80    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163651.00    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361131 | PA      | $330014.18    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                | Panama Government International Bond                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    192000 | PA      | $230346.24    | 0.01%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     55000 | PA      | $52768.65     | 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        |     70000 | PA      | $58448.60     | 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        |    374000 | PA      | $364365.76    | 0.02%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4626861 | PA      | $3824538.97   | 0.18%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                            | CNOOC Finance 2014 ULC                                                          | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177780.00    | 0.01%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4785156.25   | 0.22%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72362.45     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    227000 | PA      | $199310.54    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1091764 | PA      | $1041036.54   | 0.05%             | 2050-05-01      | Fixed         | 4.00%                 | 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        |    140000 | PA      | $130433.80    | 0.01%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                            | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    101000 | PA      | $89923.33     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $233930.85    | 0.01%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1261914.07   | 0.06%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95016.76     | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    926958 | PA      | $850698.85    | 0.04%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43471.45     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12286.20     | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    365000 | PA      | $350878.15    | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    202000 | PA      | $192596.90    | 0.01%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                      | Hydro-Quebec                                                                    | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $133440.00    | 0.01%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3804250 | PA      | $3257886.52   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                             | Mexico Government International Bond                                            | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    297000 | PA      | $243112.32    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1635778 | PA      | $1441179.82   | 0.07%             | 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        |   1000000 | PA      | $1014070.00   | 0.05%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                              | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    176000 | PA      | $166856.80    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $130227.20    | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America Inc                                               | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97131.00     | 0.00%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $120740.35    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51241.00     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                              | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45189.60     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56178.10     | 0.00%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    587000 | PA      | $560520.43    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                               | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    154000 | PA      | $143392.48    | 0.01%             | 2041-11-15      | 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        |     45000 | PA      | $49263.75     | 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        |     87000 | PA      | $78477.48     | 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        |   2000000 | PA      | $1610224.80   | 0.07%             | 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        |    105000 | PA      | $99261.75     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    195000 | PA      | $196041.30    | 0.01%             | 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        |    191000 | PA      | $175584.39    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                             | Unilever Capital Corp                                                           | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190347.30    | 0.01%             | 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        |    135000 | PA      | $119573.55    | 0.01%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650951 | PA      | $620700.21    | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    141000 | PA      | $121917.06    | 0.01%             | 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        |    105000 | PA      | $82427.10     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    946000 | PA      | $920883.70    | 0.04%             | 2033-06-15      | Fixed         | 5.38%                 | 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        |    130000 | PA      | $126318.40    | 0.01%             | 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        |     79000 | PA      | $48133.12     | 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        |    518182 | PA      | $471403.36    | 0.02%             | 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        |     70000 | PA      | $47982.20     | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17814.50     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MJ7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641478 | PA      | $1452560.22   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $415310.00    | 0.02%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    188000 | PA      | $159083.72    | 0.01%             | 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        |    135000 | PA      | $135989.55    | 0.01%             | 2028-12-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Legrand France SA                                 | Legrand France SA                                                               | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $421601.70    | 0.02%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     66000 | PA      | $73717.38     | 0.00%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83228.40     | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056809 | PA      | $978100.36    | 0.05%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                       | Markel Corp                                                                     | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57294.75     | 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        |    575000 | PA      | $559394.50    | 0.03%             | 2024-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                  | Kilroy Realty LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     45000 | PA      | $42937.65     | 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        |   4997481 | PA      | $4623186.55   | 0.22%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107283.80    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299139 | PA      | $278775.71    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318344 | PA      | $301214.53    | 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        |     43000 | PA      | $39550.97     | 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        |     69000 | PA      | $58255.32     | 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        |    124000 | PA      | $129644.48    | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     20000 | PA      | $9642.20      | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    131000 | PA      | $123256.59    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                       | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78901.25     | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42321.60     | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1877000 | PA      | $1636668.92   | 0.08%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    765000 | PA      | $691200.45    | 0.03%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68070.66     | 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        |    698000 | PA      | $611217.66    | 0.03%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    203000 | PA      | $213992.45    | 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        |  10300000 | PA      | $8784773.49   | 0.41%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $44352.94     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    166000 | PA      | $103441.24    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    114000 | PA      | $95983.44     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44142.50     | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    340000 | PA      | $320834.20    | 0.01%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99321 | PA      | $85083.95     | 0.00%             | 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        |   1199058 | PA      | $1062366.64   | 0.05%             | 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        |    156000 | PA      | $112451.04    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14283.75     | 0.00%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    228000 | PA      | $184470.24    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                          | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40338.80     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                          | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     97000 | PA      | $92993.90     | 0.00%             | 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        |    140000 | PA      | $118015.80    | 0.01%             | 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        |   2928600 | PA      | $2631164.06   | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142458.88    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                       | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    254000 | PA      | $238335.82    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                            | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    104000 | PA      | $88276.24     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $164947.20    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86748.80     | 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        |    210000 | PA      | $189428.40    | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                            | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25557.93     | 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        |    110000 | PA      | $104273.40    | 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        |    264749 | PA      | $257692.44    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     45000 | PA      | $39654.45     | 0.00%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14709.30     | 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        |    125000 | PA      | $122142.50    | 0.01%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    134000 | PA      | $118588.66    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                         | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    164000 | PA      | $139969.08    | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258867.90    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5590000 | PA      | $5417277.72   | 0.25%             | 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        |   1165000 | PA      | $1026166.95   | 0.05%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    212000 | PA      | $167003.00    | 0.01%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142094.20    | 0.01%             | 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        |    284000 | PA      | $260135.48    | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19807.55     | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $121370.04    | 0.01%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                            | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    376000 | PA      | $353236.96    | 0.02%             | 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        |      4859 | PA      | $4898.96      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2014-C25                                        | CUSIP: 92939LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $203981.06    | 0.01%             | 2047-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                              | Kansas City Southern/Old                                                        | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    122000 | PA      | $102617.86    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100692.00    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                  | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    720000 | PA      | $683654.40    | 0.03%             | 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        |    162000 | PA      | $127811.52    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635144 | PA      | $1546365.38   | 0.07%             | 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        |     20000 | PA      | $19513.40     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    112000 | PA      | $94460.80     | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146481.40    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24485.25     | 0.00%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    307000 | PA      | $243435.65    | 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        |    157000 | PA      | $182724.45    | 0.01%             | 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        |    145000 | PA      | $141247.40    | 0.01%             | 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        |   2809958 | PA      | $2318224.30   | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83872.05     | 0.00%             | 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        |     50000 | PA      | $46350.50     | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13370.70     | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    423000 | PA      | $441709.29    | 0.02%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192046.94    | 0.01%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $104654.85    | 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        |    183000 | PA      | $167029.59    | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    158000 | PA      | $137113.98    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     31000 | PA      | $34243.84     | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52993.60     | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131308.25    | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                        | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76218.18     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48791.50     | 0.00%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33540 | PA      | $31892.20     | 0.00%             | 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        |   4670000 | PA      | $4416433.62   | 0.21%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                 | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $133964.34    | 0.01%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5728.50      | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                  | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    415000 | PA      | $322961.30    | 0.02%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171948.60    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3476730.49   | 0.16%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                          | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    185000 | PA      | $162017.45    | 0.01%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    211000 | PA      | $181711.09    | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QKAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7978769 | PA      | $7097257.65   | 0.33%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472071 | PA      | $466779.58    | 0.02%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                          | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46100.50     | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5747109.36   | 0.27%             | 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        |    100000 | PA      | $100992.00    | 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        |    190000 | PA      | $147897.90    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44713.50     | 0.00%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122117.80    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     10000 | PA      | $9629.20      | 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        |     59000 | PA      | $59963.47     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111457.71    | 0.01%             | 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        |     30000 | PA      | $26046.90     | 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        |   2752577 | PA      | $2487985.57   | 0.12%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    124000 | PA      | $99922.92     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     98000 | PA      | $82444.46     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101002.20    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                    | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $52638.55     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     58000 | PA      | $38117.02     | 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        |     75000 | PA      | $73714.50     | 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        |     33593 | PA      | $33506.33     | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | PROLOGIS LP                                                                     | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9392.60      | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $11068.30     | 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        |   8150000 | PA      | $7809037.09   | 0.36%             | 2023-11-15      | Fixed         | 0.25%                 | 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        |   1000000 | PA      | $985396.95    | 0.05%             | 2024-01-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $78365.70     | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    145000 | PA      | $87694.55     | 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        |     80000 | PA      | $72832.80     | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $44823.35     | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3451784 | PA      | $3123823.07   | 0.15%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $9439804.74   | 0.44%             | 2023-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157608.80    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95165.00     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    259000 | PA      | $213781.19    | 0.01%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4225000 | PA      | $4006158.22   | 0.19%             | 2028-02-15      | Fixed         | 2.75%                 | 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        |    192000 | PA      | $153212.16    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                     | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    183000 | PA      | $175019.37    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $45392.74     | 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        |     50000 | PA      | $48256.00     | 0.00%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                             | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30548.70     | 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        |     35000 | PA      | $25698.40     | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881513 | PA      | $728472.74    | 0.03%             | 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        |   1690000 | PA      | $1262746.88   | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | 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        |    211000 | PA      | $199272.62    | 0.01%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                              | Kansas City Southern/Old                                                        | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $117618.65    | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    134000 | PA      | $108360.44    | 0.01%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24980.00     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                          | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35005.60     | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                  | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40846.96     | 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        |     85000 | PA      | $66266.00     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    262000 | PA      | $288454.14    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1725468.75   | 0.08%             | 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        |    120000 | PA      | $114070.80    | 0.01%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                     | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    139000 | PA      | $104352.86    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329274 | PA      | $282098.72    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $409411.20    | 0.02%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                           | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    158000 | PA      | $146358.56    | 0.01%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58765.46     | 0.00%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187157 | PA      | $168358.06    | 0.01%             | 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        |     30000 | PA      | $22653.30     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8390000 | PA      | $7520193.01   | 0.35%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52474.50     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    870000 | PA      | $820949.40    | 0.04%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80089.80     | 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        |    135000 | PA      | $116395.65    | 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        |    230000 | PA      | $216591.00    | 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        |     95000 | PA      | $89022.60     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | 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        |     60000 | PA      | $63553.80     | 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        |    676508 | PA      | $581980.54    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $121116.45    | 0.01%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89981.17     | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    122000 | PA      | $92885.92     | 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        |   2463000 | PA      | $2224273.38   | 0.10%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    514000 | PA      | $481988.08    | 0.02%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147153.90    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    102000 | PA      | $97738.44     | 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        |   2843997 | PA      | $2517288.09   | 0.12%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    227000 | PA      | $185676.92    | 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        |    250000 | PA      | $232520.00    | 0.01%             | 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        |    253148 | PA      | $208857.35    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                  | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276740.00    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90847 | PA      | $88425.47     | 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        |    120000 | PA      | $86376.00     | 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        |    132000 | PA      | $126621.00    | 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        |     22000 | PA      | $20669.66     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| International Paper Co                            | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125046.25    | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    296000 | PA      | $235793.60    | 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        |    285000 | PA      | $271932.75    | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2305000 | PA      | $2172831.30   | 0.10%             | 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        |    159000 | PA      | $152102.58    | 0.01%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                  | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65625.70     | 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        |     50000 | PA      | $49728.00     | 0.00%             | 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        |     25000 | PA      | $21841.50     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98358.75     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                            | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33884.00     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    120000 | PA      | $105322.80    | 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        |     42000 | PA      | $36455.16     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    122000 | PA      | $108098.10    | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    409000 | PA      | $370100.01    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207470.40    | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                    | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21533.10     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                           | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     95000 | PA      | $79556.80     | 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        |    125000 | PA      | $116133.75    | 0.01%             | 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        |    235000 | PA      | $158942.25    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3868000 | PA      | $3639979.93   | 0.17%             | 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        |     14104 | PA      | $13156.95     | 0.00%             | 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        |     17000 | PA      | $14272.69     | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110737.00    | 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        |     25000 | PA      | $18948.00     | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3491250.00   | 0.16%             | 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        |    320000 | PA      | $312835.20    | 0.01%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                        | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100290.03    | 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        |   4475000 | PA      | $3756203.13   | 0.17%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $287812.50    | 0.01%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28073 | PA      | $26263.10     | 0.00%             | 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        |     50000 | PA      | $52020.50     | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635437 | PA      | $546418.10    | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69682.32     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     20000 | PA      | $19160.00     | 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        |   1108951 | PA      | $949653.07    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3655.10      | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62221.50     | 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        |    223000 | PA      | $188029.14    | 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        |     30000 | PA      | $31530.90     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                           | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    257000 | PA      | $265486.14    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                            | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     37000 | PA      | $32628.82     | 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        |    214000 | PA      | $196723.78    | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $146598.44    | 0.01%             | 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        |     69000 | PA      | $67923.60     | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42385.20     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $837581.85    | 0.04%             | 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        |    171000 | PA      | $188187.21    | 0.01%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13980 | PA      | $12220.88     | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    915062 | PA      | $754683.57    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54658.50     | 0.00%             | 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        |     79910 | PA      | $66231.75     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    122000 | PA      | $102549.54    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223083 | PA      | $211168.11    | 0.01%             | 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        |   1800000 | PA      | $1658109.38   | 0.08%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    875000 | PA      | $815535.00    | 0.04%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42938.10     | 0.00%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    335000 | PA      | $302213.55    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99167.37     | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    545000 | PA      | $304916.60    | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60729.32     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4875000 | PA      | $4930341.83   | 0.23%             | 2052-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111300.20    | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    136000 | PA      | $89924.56     | 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        |    224670 | PA      | $201837.57    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94902.40     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                          | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    106000 | PA      | $108789.92    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79927 | PA      | $75997.53     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                          | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    137000 | PA      | $151313.76    | 0.01%             | 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        |    145000 | PA      | $117383.30    | 0.01%             | 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        |     30000 | PA      | $33051.30     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89120.20     | 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        |     65000 | PA      | $59692.75     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                  | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     74000 | PA      | $60082.82     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73842.05     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     86000 | PA      | $99020.40     | 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        |    791000 | PA      | $735630.00    | 0.03%             | 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        |  10250000 | PA      | $9141718.75   | 0.43%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95016.00     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                              | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     75000 | PA      | $56367.75     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $456470.78    | 0.02%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331979 | PA      | $309383.09    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     43000 | PA      | $46357.87     | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                           | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28192.80     | 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        |   8230000 | PA      | $7673510.53   | 0.36%             | 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        |    155000 | PA      | $126898.50    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452383 | PA      | $419449.01    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137782.50    | 0.01%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    425000 | PA      | $356315.75    | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    702000 | PA      | $675871.56    | 0.03%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93905.46     | 0.00%             | 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        |    124000 | PA      | $79412.08     | 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        |    145000 | PA      | $138272.00    | 0.01%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    562000 | PA      | $520198.44    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105987.50    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    245000 | PA      | $225841.00    | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $152614.40    | 0.01%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4757812.50   | 0.22%             | 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        |    935472 | PA      | $802172.41    | 0.04%             | 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        |    422165 | PA      | $349774.19    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     78000 | PA      | $93906.54     | 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        |    120000 | PA      | $115267.20    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | 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        |    140000 | PA      | $135259.60    | 0.01%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | Bank of Montreal                                                                | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $166273.60    | 0.01%             | 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        |     50000 | PA      | $46237.50     | 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        |     45000 | PA      | $40949.10     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                 | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85951.15     | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $234737.50    | 0.01%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84263.05     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     86000 | PA      | $63235.80     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133L8ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1020686 | PA      | $942148.45    | 0.04%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $58990.00     | 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        |    555230 | PA      | $458475.63    | 0.02%             | 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        |     25000 | PA      | $25791.50     | 0.00%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37418 | PA      | $35580.40     | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15687 | PA      | $15546.12     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244033.40    | 0.01%             | 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        |    213000 | PA      | $147065.85    | 0.01%             | 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        |    243000 | PA      | $227435.85    | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     25000 | PA      | $22620.00     | 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        |    446269 | PA      | $403289.21    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2365780 | PA      | $2274237.83   | 0.11%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105045 | PA      | $99015.61     | 0.00%             | 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        |     25000 | PA      | $23896.00     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19742 | PA      | $18118.02     | 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        |    705000 | PA      | $644680.20    | 0.03%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    114000 | PA      | $102072.18    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49730.40     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143886.00    | 0.01%             | 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        |    100000 | PA      | $93109.00     | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     99000 | PA      | $72273.96     | 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        |    130000 | PA      | $110533.80    | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47215.85     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                 | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    265000 | PA      | $237803.05    | 0.01%             | 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        |    200000 | PA      | $171260.00    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    179000 | PA      | $164518.90    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2909296.89   | 0.14%             | 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        |    351000 | PA      | $284811.93    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225433AF8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    235000 | PA      | $166441.10    | 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        |     55000 | PA      | $49677.65     | 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        |     20000 | PA      | $18554.40     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95166.00     | 0.00%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50134 | PA      | $47200.73     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5150000 | PA      | $4841804.69   | 0.23%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $183245.00    | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $111819.20    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302203 | PA      | $293143.61    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1134218.75   | 0.05%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                         | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    665000 | PA      | $573509.30    | 0.03%             | 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        |     65000 | PA      | $54034.50     | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131887.65    | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107368.80    | 0.00%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49036.00     | 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        |     76000 | PA      | $60774.92     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $17320.80     | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| VF CORP                                           | VF Corp                                                                         | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46510.47     | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                               | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     77000 | PA      | $64442.84     | 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        |    122000 | PA      | $110353.88    | 0.01%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72711.60     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     30000 | PA      | $24284.10     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    716000 | PA      | $715183.76    | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     57000 | PA      | $38333.64     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273705 | PA      | $271250.29    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | 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        |   1000000 | PA      | $901381.51    | 0.04%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    329000 | PA      | $266272.86    | 0.01%             | 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        |     27000 | PA      | $26353.62     | 0.00%             | 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        |    100000 | PA      | $94308.00     | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                  | Ryder System Inc                                                                | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239835.40    | 0.01%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251900 | PA      | $203643.53    | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178552.00    | 0.01%             | 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        |   7250000 | PA      | $6172128.94   | 0.29%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99120.60     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3914909 | PA      | $3353956.17   | 0.16%             | 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        |    157000 | PA      | $147955.23    | 0.01%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125726.60    | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17948.00     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    490000 | PA      | $509404.00    | 0.02%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44858.00     | 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        |     55000 | PA      | $38558.85     | 0.00%             | 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        |    429000 | PA      | $403749.06    | 0.02%             | 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        |    185000 | PA      | $204830.15    | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    109000 | PA      | $99595.48     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $135736.38    | 0.01%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1832687 | PA      | $1566403.99   | 0.07%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8H83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636693 | PA      | $1543361.75   | 0.07%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80854.00     | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19697.40     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    156000 | PA      | $140565.36    | 0.01%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1920000 | PA      | $1550782.02   | 0.07%             | 2030-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181100.20    | 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        |    900000 | PA      | $729081.00    | 0.03%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9401601.62   | 0.44%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                          | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    141000 | PA      | $143498.52    | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    262000 | PA      | $219375.22    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    950383 | PA      | $808554.35    | 0.04%             | 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        |     85000 | PA      | $71898.10     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    111000 | PA      | $96733.17     | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    265000 | PA      | $175175.60    | 0.01%             | 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        |    238000 | PA      | $222722.78    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $371182.50    | 0.02%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                           | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9386.70      | 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        |    255000 | PA      | $213794.55    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     82000 | PA      | $93653.84     | 0.00%             | 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        |   2363506 | PA      | $2034308.83   | 0.09%             | 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        |    545000 | PA      | $549621.60    | 0.03%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49518.00     | 0.00%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    182000 | PA      | $151394.88    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28192.20     | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                          | Federal Realty Investment Trust                                                 | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     25000 | PA      | $20022.75     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    294000 | PA      | $279411.72    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $23005.75     | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                    | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $47185.05     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119936.41    | 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        |    165000 | PA      | $127941.00    | 0.01%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    991002 | PA      | $892895.44    | 0.04%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102088.12    | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                            | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37587.55     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70423.35     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                  | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     77000 | PA      | $64029.35     | 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        |    138000 | PA      | $146591.88    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105711.78    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102978.00    | 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        |     64000 | PA      | $49624.96     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2021-B Owner Trust                                      | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $903912.07    | 0.04%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                             | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     45000 | PA      | $38867.40     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    144000 | PA      | $132527.52    | 0.01%             | 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        |   3481128 | PA      | $3049594.14   | 0.14%             | 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        |    235000 | PA      | $188324.30    | 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        |    145000 | PA      | $135196.55    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197991.40    | 0.01%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                  | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     84000 | PA      | $70499.52     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270163.20    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8942.85      | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES    | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34946.50     | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151860 | PA      | $142974.14    | 0.01%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602661.70    | 0.03%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108532.50    | 0.01%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    176000 | PA      | $165652.96    | 0.01%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164688.81    | 0.01%             | 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        |    284000 | PA      | $208277.08    | 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        |     80000 | PA      | $78227.20     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    102000 | PA      | $95683.14     | 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        |    115000 | PA      | $100759.55    | 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        |    104000 | PA      | $97898.32     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $359464.80    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15505.80     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $67330.50     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    439000 | PA      | $422177.52    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31388.70     | 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        |    265000 | PA      | $273103.70    | 0.01%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183175.85    | 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        |    416000 | PA      | $412817.60    | 0.02%             | 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        |     39000 | PA      | $32213.61     | 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        |    120000 | PA      | $115912.80    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55240.52     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                      | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36479.30     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                       | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    470000 | PA      | $441574.40    | 0.02%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26068.00     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                            | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     60000 | PA      | $60198.60     | 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        |    555000 | PA      | $523542.60    | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1452539.07   | 0.07%             | 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        |     55000 | PA      | $46360.05     | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1781158 | PA      | $1602700.55   | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28131.25     | 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        |    228000 | PA      | $257090.52    | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $134971.20    | 0.01%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11252 | PA      | $10486.34     | 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        |     25000 | PA      | $24801.25     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $261484.38    | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    720000 | PA      | $704728.80    | 0.03%             | 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        |    200000 | PA      | $168094.00    | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56895.30     | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    537000 | PA      | $521330.34    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40123.86     | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1100000 | PA      | $1113045.98   | 0.05%             | 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        |     56000 | PA      | $57472.24     | 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        |     60000 | PA      | $61166.40     | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4218.85      | 0.00%             | 2050-05-01      | 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        |    160000 | PA      | $154611.20    | 0.01%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $244090.10    | 0.01%             | 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        |    758427 | PA      | $717262.05    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    137000 | PA      | $118977.65    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55829.36     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38003 | PA      | $37662.02     | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    134000 | PA      | $124902.74    | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $73745.70     | 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        |    131000 | PA      | $128391.79    | 0.01%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302578 | PA      | $1171950.81   | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104827.28    | 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        |    115000 | PA      | $108195.45    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    483000 | PA      | $474784.17    | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                           | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28378.50     | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46070.34     | 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        |    255000 | PA      | $260755.35    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    104000 | PA      | $69312.88     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30051.30     | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   6407000 | PA      | $5734969.77   | 0.27%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1640579.72   | 0.08%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262262.00    | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    141000 | PA      | $138112.32    | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                             | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98568.75     | 0.00%             | 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        |     40000 | PA      | $36592.40     | 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        |      9839 | PA      | $9796.25      | 0.00%             | 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        |   1539266 | PA      | $1392589.10   | 0.06%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     77000 | PA      | $65540.86     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142912.00    | 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        |      5000 | PA      | $4247.60      | 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        |     30000 | PA      | $23494.20     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                           | KeyCorp                                                                         | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64629.84     | 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        |   1012221 | PA      | $935779.32    | 0.04%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    103000 | PA      | $91229.16     | 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        |    140000 | PA      | $125314.00    | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2945196 | PA      | $2617978.02   | 0.12%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    274000 | PA      | $236442.82    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96837.00     | 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        |   2425350 | PA      | $2293709.66   | 0.11%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884376 | PA      | $824181.16    | 0.04%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187072.20    | 0.01%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112690.89    | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1425548.13   | 0.07%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $156325.00    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133207.20    | 0.01%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                              | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     43000 | PA      | $29788.68     | 0.00%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655703 | PA      | $541287.37    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890351 | PA      | $837287.64    | 0.04%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    160000 | PA      | $106856.00    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    125000 | PA      | $136883.75    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    358000 | PA      | $351960.54    | 0.02%             | 2025-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    120000 | PA      | $90250.80     | 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        |    857788 | PA      | $709050.23    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3763713 | PA      | $3192559.88   | 0.15%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                          | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20973.80     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                           | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135801.61    | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $173099.48    | 0.01%             | 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        |    162752 | PA      | $139611.35    | 0.01%             | 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        |     69000 | PA      | $73445.67     | 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        |     50000 | PA      | $46884.50     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    249000 | PA      | $185363.07    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64274.70     | 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        |    375000 | PA      | $335268.75    | 0.02%             | 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        |    215000 | PA      | $146853.60    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264121.00    | 0.01%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923385 | PA      | $1641957.48   | 0.08%             | 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        |    790000 | PA      | $789123.10    | 0.04%             | 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        |    280000 | PA      | $251935.60    | 0.01%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59710 | PA      | $54807.20     | 0.00%             | 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        |    855000 | PA      | $817029.45    | 0.04%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294243.00    | 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        |    237000 | PA      | $207652.29    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72839.25     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832699 | PA      | $1514841.62   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAA0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48663.50     | 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        |    250000 | PA      | $266250.00    | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368346 | PA      | $340528.90    | 0.02%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103062.50    | 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        |    194000 | PA      | $160470.98    | 0.01%             | 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        |    383000 | PA      | $370885.71    | 0.02%             | 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        |    182000 | PA      | $172645.20    | 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        |    100000 | PA      | $93737.00     | 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        |    335000 | PA      | $325542.95    | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8203000 | PA      | $7508308.44   | 0.35%             | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    252000 | PA      | $210677.04    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | 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        | 126220963 | NS      | $126233585.16 | 5.87%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3211671.89   | 0.15%             | 2027-03-31      | 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        |    300000 | PA      | $299778.00    | 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        |    379732 | PA      | $332253.70    | 0.02%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77790.60     | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     69000 | PA      | $55503.60     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    297000 | PA      | $249729.48    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190339.50    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $839252.20    | 0.04%             | 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        |    185000 | PA      | $119959.55    | 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        |    141000 | PA      | $133345.11    | 0.01%             | 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        |     28947 | PA      | $27400.54     | 0.00%             | 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        |     84000 | PA      | $69477.24     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                          | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    340000 | PA      | $316873.20    | 0.01%             | 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        |     72000 | PA      | $60177.60     | 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        |    172000 | PA      | $162701.68    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    202000 | PA      | $145442.02    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1198780 | PA      | $1117185.17   | 0.05%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $3903046.88   | 0.18%             | 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        |   2602231 | PA      | $2501558.74   | 0.12%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    735000 | PA      | $706834.80    | 0.03%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                           | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636000 | PA      | $595047.96    | 0.03%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74989.20     | 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        |    800000 | PA      | $636830.65    | 0.03%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $263763.00    | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96461.00     | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127531.50    | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108200.40    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                        | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69094.00     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301584.00    | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                        | VMware Inc                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470435.25    | 0.02%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914042 | PA      | $1638783.91   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B6 Mortgage Trust                                                | CUSIP: 08162CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240094.28    | 0.01%             | 2051-10-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72249 | PA      | $65248.12     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82908.00     | 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        |   2643000 | PA      | $2556689.53   | 0.12%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44692.20     | 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        |    200000 | PA      | $186594.00    | 0.01%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SWISS RE AMERICA HOLDING                          | Swiss Re America Holding Corp                                                   | CUSIP: 36158FAA8<br>LEI: 549300TFNR7TTQPWQU29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95210.10     | 0.00%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41456.00     | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                | CUSIP: 06368FAF6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48985.50     | 0.00%             | 2025-01-10      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1270000 | PA      | $1213612.00   | 0.06%             | 2025-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180685 | PA      | $158302.08    | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    184000 | PA      | $164957.84    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9SX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3538106 | PA      | $2745872.47   | 0.13%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                  | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $893883.00    | 0.04%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    560000 | PA      | $563421.60    | 0.03%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539569 | PA      | $1269193.06   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32255.70     | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24237 | PA      | $23951.21     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96797.40     | 0.00%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     70000 | PA      | $57381.80     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    155000 | PA      | $172108.90    | 0.01%             | 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        |   9000000 | PA      | $8722265.67   | 0.41%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    147000 | PA      | $112203.63    | 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        |    280000 | PA      | $240976.40    | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                            | AmerisourceBergen Corp                                                          | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    122000 | PA      | $101757.76    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $266988.80    | 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        |    115000 | PA      | $97952.40     | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    135000 | PA      | $126214.20    | 0.01%             | 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        |     80000 | PA      | $78949.60     | 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        |    375000 | PA      | $360073.24    | 0.02%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665000 | PA      | $584160.94    | 0.03%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97915.00     | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124766.70    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6671328.16   | 0.31%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $375468.00    | 0.02%             | 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        |     15000 | PA      | $12284.25     | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                               | SVB Financial Group                                                             | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105824.40    | 0.00%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39035.20     | 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        |    279465 | PA      | $251382.04    | 0.01%             | 2037-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76309.60     | 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        |    258000 | PA      | $224960.52    | 0.01%             | 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        |     45000 | PA      | $37672.20     | 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        |     50000 | PA      | $41172.50     | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B4 Mortgage Trust                                                | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94834.73     | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68598.40     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    206000 | PA      | $190836.34    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    396000 | PA      | $345323.88    | 0.02%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                 | SITE Centers Corp                                                               | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    137000 | PA      | $129554.05    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96221.44     | 0.00%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     36000 | PA      | $28198.80     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                       | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    307000 | PA      | $267645.67    | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122848.37    | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99663.90     | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    189000 | PA      | $157712.94    | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                   | Life Storage LP                                                                 | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     35000 | PA      | $31575.95     | 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        |    300000 | PA      | $289068.00    | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60638.20     | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                        | VMware Inc                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    505000 | PA      | $475356.50    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $100848.00    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69617.60     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     51000 | PA      | $39188.91     | 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        |    579000 | PA      | $408837.69    | 0.02%             | 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        |    250248 | PA      | $207374.87    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83009 | PA      | $73169.39     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    112000 | PA      | $127747.20    | 0.01%             | 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        |    255000 | PA      | $180430.35    | 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        |    100000 | PA      | $102017.00    | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        83 | PA      | $79.93        | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2740726.58   | 0.13%             | 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        |     90000 | PA      | $83106.90     | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1785000 | PA      | $1783326.56   | 0.08%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                               | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $151865.55    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    172000 | PA      | $161389.32    | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7113 | PA      | $7190.45      | 0.00%             | 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        |    211000 | PA      | $191225.08    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | 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        |    102000 | PA      | $87411.96     | 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        |     77000 | PA      | $74445.14     | 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        |    296000 | PA      | $291024.24    | 0.01%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $139702.50    | 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        |    477000 | PA      | $461683.53    | 0.02%             | 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        |     80000 | PA      | $64028.80     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3277218.75   | 0.15%             | 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        |   5750000 | PA      | $5008339.87   | 0.23%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $103955.25    | 0.00%             | 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        |   8750000 | PA      | $7546875.00   | 0.35%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373557.80    | 0.02%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113734.40    | 0.01%             | 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        |    265000 | PA      | $242594.25    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6529140.66   | 0.30%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93194 | PA      | $76786.26     | 0.00%             | 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        |    250000 | PA      | $206317.50    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    237000 | PA      | $208306.41    | 0.01%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67557.10     | 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        |    508742 | PA      | $489056.18    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    433000 | PA      | $407323.10    | 0.02%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $146408.75    | 0.01%             | 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        |    135199 | PA      | $122098.85    | 0.01%             | 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        |     50000 | PA      | $44882.00     | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                         | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    210000 | PA      | $164406.90    | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                             | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     27000 | PA      | $22742.64     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2947965 | PA      | $2506207.39   | 0.12%             | 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        |    228000 | PA      | $219689.40    | 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        |    112000 | PA      | $99051.68     | 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        |    293000 | PA      | $372608.10    | 0.02%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     69000 | PA      | $75807.54     | 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        |    715951 | PA      | $590550.88    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473555 | PA      | $459747.37    | 0.02%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                     | Welltower Inc                                                                   | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    105000 | PA      | $89478.90     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                          | Johnson Controls International plc                                              | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    635000 | PA      | $620306.10    | 0.03%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54496.75     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    352000 | PA      | $329243.20    | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28552.50     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $80965.94     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79556.60     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $52934.20     | 0.00%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1207089.85   | 0.06%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                    | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101095.80    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    851000 | PA      | $767567.96    | 0.04%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69120.80     | 0.00%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    234000 | PA      | $223729.74    | 0.01%             | 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        |     20000 | PA      | $18935.40     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12181.80     | 0.00%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104672.40    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    235000 | PA      | $253847.00    | 0.01%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2250000 | PA      | $1875532.50   | 0.09%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    162000 | PA      | $129734.46    | 0.01%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    362000 | PA      | $334115.14    | 0.02%             | 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        |    275000 | PA      | $260046.88    | 0.01%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $371765.00    | 0.02%             | 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        |    190000 | PA      | $169563.60    | 0.01%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                 | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16572.60     | 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        |    213568 | PA      | $176128.34    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72092.75     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     55000 | PA      | $51981.05     | 0.00%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    283000 | PA      | $269246.20    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22428 | PA      | $22227.24     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     84000 | PA      | $69654.48     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    781000 | PA      | $710756.86    | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    193000 | PA      | $139606.55    | 0.01%             | 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        |    101000 | PA      | $91618.11     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                            | AmerisourceBergen Corp                                                          | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    169000 | PA      | $143119.34    | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4114.30      | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                          | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52017.00     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2371 | PA      | $2396.99      | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112827.00    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                 | ITC Holdings Corp                                                               | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    655000 | PA      | $638467.80    | 0.03%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    135000 | PA      | $132281.10    | 0.01%             | 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        |     55000 | PA      | $47950.65     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $36767.60     | 0.00%             | 2026-05-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1863377 | PA      | $1781539.49   | 0.08%             | 2049-11-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57581.55     | 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        |    105000 | PA      | $68536.65     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                           | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64472.91     | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39291.20     | 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        |    100000 | PA      | $100168.00    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2007957 | PA      | $1653701.50   | 0.08%             | 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        |    217176 | PA      | $186353.60    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                         | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117898.75    | 0.01%             | 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        |    399617 | PA      | $376241.43    | 0.02%             | 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        |   4700000 | PA      | $4105156.25   | 0.19%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176159.10    | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                 | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    315000 | PA      | $246881.25    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                 | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    394000 | PA      | $362708.52    | 0.02%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93179.55     | 0.00%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121088.66    | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    487000 | PA      | $453557.71    | 0.02%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104075.00    | 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        |    176000 | PA      | $185350.88    | 0.01%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83725.75     | 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        |     42000 | PA      | $40562.34     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies Inc                                                          | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106418.40    | 0.00%             | 2025-12-15      | Fixed         | 3.85%                 | 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        |    210000 | PA      | $142730.70    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                         | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103814.70    | 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        |     20000 | PA      | $13778.00     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111994.56    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273768.00    | 0.01%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics Inc                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    424000 | PA      | $411449.60    | 0.02%             | 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        |     56000 | PA      | $49310.80     | 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        |     75000 | PA      | $68624.25     | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1164681 | PA      | $1018151.78   | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                            | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $52862.25     | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    349000 | PA      | $310997.39    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $201278.70    | 0.01%             | 2024-07-16      | Fixed         | 2.70%                 | 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        |     59000 | PA      | $47145.13     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    268000 | PA      | $255843.52    | 0.01%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    209000 | PA      | $197785.06    | 0.01%             | 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        |     50000 | PA      | $41167.50     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                            | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    390000 | PA      | $361650.90    | 0.02%             | 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        |     90000 | PA      | $59699.70     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5894.80      | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109445.00    | 0.01%             | 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        |   2378719 | PA      | $1851192.68   | 0.09%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    144000 | PA      | $138849.12    | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41675.15     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     55000 | PA      | $51700.55     | 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        |     25000 | PA      | $22376.75     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                                 | Crane Holdings Co                                                               | CUSIP: 224399AT2<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35870.00     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    205000 | PA      | $195789.35    | 0.01%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $457220.75    | 0.02%             | 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        |    140000 | PA      | $119296.80    | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33649.35     | 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        |    160000 | PA      | $137980.80    | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $132210.65    | 0.01%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United Mexican States                             | Mexico Government International Bond                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    475000 | PA      | $463205.75    | 0.02%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324381 | PA      | $304907.45    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | 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        |     95000 | PA      | $73041.70     | 0.00%             | 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        |    335000 | PA      | $263933.10    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     96000 | PA      | $75696.96     | 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        |     45000 | PA      | $40557.15     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67629.25     | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3042220 | PA      | $2671836.59   | 0.12%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    582000 | PA      | $559197.24    | 0.03%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $33086.39     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19903.00     | 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        |     35000 | PA      | $30523.15     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1007500.00   | 0.05%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                 | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140428.50    | 0.01%             | 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        |     80000 | PA      | $80148.00     | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                              | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     68000 | PA      | $54886.88     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26301.99     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1297701 | PA      | $1180151.42   | 0.05%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    105000 | PA      | $68786.55     | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                              | Thomson Reuters Corp                                                            | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $122623.75    | 0.01%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $221570.25    | 0.01%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158746.35    | 0.01%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    357000 | PA      | $361255.44    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                             | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     55000 | PA      | $49137.00     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150893.40    | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124447 | PA      | $115976.58    | 0.01%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                           | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72468.85     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                     | Sempra Energy                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    307000 | PA      | $285552.98    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3933.35      | 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        |     73000 | PA      | $73656.27     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178998.00    | 0.01%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190117.00    | 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        |   7850000 | PA      | $5672851.56   | 0.26%             | 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        |    195000 | PA      | $132334.80    | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    102000 | PA      | $73320.66     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1955625.00   | 0.09%             | 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        |     53000 | PA      | $45436.90     | 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        |     75000 | PA      | $65045.25     | 0.00%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71784 | PA      | $70936.56     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $117226.20    | 0.01%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105325.05    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $33023.00     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7610000 | PA      | $6330568.75   | 0.29%             | 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        |     15000 | PA      | $17056.95     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617NWEY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74032 | PA      | $65256.57     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                             | Mexico Government International Bond                                            | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    315000 | PA      | $295299.90    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                              | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32679.15     | 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        |    115000 | PA      | $108363.35    | 0.01%             | 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        |    330000 | PA      | $303514.20    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    252000 | PA      | $238858.20    | 0.01%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                      | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3512919.98   | 0.16%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                          | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    368000 | PA      | $334416.32    | 0.02%             | 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        |   2334713 | PA      | $1998858.54   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | 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        |    209000 | PA      | $134301.31    | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    196000 | PA      | $149054.08    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2974 | PA      | $2883.50      | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36998.80     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    340000 | PA      | $331248.40    | 0.02%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    295000 | PA      | $254673.50    | 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        |    217000 | PA      | $171267.25    | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                       | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21447.80     | 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        |    221582 | PA      | $189758.73    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    165000 | PA      | $149559.30    | 0.01%             | 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        |    365000 | PA      | $319601.30    | 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        |     90000 | PA      | $81989.10     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     56000 | PA      | $53192.16     | 0.00%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18059.00     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $163039.50    | 0.01%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    145000 | PA      | $140067.10    | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $193858.32    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    180000 | PA      | $113266.80    | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4027312.50   | 0.19%             | 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        |     81000 | PA      | $70335.54     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | 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        |    100000 | PA      | $82845.00     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $676912.50    | 0.03%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      5000 | PA      | $4044.40      | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89633.00     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     52000 | PA      | $44639.40     | 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        |    402000 | PA      | $363621.06    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338992.50    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2206840 | PA      | $1932618.62   | 0.09%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    264000 | PA      | $246111.36    | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | 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        |    210000 | PA      | $200818.80    | 0.01%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                        | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27574.00     | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $187178.40    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4579195.34   | 0.21%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                          | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    273000 | PA      | $285257.70    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    665000 | PA      | $615164.90    | 0.03%             | 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        |   7411177 | PA      | $7239334.32   | 0.34%             | 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        |      2873 | PA      | $2842.01      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292137.80    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862343 | PA      | $710678.69    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105770.60    | 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        |     40000 | PA      | $40024.40     | 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        |    179000 | PA      | $157342.79    | 0.01%             | 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        |     85000 | PA      | $81996.95     | 0.00%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53503.20     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    435000 | PA      | $367427.10    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190047.00    | 0.01%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277561 | PA      | $256112.60    | 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        |    110000 | PA      | $81154.70     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    547000 | PA      | $508660.77    | 0.02%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    525000 | PA      | $491310.75    | 0.02%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                      | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    280000 | PA      | $256972.80    | 0.01%             | 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        |    100000 | PA      | $91306.00     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-CCRE17 Mortgage Trust                                                 | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $569636.91    | 0.03%             | 2047-05-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    120000 | PA      | $93703.20     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $139692.00    | 0.01%             | 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        |     69000 | PA      | $58954.98     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $486425.78    | 0.02%             | 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        |    417000 | PA      | $391950.81    | 0.02%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                        | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $140246.00    | 0.01%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1289784 | PA      | $1063930.77   | 0.05%             | 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        |    154000 | PA      | $139206.76    | 0.01%             | 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        |    350000 | PA      | $335343.75    | 0.02%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                        | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52123.50     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103306.00    | 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        |      5000 | PA      | $3901.50      | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    198000 | PA      | $185795.28    | 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        |    816000 | PA      | $573093.12    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    370000 | PA      | $298604.80    | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $37782.00     | 0.00%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    147000 | PA      | $112581.42    | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    426000 | PA      | $416261.64    | 0.02%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    117000 | PA      | $99301.41     | 0.00%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust      | American Express Credit Account Master Trust                                    | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $966430.43    | 0.04%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $113499.60    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                           | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $59187.10     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53211.00     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    445000 | PA      | $433447.80    | 0.02%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                      | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     92000 | PA      | $77173.28     | 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        |     30000 | PA      | $26156.10     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    124000 | PA      | $102421.52    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                          | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125135.00    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $88080.00     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                          | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43558.20     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61591.40     | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50717.68     | 0.00%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                | Voya Financial Inc                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161316.40    | 0.01%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    349000 | PA      | $330914.82    | 0.02%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45715.20     | 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        |     55000 | PA      | $43948.30     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50653.00     | 0.00%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81361.00     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    343000 | PA      | $381055.85    | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63229.20     | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95173.20     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1237740 | PA      | $1144273.56   | 0.05%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                              | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31790.40     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225566.00    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                          | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     35000 | PA      | $27267.10     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16146.15     | 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        |    216000 | PA      | $191309.04    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13454.98     | 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        |    130000 | PA      | $123555.90    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72106.44     | 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        |     52000 | PA      | $49518.04     | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    541000 | PA      | $520431.18    | 0.02%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    565903 | PA      | $484343.63    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    114000 | PA      | $107960.28    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $872343.50    | 0.04%             | 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        |    145000 | PA      | $141473.60    | 0.01%             | 2025-12-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75279 | PA      | $69462.10     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131892.80    | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                       | Trimble Inc                                                                     | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    436000 | PA      | $432512.00    | 0.02%             | 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        |    179000 | PA      | $175019.04    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                         | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102061.30    | 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        |     35000 | PA      | $37157.05     | 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        |    105000 | PA      | $97812.75     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $160054.69    | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                          | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56439.00     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | 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        |    900000 | PA      | $786695.88    | 0.04%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $5026218.75   | 0.23%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    166000 | PA      | $152663.56    | 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        |      4586 | PA      | $4442.31      | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $121807.40    | 0.01%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                 | International Finance Corp                                                      | CUSIP: 45950KCR9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1801000 | PA      | $1702071.07   | 0.08%             | 2024-10-16      | Fixed         | 1.38%                 | 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        |     39000 | PA      | $33770.88     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     67000 | PA      | $53345.40     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102874.20    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19643.20     | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71926.40     | 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        |     50000 | PA      | $47470.50     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    310000 | PA      | $251227.10    | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    420000 | PA      | $401318.40    | 0.02%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     72000 | PA      | $52932.96     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    352000 | PA      | $324008.96    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                          | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57365.70     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     82000 | PA      | $53004.80     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81753.84     | 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        |    720000 | PA      | $699018.66    | 0.03%             | 2047-06-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786196 | PA      | $648589.15    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                       | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $356455.20    | 0.02%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51320.50     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201566.00    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $5398828.13   | 0.25%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                            | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63579.75     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297978.20    | 0.01%             | 2026-02-28      | 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        |     72000 | PA      | $78780.24     | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                     | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    215000 | PA      | $195862.85    | 0.01%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     31000 | PA      | $34122.94     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2575500.00   | 0.12%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                          | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    840000 | PA      | $787525.20    | 0.04%             | 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        |    165000 | PA      | $150265.50    | 0.01%             | 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        |    197000 | PA      | $165017.05    | 0.01%             | 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        |    126000 | PA      | $120672.72    | 0.01%             | 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        |    100000 | PA      | $100121.00    | 0.00%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                    | Whirlpool Corp                                                                  | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    167000 | PA      | $162556.13    | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     97000 | PA      | $105932.73    | 0.00%             | 2032-10-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533104 | PA      | $439067.75    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286647 | PA      | $246718.99    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                           | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    124000 | PA      | $112439.48    | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    308000 | PA      | $250847.52    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                            | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    266000 | PA      | $206285.66    | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    173000 | PA      | $160047.49    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                           | Wintrust Financial Corp                                                         | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13717.65     | 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        |    432000 | PA      | $421632.00    | 0.02%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378106.70    | 0.02%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $162804.69    | 0.01%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208120.00    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                      | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28117.25     | 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        |   6050000 | PA      | $4633921.88   | 0.22%             | 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        |    278464 | PA      | $250406.38    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                           | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84365.90     | 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        |     10000 | PA      | $8212.00      | 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        |   6200000 | PA      | $5706906.25   | 0.27%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                          | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66875.76     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     44000 | PA      | $32677.48     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140525.30    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8771.90      | 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        |    111000 | PA      | $110960.04    | 0.01%             | 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        |    900000 | PA      | $979875.00    | 0.05%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33195.20     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $189924.30    | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                          | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14609.25     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    308000 | PA      | $331826.88    | 0.02%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39473.57     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17159.20     | 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        |    155000 | PA      | $154249.80    | 0.01%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    207000 | PA      | $202843.44    | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4150000 | PA      | $3854312.50   | 0.18%             | 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        |     50000 | PA      | $46688.50     | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    327000 | PA      | $299067.66    | 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        |     95000 | PA      | $83130.70     | 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        |    188000 | PA      | $176594.04    | 0.01%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                          | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1719.94      | 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        |     20000 | PA      | $24449.20     | 0.00%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52716.00     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $268278.00    | 0.01%             | 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        |    280000 | PA      | $194096.00    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3487 | PA      | $3346.09      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    178000 | PA      | $144783.42    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3768794 | PA      | $3259451.68   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                 | Kimco Realty Corp                                                               | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     52000 | PA      | $36535.72     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192227.16    | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                          | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    259000 | PA      | $250240.62    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOV INC                                           | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    286000 | PA      | $255317.92    | 0.01%             | 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        |     60000 | PA      | $48347.40     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88031.00     | 0.00%             | 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        |    175000 | PA      | $171699.50    | 0.01%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                               | Electronic Arts Inc                                                             | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    424000 | PA      | $425780.80    | 0.02%             | 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        |     79000 | PA      | $69768.06     | 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        |    120000 | PA      | $108027.60    | 0.01%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    295000 | PA      | $265824.50    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2211314.88   | 0.10%             | 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        |     81000 | PA      | $74558.07     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2428149 | PA      | $2198796.73   | 0.10%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                       | Textron Inc                                                                     | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    183000 | PA      | $177387.39    | 0.01%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2739000.00   | 0.13%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $144450.96    | 0.01%             | 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        |    175000 | PA      | $154201.25    | 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        |    375000 | PA      | $352016.25    | 0.02%             | 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        |    375000 | PA      | $318105.47    | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                          | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    125000 | PA      | $123010.00    | 0.01%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $112094.60    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28756.00     | 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        |     57000 | PA      | $52732.41     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48192.00     | 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        |    119000 | PA      | $103681.13    | 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        |    120000 | PA      | $101042.40    | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300604.80    | 0.01%             | 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        |    945124 | PA      | $778900.70    | 0.04%             | 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        |     15828 | PA      | $15216.00     | 0.00%             | 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        |    642999 | PA      | $531405.40    | 0.02%             | 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        |     72000 | PA      | $47437.20     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                    | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    321000 | PA      | $255853.05    | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     72000 | PA      | $58395.60     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539372 | PA      | $444296.29    | 0.02%             | 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        |    279133 | PA      | $266497.51    | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                    | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    178000 | PA      | $154247.68    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2647218.75   | 0.12%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                | Analog Devices Inc                                                              | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38011.20     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74019.00     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52475.15     | 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        |     10735 | PA      | $10607.82     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $59374.80     | 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        |   3203784 | PA      | $2936912.11   | 0.14%             | 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        |    385549 | PA      | $389716.99    | 0.02%             | 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        |     71000 | PA      | $63086.34     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519174 | PA      | $479966.63    | 0.02%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    265000 | PA      | $250931.15    | 0.01%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     65000 | PA      | $53073.15     | 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        |    128000 | PA      | $117569.28    | 0.01%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    430000 | PA      | $344550.40    | 0.02%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37844 | PA      | $35984.71     | 0.00%             | 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        |   2750000 | PA      | $2527207.05   | 0.12%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $140527.80    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33400.80     | 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        |     90000 | PA      | $88307.10     | 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        |    105000 | PA      | $77996.10     | 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        |    200000 | PA      | $192730.00    | 0.01%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                        | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    117000 | PA      | $113356.62    | 0.01%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     25000 | PA      | $17327.50     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                               | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62133.84     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                       | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14480.55     | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                 | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10648.65     | 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        |   4844716 | PA      | $4136843.99   | 0.19%             | 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        |    420000 | PA      | $388924.20    | 0.02%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122906.40    | 0.01%             | 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        |    460000 | PA      | $435399.20    | 0.02%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4464093.75   | 0.21%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    186000 | PA      | $163324.74    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    295000 | PA      | $234289.00    | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                    | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    196000 | PA      | $185180.80    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                         | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21965.65     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    535000 | PA      | $514188.50    | 0.02%             | 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        |    120000 | PA      | $98025.60     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    318000 | PA      | $289332.30    | 0.01%             | 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        |    100000 | PA      | $94792.00     | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                            | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34525.69     | 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        |    194000 | PA      | $198062.36    | 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        |     70000 | PA      | $62659.10     | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212608.00    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32038.30     | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| HP INC                                            | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    406000 | PA      | $348961.06    | 0.02%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $271031.25    | 0.01%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                               | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    199000 | PA      | $165285.42    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48003.92     | 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        |     95000 | PA      | $83627.55     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155518.40    | 0.01%             | 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        |     59000 | PA      | $57753.33     | 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        |    336000 | PA      | $301502.88    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2160000 | PA      | $2092837.50   | 0.10%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                          | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    158000 | PA      | $164713.42    | 0.01%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $170187.50    | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2015-GC30                                          | CUSIP: 36250GAP0<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236632.40    | 0.01%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42965.55     | 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        |    115000 | PA      | $92532.45     | 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        |    135000 | PA      | $141678.45    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    874567 | PA      | $802477.31    | 0.04%             | 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        |    210000 | PA      | $194199.60    | 0.01%             | 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        |    272721 | PA      | $245005.54    | 0.01%             | 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        |    160000 | PA      | $149432.00    | 0.01%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    237000 | PA      | $219819.87    | 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        |    115000 | PA      | $78924.50     | 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        |    250000 | PA      | $237747.50    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4359765.65   | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     46000 | PA      | $34067.14     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1086592.25   | 0.05%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                          | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    107000 | PA      | $119933.09    | 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        |     67000 | PA      | $58966.70     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                     | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7833.40      | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1352000.00   | 0.06%             | 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        |     50000 | PA      | $49685.50     | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                          | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134828.80    | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B5NU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403606 | PA      | $331660.17    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust           | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAE4<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    844648 | PA      | $806754.00    | 0.04%             | 2048-10-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    513000 | PA      | $498723.21    | 0.02%             | 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        |    125000 | PA      | $119890.00    | 0.01%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                    | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116483.75    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                             | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     77000 | PA      | $64385.86     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                          | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30426.90     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    245000 | PA      | $206285.10    | 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        |     70000 | PA      | $56238.00     | 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        |    971000 | PA      | $910195.98    | 0.04%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                 | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50998.50     | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                           | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    285000 | PA      | $248200.80    | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4663236 | PA      | $3988479.34   | 0.19%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141758.10    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4050000 | PA      | $3777732.43   | 0.18%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    626000 | PA      | $618362.80    | 0.03%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     64000 | PA      | $43893.76     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     67000 | PA      | $48695.60     | 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        |     46000 | PA      | $42979.18     | 0.00%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610346.60    | 0.03%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $283239.00    | 0.01%             | 2025-01-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $476060.00    | 0.02%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     68000 | PA      | $52927.80     | 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        |    265000 | PA      | $257458.10    | 0.01%             | 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        |     60000 | PA      | $65281.20     | 0.00%             | 2026-12-15      | Fixed         | 7.45%                 | 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        |     22000 | PA      | $19223.16     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82484.00     | 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        |    972951 | PA      | $832672.32    | 0.04%             | 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        |   2267826 | PA      | $2037292.94   | 0.09%             | 2036-09-01      | Fixed         | 2.00%                 | 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        |    160000 | PA      | $152489.60    | 0.01%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $116427.50    | 0.01%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ERBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430797 | PA      | $405632.56    | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206970.00    | 0.01%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $104628.25    | 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        |    758874 | PA      | $682078.13    | 0.03%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    169000 | PA      | $141671.01    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     85000 | PA      | $94370.40     | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $531667.80    | 0.02%             | 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        |    239000 | PA      | $220104.66    | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278544.00    | 0.01%             | 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        |   1815000 | PA      | $1445974.20   | 0.07%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90872 | PA      | $77742.44     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     22000 | PA      | $20907.70     | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1382250.00   | 0.06%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124572.16    | 0.01%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2827943 | PA      | $2424539.15   | 0.11%             | 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        |     45000 | PA      | $42887.70     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                            | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68098.80     | 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        |      5950 | PA      | $5756.52      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79392.80     | 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        |     54000 | PA      | $52834.68     | 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        |    490457 | PA      | $404612.96    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                      | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $186354.09    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1642426 | PA      | $1351037.91   | 0.06%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51370 | PA      | $50909.34     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     83000 | PA      | $75042.79     | 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        |   2821163 | PA      | $2468430.15   | 0.11%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2021-1                       | CUSIP: 36261LAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $780297.70    | 0.04%             | 2027-05-17      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217145 | PA      | $203510.47    | 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        |    116000 | PA      | $83645.28     | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | 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        |     95000 | PA      | $92844.45     | 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        |     88000 | PA      | $90584.56     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125217.40    | 0.01%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98246.80     | 0.00%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66893.68     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     57000 | PA      | $48051.00     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                             | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209072.60    | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233393 | PA      | $211071.75    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | 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        |     97000 | PA      | $61999.49     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    303000 | PA      | $275705.76    | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                 | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71070.20     | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80927.10     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $143603.19    | 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        |    260000 | PA      | $242707.40    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $217003.20    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $167790.00    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $2877019.13   | 0.13%             | 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        |    800000 | PA      | $767136.00    | 0.04%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                        | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $288464.30    | 0.01%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2032199.23   | 0.09%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH51<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     10567 | PA      | $9974.03      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3794073 | PA      | $3128355.02   | 0.15%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                 | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    355000 | PA      | $281330.40    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    159000 | PA      | $138126.48    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252304.20    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    185000 | PA      | $146825.25    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4772471 | PA      | $3927530.93   | 0.18%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    304000 | PA      | $298415.52    | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                           | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    149000 | PA      | $139014.02    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                       | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12595.13     | 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        |     85000 | PA      | $78281.60     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                        | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30950.40     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1465436 | PA      | $1406375.75   | 0.07%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    318000 | PA      | $296045.28    | 0.01%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24998.40     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $68992.50     | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20747.10     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18701.75     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                   | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     82000 | PA      | $70401.10     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47545.50     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1614593 | PA      | $1326793.73   | 0.06%             | 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        |     35000 | PA      | $29589.00     | 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        |    260000 | PA      | $259698.40    | 0.01%             | 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        |     40000 | PA      | $29068.00     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276848 | PA      | $254115.00    | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49283.12     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211147.20    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59472.60     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    107000 | PA      | $102773.50    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5750000 | PA      | $5533027.37   | 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        |    230000 | PA      | $223021.80    | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30307.48     | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $199406.25    | 0.01%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                           | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      2000 | PA      | $2092.30      | 0.00%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18606.40     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     59000 | PA      | $73619.61     | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                  | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72489.60     | 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        |     60000 | PA      | $53026.80     | 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        |    131000 | PA      | $125496.69    | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51425.60     | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199745.85    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $68153.60     | 0.00%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64383.75     | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50907.00     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84005.50     | 0.00%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $882875.00    | 0.04%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $158212.00    | 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        |     25000 | PA      | $23339.50     | 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        |    425000 | PA      | $366537.00    | 0.02%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11226562.56  | 0.52%             | 2025-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7450000 | PA      | $6368003.94   | 0.30%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $121627.20    | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    104000 | PA      | $77083.76     | 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        |     90000 | PA      | $83644.20     | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                               | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    113000 | PA      | $107620.07    | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99025.68     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                                                      | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    274000 | PA      | $269352.96    | 0.01%             | 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        |   1000000 | PA      | $883593.75    | 0.04%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41570.50     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    247000 | PA      | $161256.42    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169320.90    | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51625.20     | 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        |     40000 | PA      | $36805.20     | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840348 | PA      | $692219.65    | 0.03%             | 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        |    200000 | PA      | $171444.00    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5070000 | PA      | $4705989.87   | 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        |    202000 | PA      | $172344.38    | 0.01%             | 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        |    210000 | PA      | $225405.60    | 0.01%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    107000 | PA      | $92272.52     | 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        |    763000 | PA      | $713916.21    | 0.03%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $210869.75    | 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        |     99000 | PA      | $83227.32     | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36964.85     | 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        |   2600000 | PA      | $2493156.25   | 0.12%             | 2025-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $33920.40     | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177325.20    | 0.01%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1895685 | PA      | $1561591.55   | 0.07%             | 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        |     60000 | PA      | $67332.60     | 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        |    150000 | PA      | $126654.00    | 0.01%             | 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        |     90000 | PA      | $99841.50     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1615000 | PA      | $1302772.05   | 0.06%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| AmerisourceBergen Corp                            | AmerisourceBergen Corp                                                          | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121958.20    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    231000 | PA      | $212658.60    | 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        |     30000 | PA      | $27970.20     | 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        |     73000 | PA      | $66428.54     | 0.00%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                      | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    570000 | PA      | $492024.00    | 0.02%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5567 | PA      | $5193.50      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                             | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    354000 | PA      | $345935.88    | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                  | Peruvian Government International Bond                                          | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    306000 | PA      | $329191.74    | 0.02%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    109000 | PA      | $96372.35     | 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        |    170000 | PA      | $108854.40    | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | 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        |     40000 | PA      | $37458.80     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2559 | PA      | $2535.80      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206133.40    | 0.01%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51169.20     | 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        |    185000 | PA      | $175984.95    | 0.01%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                             | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116734.20    | 0.01%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26203.50     | 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        |    299000 | PA      | $272610.26    | 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        |    834000 | PA      | $783409.56    | 0.04%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46342.80     | 0.00%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $219705.45    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1423945.32   | 0.07%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    437000 | PA      | $324586.12    | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    294000 | PA      | $269991.96    | 0.01%             | 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        |    125000 | PA      | $115468.75    | 0.01%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $341705.25    | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128634.93    | 0.01%             | 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        |    599630 | PA      | $494535.76    | 0.02%             | 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        |    309887 | PA      | $255914.44    | 0.01%             | 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        |   1475000 | PA      | $1148944.33   | 0.05%             | 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        |    171000 | PA      | $153903.42    | 0.01%             | 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        |     45000 | PA      | $39475.80     | 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        |     15000 | PA      | $16261.50     | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $502893.30    | 0.02%             | 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        |     60000 | PA      | $50019.00     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47684.56     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60801.00     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219528.00    | 0.01%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWPW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7307 | PA      | $6816.66      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    140000 | PA      | $93857.40     | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| International Paper Co                            | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63677.25     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83066.10     | 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        |    144000 | PA      | $105841.44    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2018-C44                                  | CUSIP: 95001JAV9<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $962890.67    | 0.04%             | 2051-05-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $436484.38    | 0.02%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     92000 | PA      | $68436.04     | 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        |     45000 | PA      | $32478.30     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5743.71      | 0.00%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182118 | PA      | $172391.02    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                       | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239345.00    | 0.01%             | 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        |    555000 | PA      | $463302.90    | 0.02%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $75841.92     | 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        |    185000 | PA      | $154395.45    | 0.01%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    183000 | PA      | $165907.80    | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85185.45     | 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        |    102000 | PA      | $90887.10     | 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        |     40000 | PA      | $38616.40     | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $116919.00    | 0.01%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                         | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63196.90     | 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        |    193000 | PA      | $143979.93    | 0.01%             | 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        |    310000 | PA      | $240569.30    | 0.01%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                             | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49182.00     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57307.23     | 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        |    175000 | PA      | $161477.75    | 0.01%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114290 | PA      | $97745.64     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                      | Hydro-Quebec                                                                    | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    580000 | PA      | $762879.80    | 0.04%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    183000 | PA      | $201411.63    | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54985.80     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28369.20     | 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        |   1695000 | PA      | $1583892.75   | 0.07%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                       | PNC Bank NA                                                                     | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42009.30     | 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        |     72000 | PA      | $64492.56     | 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        |    311000 | PA      | $251704.74    | 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        |    114000 | PA      | $111179.64    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    253000 | PA      | $257273.17    | 0.01%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38190.00     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                      | Hydro-Quebec                                                                    | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $222559.20    | 0.01%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    188000 | PA      | $183127.04    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    474000 | PA      | $453338.34    | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $52885.50     | 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        |     80000 | PA      | $57336.80     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48107.40     | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40576.00     | 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        |   4077065 | PA      | $3358399.21   | 0.16%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    117000 | PA      | $102310.65    | 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        |     10000 | PA      | $8044.90      | 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        |    223000 | PA      | $161487.68    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                    | Prudential PLC                                                                  | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $56842.50     | 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        |     97000 | PA      | $75153.66     | 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        |     37000 | PA      | $30168.69     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92013.00     | 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        |    125000 | PA      | $102827.50    | 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        |    186000 | PA      | $179848.98    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                 | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    320000 | PA      | $259868.80    | 0.01%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                       | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21090.00     | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $193221.45    | 0.01%             | 2025-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4720000 | PA      | $2721375.00   | 0.13%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5567.30      | 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        |     35000 | PA      | $21697.55     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65818.80     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    125000 | PA      | $126708.75    | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418691 | PA      | $402608.75    | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318027.60    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $122127.60    | 0.01%             | 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        |    107000 | PA      | $86909.68     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    386000 | PA      | $378704.60    | 0.02%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QFNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757216 | PA      | $651279.79    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                  | Campbell Soup Co                                                                | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139781.45    | 0.01%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY                                | DIAMONDBACK ENERGY                                                              | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99819.00     | 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        |    190000 | PA      | $178144.00    | 0.01%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     86000 | PA      | $83843.98     | 0.00%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    168000 | PA      | $139371.12    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                                 | CUSIP: 3136AX3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $138331.62    | 0.01%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13865000 | PA      | $12269829.81  | 0.57%             | 2052-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93090.20     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15840 | PA      | $15358.53     | 0.00%             | 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        |    459000 | PA      | $447612.21    | 0.02%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $96445.00     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324015 | PA      | $291531.47    | 0.01%             | 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        |    130000 | PA      | $124289.10    | 0.01%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1081411 | PA      | $972963.55    | 0.05%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226235.00    | 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        |      8795 | PA      | $8320.58      | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $386404.78    | 0.02%             | 2051-08-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65228.00     | 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        |    105105 | PA      | $97951.27     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155824.00    | 0.01%             | 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        |    332000 | PA      | $346996.44    | 0.02%             | 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        |     30000 | PA      | $23118.90     | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1764823 | PA      | $1455654.61   | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                             | Indonesia Government International Bond                                         | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    265000 | PA      | $259458.85    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3381328.13   | 0.16%             | 2025-05-15      | Fixed         | 2.75%                 | 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        |    100000 | PA      | $99379.00     | 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        |     95000 | PA      | $79358.25     | 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        |     75000 | PA      | $66868.50     | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                 | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    143000 | PA      | $113481.94    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98780.40     | 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        |    100000 | PA      | $92368.00     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319915.20    | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    195000 | PA      | $223538.25    | 0.01%             | 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        |   4546848 | PA      | $3872528.26   | 0.18%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166724.10    | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    107000 | PA      | $97434.20     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $61248.26     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91384 | PA      | $87014.40     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19776.40     | 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        |    277000 | PA      | $237413.93    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65136.24     | 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        |    115000 | PA      | $128026.05    | 0.01%             | 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        |    155000 | PA      | $161328.65    | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $87641.30     | 0.00%             | 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        |     75000 | PA      | $58081.50     | 0.00%             | 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        |    105000 | PA      | $97516.65     | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4785284 | PA      | $4100440.73   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56858.76     | 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        |    205000 | PA      | $200162.00    | 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        |    106000 | PA      | $87760.58     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    270000 | PA      | $231419.70    | 0.01%             | 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        |    655295 | PA      | $588682.12    | 0.03%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $8534093.75   | 0.40%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $202444.00    | 0.01%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    457000 | PA      | $442170.35    | 0.02%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174146 | PA      | $162483.55    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98582.00     | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $211587.95    | 0.01%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                             | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26733.00     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2366804 | PA      | $2021409.86   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2900632 | PA      | $2486859.63   | 0.12%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                   | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95071.00     | 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        |    369000 | PA      | $314332.65    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962044 | PA      | $823065.66    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123704.40    | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    327000 | PA      | $314338.56    | 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        |     30000 | PA      | $28842.00     | 0.00%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    536000 | PA      | $503759.60    | 0.02%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152474.40    | 0.01%             | 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        |    205000 | PA      | $192240.80    | 0.01%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246100.05    | 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        |     15000 | PA      | $13201.65     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112599.95    | 0.01%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2293000 | PA      | $2238839.34   | 0.10%             | 2024-02-28      | Fixed         | 2.63%                 | 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        |    507000 | PA      | $366419.04    | 0.02%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    213000 | PA      | $191648.88    | 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        |    100000 | PA      | $95111.00     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    122000 | PA      | $111028.54    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     93000 | PA      | $73590.90     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9826.70      | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39099.48     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    307000 | PA      | $274203.19    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    256000 | PA      | $242757.12    | 0.01%             | 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        |    130000 | PA      | $100657.70    | 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        |     40000 | PA      | $39945.60     | 0.00%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54561.60     | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    292000 | PA      | $290858.28    | 0.01%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                            | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    236000 | PA      | $196951.44    | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46390 | PA      | $43632.68     | 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        |    100000 | PA      | $96318.00     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121878.90    | 0.01%             | 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        |    240000 | PA      | $222372.00    | 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        |    162000 | PA      | $149281.38    | 0.01%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                             | Southwest Airlines Co                                                           | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18519.20     | 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        |    320362 | PA      | $287804.97    | 0.01%             | 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        |     12000 | PA      | $11121.00     | 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        |    350000 | PA      | $331149.00    | 0.02%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56208.12     | 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        |    114000 | PA      | $130952.94    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1244299 | PA      | $968479.51    | 0.05%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43601.00     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231173.80    | 0.01%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226930 | PA      | $210028.77    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84039.39     | 0.00%             | 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        |   1047431 | PA      | $1005977.82   | 0.05%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                   | PerkinElmer Inc                                                                 | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32341.50     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102343.50    | 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        |     55000 | PA      | $56548.80     | 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        |      5759 | PA      | $5535.78      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $295362.00    | 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        |      5000 | PA      | $4007.95      | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     90000 | PA      | $57420.00     | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11717 | PA      | $10751.46     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                          | XLIT Ltd                                                                        | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    334000 | PA      | $332864.40    | 0.02%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33737 | PA      | $29029.25     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87589.80     | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132315.00    | 0.01%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1015781.25   | 0.05%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285774.00    | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $92622.00     | 0.00%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278345 | PA      | $261556.09    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86444.10     | 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        |   4650000 | PA      | $4362281.25   | 0.20%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133292.94    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4950000 | PA      | $3784429.69   | 0.18%             | 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        |    141000 | PA      | $119745.66    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11227 | PA      | $10124.26     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74749.00     | 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        |     92000 | PA      | $80626.96     | 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        |    300000 | PA      | $247833.00    | 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        |   1000000 | PA      | $962656.25    | 0.04%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    206000 | PA      | $192750.08    | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    510000 | PA      | $493022.10    | 0.02%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79589.75     | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6624077 | PA      | $5944648.61   | 0.28%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                 | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    149000 | PA      | $170511.13    | 0.01%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95638.20     | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    299000 | PA      | $290601.09    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    347000 | PA      | $270587.13    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98686.00     | 0.00%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5090000 | PA      | $4137215.63   | 0.19%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $543671.88    | 0.03%             | 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        |    175000 | PA      | $164319.75    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34308.00     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800561 | PA      | $712892.31    | 0.03%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12990.45     | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23662.50     | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2014-C21                                        | CUSIP: 92939FAU3<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $612853.32    | 0.03%             | 2047-08-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88695.00     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                          | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    303000 | PA      | $285622.95    | 0.01%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1932782 | PA      | $1654454.21   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193295 | PA      | $170381.39    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $149865.20    | 0.01%             | 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        |      5000 | PA      | $5422.15      | 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        |     37000 | PA      | $32756.84     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                   | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91089.94     | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                            | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38440.80     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                 | Council Of Europe Development Bank                                              | CUSIP: 222213AS9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    510000 | PA      | $497270.40    | 0.02%             | 2024-02-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                            | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48504.40     | 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        |    200000 | PA      | $161950.00    | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181838.00    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | 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        |    100000 | PA      | $93851.56     | 0.00%             | 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        |  10600000 | PA      | $9134218.75   | 0.42%             | 2032-02-15      | Fixed         | 1.88%                 | 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        |    250000 | PA      | $237343.56    | 0.01%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128378 | PA      | $114650.53    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $334375.00    | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    551000 | PA      | $472769.02    | 0.02%             | 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        |     10000 | PA      | $10580.10     | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                          | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41136.00     | 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        |    209000 | PA      | $194589.45    | 0.01%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37811.04     | 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        |    581000 | PA      | $548161.88    | 0.03%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $84004.43     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71855.63     | 0.00%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938068 | PA      | $872801.21    | 0.04%             | 2051-10-01      | 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        |     20000 | PA      | $22337.40     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17053 | PA      | $16445.93     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    107000 | PA      | $86864.74     | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314928 | PA      | $260388.98    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1446750.00   | 0.07%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2290625.00   | 0.11%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                           | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    139000 | PA      | $104372.32    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                           | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102526.49    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19817.40     | 0.00%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $131755.50    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                         | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76273.77     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56853.30     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    413000 | PA      | $363196.33    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4380918 | PA      | $3935676.02   | 0.18%             | 2037-02-01      | Fixed         | 2.00%                 | 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        |    125000 | PA      | $109903.75    | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    205000 | PA      | $156909.05    | 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        |    175000 | PA      | $138754.00    | 0.01%             | 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        |    216000 | PA      | $199400.40    | 0.01%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66535 | PA      | $61395.67     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     15000 | PA      | $12673.20     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     60000 | PA      | $47203.80     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                          | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    157000 | PA      | $135480.01    | 0.01%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                          | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    294000 | PA      | $264294.24    | 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        |    370000 | PA      | $312553.80    | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                          | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31513.20     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial Inc                                                        | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42086.70     | 0.00%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                   | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58839.24     | 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        |    181750 | PA      | $179762.15    | 0.01%             | 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        |    284000 | PA      | $240241.28    | 0.01%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $100115.00    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131419.85    | 0.01%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    453000 | PA      | $312329.91    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                           | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76410.40     | 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        |    144000 | PA      | $128325.60    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    616000 | PA      | $505384.88    | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $421093.75    | 0.02%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200877 | PA      | $172937.46    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                               | SVB Financial Group                                                             | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130398.00    | 0.01%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                            | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    137000 | PA      | $118478.97    | 0.01%             | 2044-11-01      | Fixed         | 4.65%                 | 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        |    355000 | PA      | $341041.40    | 0.02%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                           | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $83188.65     | 0.00%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37345.05     | 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        |      3657 | PA      | $3515.57      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    195000 | PA      | $157148.55    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9432.20      | 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        |   1494000 | PA      | $1445445.00   | 0.07%             | 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        |    164000 | PA      | $145463.08    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    299000 | PA      | $273773.37    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                     | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    300000 | PA      | $232569.00    | 0.01%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $66657.69     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85181.86     | 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        |    159000 | PA      | $151821.15    | 0.01%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55279.46     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1667905 | PA      | $1427834.63   | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    433000 | PA      | $384711.84    | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $441675.00    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9630000 | PA      | $9154142.60   | 0.43%             | 2024-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8350 | PA      | $7899.44      | 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        |   1185000 | PA      | $1163824.05   | 0.05%             | 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        |    185000 | PA      | $167005.05    | 0.01%             | 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        |    253290 | PA      | $216767.85    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    120000 | PA      | $129493.20    | 0.01%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                         | Adobe Inc                                                                       | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    768000 | PA      | $729308.16    | 0.03%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256760.20    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     97000 | PA      | $76846.31     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82618.20     | 0.00%             | 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        |     24622 | PA      | $24796.66     | 0.00%             | 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        |    144000 | PA      | $127146.24    | 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        |    160000 | PA      | $155900.80    | 0.01%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                             | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137881.95    | 0.01%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                               | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10669.68     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    436000 | PA      | $414060.48    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51625.00     | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745974 | PA      | $640451.93    | 0.03%             | 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        |    139000 | PA      | $119036.82    | 0.01%             | 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        |   1975000 | PA      | $1912972.66   | 0.09%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247312.00    | 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        |     78000 | PA      | $56346.42     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116120.20    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79737.70     | 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        |     45000 | PA      | $40102.20     | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                          | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59311.45     | 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        |    147000 | PA      | $147232.26    | 0.01%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5830000 | PA      | $5289358.62   | 0.25%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386225 | PA      | $371746.27    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    165000 | PA      | $118656.45    | 0.01%             | 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        |     12638 | PA      | $11777.47     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2255740 | PA      | $1940156.97   | 0.09%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                   | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $961611.75    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    106000 | PA      | $98285.32     | 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        |   1700000 | PA      | $1613937.50   | 0.08%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114354.90    | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193386.00    | 0.01%             | 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        |    269000 | PA      | $229295.60    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134463.00    | 0.01%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    309000 | PA      | $268984.50    | 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        |   1320000 | PA      | $1279251.60   | 0.06%             | 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        |    696473 | PA      | $625693.63    | 0.03%             | 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        |    125000 | PA      | $101651.25    | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                             | Healthpeak Properties Inc                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    281000 | PA      | $251896.83    | 0.01%             | 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        |     61000 | PA      | $50858.75     | 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        |     59000 | PA      | $54048.13     | 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        |    160000 | PA      | $144860.80    | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50012 | PA      | $48236.85     | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    438000 | PA      | $295597.44    | 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        |     25000 | PA      | $22882.75     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60234.85     | 0.00%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $70145.40     | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $52798.90     | 0.00%             | 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        |   8379000 | PA      | $7167318.09   | 0.33%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    522000 | PA      | $390638.70    | 0.02%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72567.57     | 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        |     78000 | PA      | $67392.78     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7563000 | PA      | $7525185.00   | 0.35%             | 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        |     45000 | PA      | $35892.90     | 0.00%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    260000 | PA      | $192808.20    | 0.01%             | 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        |   1791951 | PA      | $1700916.24   | 0.08%             | 2027-05-25      | Variable      | 3.06%                 | 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        |     80000 | PA      | $63057.60     | 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        |    752000 | PA      | $722047.84    | 0.03%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                                                      | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1097311.96   | 0.05%             | 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        |    390000 | PA      | $358059.00    | 0.02%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $127440.25    | 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        |    140000 | PA      | $131496.40    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32496.80     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $288363.28    | 0.01%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43548.12     | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    272000 | PA      | $219735.20    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $268578.80    | 0.01%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    224000 | PA      | $213655.68    | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36049.30     | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77734.30     | 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        |     10000 | PA      | $9804.90      | 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        |     55000 | PA      | $52243.40     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    396000 | PA      | $389850.12    | 0.02%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673533 | PA      | $588874.38    | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    201000 | PA      | $193362.00    | 0.01%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2210000 | PA      | $2151633.90   | 0.10%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188989.30    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147543.00    | 0.01%             | 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        |     25000 | PA      | $23060.25     | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $68684.25     | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47168.00     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159072.00    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1109567 | PA      | $951804.68    | 0.04%             | 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        |     65000 | PA      | $59742.80     | 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        |     14864 | PA      | $13865.68     | 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        |   2850000 | PA      | $2543625.00   | 0.12%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $99279.90     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168736.90    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7590000 | PA      | $6804316.44   | 0.32%             | 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        |     15000 | PA      | $12280.50     | 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        |    104000 | PA      | $91290.16     | 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        |    190000 | PA      | $180403.10    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    342000 | PA      | $326230.38    | 0.02%             | 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        |    153000 | PA      | $119552.67    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     81000 | PA      | $68816.79     | 0.00%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3705410 | PA      | $3055708.16   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324740 | PA      | $284137.22    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $8985023.49   | 0.42%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $233909.28    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137412.00    | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102039.00    | 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        |    190000 | PA      | $143505.10    | 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        |    529000 | PA      | $519562.64    | 0.02%             | 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        |    475000 | PA      | $471561.00    | 0.02%             | 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        |     45000 | PA      | $38405.70     | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2045695.32   | 0.10%             | 2025-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364638.75    | 0.02%             | 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        |      5000 | PA      | $5565.85      | 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        |   7650000 | PA      | $5072906.25   | 0.24%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                              | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $169689.40    | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66923.52     | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167185.84    | 0.01%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                 | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40010.88     | 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        |     60000 | PA      | $55251.00     | 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        |    533735 | PA      | $440774.69    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    209000 | PA      | $192363.60    | 0.01%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117526.20    | 0.01%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                 | ITC Holdings Corp                                                               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468910.00    | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    234000 | PA      | $225461.34    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95140.88     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201823 | PA      | $992678.54    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    812000 | PA      | $757734.04    | 0.04%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49810.15     | 0.00%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    852000 | PA      | $847186.20    | 0.04%             | 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        |    140000 | PA      | $130219.60    | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    214000 | PA      | $196723.78    | 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        |     25000 | PA      | $20154.25     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                       | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108586.25    | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                             | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174364.20    | 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        |    124000 | PA      | $148895.48    | 0.01%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $713568.00    | 0.03%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                        | Kellogg Co                                                                      | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    718000 | PA      | $674151.74    | 0.03%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                          | Johnson Controls International plc                                              | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    122000 | PA      | $110227.00    | 0.01%             | 2045-09-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74516.42     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39939.20     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1724000 | PA      | $1688509.84   | 0.08%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    204000 | PA      | $171292.68    | 0.01%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $120106.53    | 0.01%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29459.08     | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                          | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $74002.50     | 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        |    989948 | PA      | $840774.06    | 0.04%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131697 | PA      | $122754.30    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                               | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     92000 | PA      | $90955.80     | 0.00%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35213.75     | 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        |      5000 | PA      | $4668.00      | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37996.50     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $48209.72     | 0.00%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                            | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21151.94     | 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        |    229674 | PA      | $206333.29    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    426000 | PA      | $470286.96    | 0.02%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20555.52     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207378.60    | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    700000 | PA      | $479430.00    | 0.02%             | 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        |   3975000 | PA      | $3685570.31   | 0.17%             | 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        |    450000 | PA      | $413212.50    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28367.70     | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130596.20    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71982 | PA      | $62382.11     | 0.00%             | 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        |    269000 | PA      | $259316.00    | 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        |    398000 | PA      | $362649.64    | 0.02%             | 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        |     97000 | PA      | $66249.06     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73155.00     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2880000.00   | 0.13%             | 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        |   1000000 | PA      | $807850.93    | 0.04%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44515.35     | 0.00%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                         | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    114000 | PA      | $123969.30    | 0.01%             | 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        |    120000 | PA      | $115604.40    | 0.01%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $371397.95    | 0.02%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76255.00     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86741.24     | 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        |     76000 | PA      | $71650.52     | 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        |     65000 | PA      | $71275.10     | 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        |    300000 | PA      | $238755.00    | 0.01%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                       | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    339000 | PA      | $329230.02    | 0.02%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $87367.80     | 0.00%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $128123.90    | 0.01%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                           | Becton Dickinson and Co                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    637000 | PA      | $609042.07    | 0.03%             | 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        |   7100000 | PA      | $6073828.13   | 0.28%             | 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        |     35000 | PA      | $35071.05     | 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        |    264000 | PA      | $243629.76    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279129.00    | 0.01%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33327.30     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47442.00     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    149000 | PA      | $130850.31    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75683.08     | 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        |    815000 | PA      | $783687.70    | 0.04%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67856.60     | 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        |    130000 | PA      | $101242.70    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | 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        |     77000 | PA      | $59745.07     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905URL0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1290000 | PA      | $1232259.60   | 0.06%             | 2025-03-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40858.50     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3123484.39   | 0.15%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                           | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12460.35     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20855.00     | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25996.48     | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33212.40     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5501000 | PA      | $5354020.16   | 0.25%             | 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        |    200000 | PA      | $169996.00    | 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        |     94000 | PA      | $90072.68     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    174000 | PA      | $170234.64    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $349918.80    | 0.02%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91179 | PA      | $82038.18     | 0.00%             | 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        |    330000 | PA      | $310219.80    | 0.01%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1341362 | PA      | $1149043.40   | 0.05%             | 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        |    982825 | PA      | $841672.55    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                 | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8461.70      | 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        |     10000 | PA      | $7817.60      | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    222000 | PA      | $184273.32    | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31822.00     | 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        |    270000 | PA      | $256311.00    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                          | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    178000 | PA      | $142542.40    | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B4 Mortgage Trust                                                | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239548.38    | 0.01%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                          | Prudential Financial Inc                                                        | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $138612.36    | 0.01%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                         | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19737.50     | 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        |    205000 | PA      | $168686.30    | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                          | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4221.15      | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97212.06     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66 Co                                                                  | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1777.24      | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $42432.00     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    415000 | PA      | $405973.75    | 0.02%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    109000 | PA      | $100150.29    | 0.00%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     80000 | PA      | $67237.60     | 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        |     50000 | PA      | $45378.50     | 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        |    112000 | PA      | $74444.16     | 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        |    310000 | PA      | $228997.00    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218044 | PA      | $196184.61    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                             | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13065.45     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    305000 | PA      | $274362.75    | 0.01%             | 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        |   1842658 | PA      | $1579773.56   | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369280 | PA      | $357893.26    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707656 | PA      | $636023.10    | 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        |    290000 | PA      | $293804.80    | 0.01%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803457 | PA      | $687847.06    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                 | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    209000 | PA      | $162679.33    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106323.60    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211880.00    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $540092.00    | 0.03%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750156 | PA      | $693504.59    | 0.03%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9195.10      | 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        |    112000 | PA      | $94323.04     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1579696 | PA      | $1228401.05   | 0.06%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    302000 | PA      | $263676.20    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $530703.13    | 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        |    150000 | PA      | $124714.50    | 0.01%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    267000 | PA      | $254192.01    | 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        |    120000 | PA      | $114498.00    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                         | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    404000 | PA      | $371482.04    | 0.02%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19610.70     | 0.00%             | 2050-10-15      | 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        |     45000 | PA      | $42352.65     | 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        |     71000 | PA      | $62412.55     | 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        |    246000 | PA      | $225837.84    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261125.10    | 0.01%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68431.35     | 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        |    610596 | PA      | $540206.36    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    226000 | PA      | $217680.94    | 0.01%             | 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        |   1125000 | PA      | $977175.00    | 0.05%             | 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        |    102000 | PA      | $94816.14     | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    237000 | PA      | $223393.83    | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | 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        |    169000 | PA      | $139541.61    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618562 | PA      | $572511.10    | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133AXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1763776 | PA      | $1510434.91   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68259.75     | 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        |    140000 | PA      | $107216.20    | 0.00%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48169.55     | 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        |   7250200 | PA      | $5643827.56   | 0.26%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28637.10     | 0.00%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56920.50     | 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        |    150000 | PA      | $141985.50    | 0.01%             | 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        |    340000 | PA      | $305758.60    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    542000 | PA      | $364939.44    | 0.02%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609943 | PA      | $541224.79    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    304000 | PA      | $325204.00    | 0.02%             | 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        |    211000 | PA      | $164134.79    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    198000 | PA      | $155592.36    | 0.01%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                 | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190690.70    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124596.48    | 0.01%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31638.00     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64201.20     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    203000 | PA      | $167444.55    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2925000 | PA      | $2402156.25   | 0.11%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231624 | PA      | $191234.62    | 0.01%             | 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        |    117000 | PA      | $97865.82     | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                           | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $232837.50    | 0.01%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112372.80    | 0.01%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    311000 | PA      | $307429.72    | 0.01%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KJQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278097 | PA      | $246736.15    | 0.01%             | 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        |     30000 | PA      | $28078.50     | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                             | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $40005.45     | 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        |    219000 | PA      | $214074.69    | 0.01%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KH2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41896 | PA      | $37347.40     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $111351.87    | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157557.75    | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $203402.60    | 0.01%             | 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        |    973131 | PA      | $875542.58    | 0.04%             | 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        |   1063968 | PA      | $949085.82    | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                     | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41445.90     | 0.00%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29495.20     | 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        |     24000 | PA      | $24644.88     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457618 | PA      | $411726.64    | 0.02%             | 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        |    102000 | PA      | $100481.22    | 0.00%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                       | Textron Inc                                                                     | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    117000 | PA      | $106569.45    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                            | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38771.50     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1283352 | PA      | $1103558.70   | 0.05%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198715 | PA      | $196932.53    | 0.01%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41746.00     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274856.85    | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483980.00    | 0.02%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $9504257.86   | 0.44%             | 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        |    109000 | PA      | $99159.48     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3630000 | PA      | $3513295.50   | 0.16%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $410460.75    | 0.02%             | 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        |    275000 | PA      | $201718.00    | 0.01%             | 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        |    144000 | PA      | $146242.08    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                    | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    736000 | PA      | $686908.80    | 0.03%             | 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        |     65000 | PA      | $69899.70     | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    116000 | PA      | $85396.88     | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $919593.75    | 0.04%             | 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        |     50000 | PA      | $35387.50     | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    835000 | PA      | $947349.25    | 0.04%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2678 | PA      | $2654.09      | 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        |     84000 | PA      | $49865.76     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                               | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     94000 | PA      | $77942.92     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24899.84     | 0.00%             | 2037-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150757.20    | 0.01%             | 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        |     90000 | PA      | $62716.50     | 0.00%             | 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        |    150000 | PA      | $139510.50    | 0.01%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    165000 | PA      | $124421.55    | 0.01%             | 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        |   4454232 | PA      | $3679822.06   | 0.17%             | 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        |    104000 | PA      | $76922.56     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138664 | PA      | $120168.19    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    267000 | PA      | $255639.15    | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    900000 | PA      | $705879.00    | 0.03%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1110000 | PA      | $1027804.50   | 0.05%             | 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        |    220000 | PA      | $181313.00    | 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        |     49000 | PA      | $41844.53     | 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        |   2403992 | PA      | $2157265.78   | 0.10%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48052.55     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2013703.13   | 0.09%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $3766750.00   | 0.18%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae I Pool                                                               | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25660 | PA      | $23450.32     | 0.00%             | 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        |      2000 | PA      | $1905.62      | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102218.55    | 0.00%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40559.82     | 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        |   7300000 | PA      | $7138886.74   | 0.33%             | 2023-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94542.30     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    111000 | PA      | $95322.36     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    380000 | PA      | $346415.60    | 0.02%             | 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        |     90000 | PA      | $93828.60     | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522615 | PA      | $457282.14    | 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        |    349000 | PA      | $289307.04    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    317000 | PA      | $314413.28    | 0.01%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205737.40    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4115758 | PA      | $3924709.90   | 0.18%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    144000 | PA      | $161546.40    | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                          | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     75000 | PA      | $58249.50     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    215000 | PA      | $144873.45    | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Aetna Inc                                         | Aetna Inc                                                                       | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123895.50    | 0.01%             | 2042-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27128.00     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4478858 | PA      | $4381148.73   | 0.20%             | 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        |    156000 | PA      | $136487.52    | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | 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