# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012225
**Filing Date:** 2023-1
**Character Count:** 1439878
**Document Hash:** 7f90167fb8e6ff75c72ae239181481ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012225.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012225

**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:** 23551382

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

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

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

## Series and Classes Contracts Data

### iShares Core 10+ Year USD Bond ETF (Series ID: S000026652)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000080010 | iShares Core 10+ Year USD Bond ETF | ILTB            |

## Nport-Ex

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.0%** |  |  |
| Interpublic Group of Companies Inc. (The), 5.40%, 10/01/48 (Call 04/01/48)<sup>(a)</sup> | $49 | $45154 |
| **Aerospace & Defense — 1.1%** |  |  |
| BAE Systems Holdings Inc., 4.75%, 10/07/44<sup>(b)</sup> | 75 | 67372 |
| BAE Systems PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/15/50 (Call 03/15/50)<sup>(b)</sup> | 50 | 33676 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 10/11/41<sup>(b)</sup> | 10 | 10253 |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/35 (Call 11/01/34) | 70 | 53436 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/46 (Call 12/15/45) | 42 | 27865 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/38 (Call 09/01/37) | 30 | 22158 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/01/48 (Call 09/01/47) | 105 | 70660 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/47 (Call 09/01/46) | 95 | 64501 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/50 (Call 08/01/49) | 60 | 42310 |
| &nbsp;&nbsp;&nbsp;3.83%, 03/01/59 (Call 09/01/58) | 5 | 3271 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/01/48 (Call 05/01/48) | 45 | 31409 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/49 (Call 11/01/48) | 50 | 35553 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/59 (Call 02/01/59) | 5 | 3464 |
| &nbsp;&nbsp;&nbsp;5.71%, 05/01/40 (Call 11/01/39) | 95 | 90704 |
| &nbsp;&nbsp;&nbsp;5.81%, 05/01/50 (Call 11/01/49) | 270 | 254669 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/40 | 40 | 38300 |
| &nbsp;&nbsp;&nbsp;5.93%, 05/01/60 (Call 11/01/59) | 145 | 134124 |
| &nbsp;&nbsp;&nbsp;6.63%, 02/15/38 | 70 | 72321 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/15/39 | 150 | 158964 |
| Bombardier Inc., 7.45%, 05/01/34<sup>(b)</sup> | 35 | 34296 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/42 (Call 05/15/42) | 31 | 25989 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/40 (Call 10/01/39) | 35 | 32573 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 45 | 41024 |
| Howmet Aerospace Inc., 5.95%, 02/01/37 | 40 | 38166 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 04/27/35 (Call 10/27/34) | 80 | 75858 |
| &nbsp;&nbsp;&nbsp;5.05%, 04/27/45 (Call 10/27/44) | 15 | 13706 |
| &nbsp;&nbsp;&nbsp;6.15%, 12/15/40 | 60 | 62799 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/50 (Call 12/15/49) | 30 | 20979 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/35 (Call 09/01/34) | 35 | 31444 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/45 (Call 09/01/44) | 145 | 121725 |
| &nbsp;&nbsp;&nbsp;4.07%, 12/15/42 | 70 | 61699 |
| &nbsp;&nbsp;&nbsp;4.09%, 09/15/52 (Call 03/15/52) | 47 | 40591 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/53 (Call 12/15/52) | 20 | 17530 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/62 (Call 12/15/61) | 30 | 26043 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/36 (Call 11/15/35) | 81 | 78091 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/46 (Call 11/15/45) | 67 | 63981 |
| &nbsp;&nbsp;&nbsp;5.72%, 06/01/40 | 25 | 26707 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/15/63 (Call 05/15/63) | 50 | 55307 |
| &nbsp;&nbsp;&nbsp;Series B, 6.15%, 09/01/36 | 125 | 138310 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 04/15/45 (Call 10/15/44) | 35 | 28799 |
| &nbsp;&nbsp;&nbsp;4.03%, 10/15/47 (Call 04/15/47) | 78 | 66278 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/01/43 | 78 | 73649 |
| &nbsp;&nbsp;&nbsp;5.05%, 11/15/40 | 35 | 34081 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/40 (Call 11/01/39) | 10 | 9929 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/01/50 (Call 11/01/49) | 25 | 25383 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.03%, 03/15/52 (Call 09/15/51) | 75 | 52775 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/01/50 (Call 01/01/50) | 50 | 36054 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/01/46 (Call 05/01/46) | 80 | 63666 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 05/04/47 (Call 11/04/46) | $40 | $33489 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/45 (Call 11/16/44) | 144 | 123424 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/47 (Call 10/15/46) | 60 | 52681 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/16/38 (Call 05/16/38) | 65 | 59878 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/42 | 185 | 170962 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/16/48 (Call 05/16/48) | 105 | 96523 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/15/41 | 35 | 32334 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/43 (Call 06/15/43) | 80 | 75091 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 36 | 34259 |
| &nbsp;&nbsp;&nbsp;6.05%, 06/01/36 | 50 | 53821 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/15/38 | 5 | 5426 |
|  |  | 3350330 |
| **Agriculture — 0.6%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/04/41 (Call 08/04/40) | 25 | 16959 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/04/51 (Call 08/04/50) | 125 | 81294 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/16/46 (Call 03/16/46) | 103 | 70252 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/04/61 (Call 08/04/60) | 60 | 40135 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/09/42 | 68 | 51030 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/50 (Call 11/06/49) | 45 | 32296 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/02/43 | 90 | 68524 |
| &nbsp;&nbsp;&nbsp;5.38%, 01/31/44 | 125 | 109035 |
| &nbsp;&nbsp;&nbsp;5.80%, 02/14/39 (Call 08/14/38) | 86 | 79991 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/14/49 (Call 08/14/48) | 100 | 89084 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/47 (Call 03/15/47) | 55 | 45740 |
| &nbsp;&nbsp;&nbsp;4.02%, 04/16/43 | 45 | 39088 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 70 | 65317 |
| &nbsp;&nbsp;&nbsp;4.54%, 03/26/42 | 2 | 1862 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.73%, 09/25/40 (Call 03/25/40) | 10 | 7045 |
| &nbsp;&nbsp;&nbsp;3.98%, 09/25/50 (Call 03/25/50) | 60 | 40727 |
| &nbsp;&nbsp;&nbsp;4.39%, 08/15/37 (Call 02/15/37) | 75 | 59230 |
| &nbsp;&nbsp;&nbsp;4.54%, 08/15/47 (Call 02/15/47) | 125 | 90709 |
| &nbsp;&nbsp;&nbsp;4.76%, 09/06/49 (Call 03/06/49) | 60 | 44990 |
| &nbsp;&nbsp;&nbsp;5.28%, 04/02/50 (Call 10/02/49) | 5 | 4031 |
| &nbsp;&nbsp;&nbsp;5.65%, 03/16/52 (Call 09/16/51) | 30 | 25256 |
| Cargill Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/25/51 (Call 11/25/50)<sup>(b)</sup> | 85 | 60146 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/23/49 (Call 11/23/48)<sup>(b)</sup> | 25 | 20235 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 11/23/45<sup>(b)</sup> | 55 | 49693 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/21/42 | 44 | 33341 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/04/43 | 125 | 98385 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/10/44 | 76 | 60249 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/41 | 47 | 38569 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/20/42 | 95 | 78810 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/16/38 | 30 | 31165 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 08/15/35 (Call 02/15/35) | 70 | 64623 |
| &nbsp;&nbsp;&nbsp;5.85%, 08/15/45 (Call 02/15/45) | 165 | 143989 |
| &nbsp;&nbsp;&nbsp;6.15%, 09/15/43 | 10 | 8972 |
| &nbsp;&nbsp;&nbsp;7.25%, 06/15/37 | 136 | 140987 |
|  |  | 1891759 |
| **Apparel — 0.1%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/46 (Call 05/01/46) | 40 | 32150 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (Call 09/27/49)<sup>(a)</sup> | 75 | 60060 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 (Call 11/01/42) | 65 | 55264 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Apparel (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 11/01/45 (Call 05/01/45) | $45 | $39552 |
|  |  | 187026 |
| **Auto Manufacturers — 0.3%** |  |  |
| Cummins Inc., 4.88%, 10/01/43 (Call 04/01/43) | 86 | 82318 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/43 | 115 | 85306 |
| &nbsp;&nbsp;&nbsp;5.29%, 12/08/46 (Call 06/08/46) | 85 | 67599 |
| &nbsp;&nbsp;&nbsp;7.40%, 11/01/46 | 25 | 24388 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/35. | 68 | 60239 |
| &nbsp;&nbsp;&nbsp;5.15%, 04/01/38 (Call 10/01/37) | 55 | 48626 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/45 | 5 | 4216 |
| &nbsp;&nbsp;&nbsp;5.40%, 04/01/48 (Call 10/01/47) | 72 | 62550 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/49 (Call 10/01/48) | 65 | 60410 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/02/43 | 73 | 70411 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/36 (Call 10/01/35) | 63 | 63875 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/01/46 (Call 10/01/45) | 100 | 99717 |
|  |  | 729655 |
| **Auto Parts & Equipment — 0.1%** |  |  |
| Aptiv PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 10/01/46 (Call 04/01/46) | 25 | 18572 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/15/49 (Call 09/15/48) | 90 | 78463 |
| Aptiv PLC/Aptiv Corp., 4.15%, 05/01/52 (Call 11/01/51) | 50 | 37756 |
| BorgWarner Inc., 4.38%, 03/15/45 (Call 09/15/44) | 31 | 24282 |
| Goodyear Tire & Rubber Co. (The), 5.63%, 04/30/33 (Call 01/30/33)<sup>(a)</sup> | 30 | 25594 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/52 (Call 07/15/51) | 15 | 9414 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/49 (Call 11/15/48) | 20 | 16843 |
|  |  | 210924 |
| **Banks — 3.9%** |  |  |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.68%, 06/19/41 (Call 06/19/40), (1 day SOFR + 1.930%)<sup>(c)</sup> | 289 | 201390 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.83%, 10/24/51 (Call 10/24/50), (1 day SOFR + 1.880%)<sup>(c)</sup> | 95 | 60824 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (Call 07/21/51), (1 day SOFR + 1.560%)<sup>(c)</sup> | 85 | 55974 |
| &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>(c)</sup> | 45 | 36323 |
| &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>(c)</sup> | 118 | 100394 |
| &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>(c)</sup> | 405 | 332274 |
| &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>(c)</sup> | 221 | 192820 |
| &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>(c)</sup> | 166 | 141253 |
| &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>(c)</sup> | 225 | 195100 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/21/44 | 92 | 86681 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/07/42 | 115 | 119870 |
| &nbsp;&nbsp;&nbsp;6.11%, 01/29/37 | 100 | 103960 |
| &nbsp;&nbsp;&nbsp;7.75%, 05/14/38 | 225 | 271118 |
| &nbsp;&nbsp;&nbsp;Series L, 4.75%, 04/21/45 | 45 | 39016 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 01/10/47 | 215 | 183965 |
| &nbsp;&nbsp;&nbsp;5.25%, 08/17/45 | 100 | 89434 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/03/42 (Call 11/03/41), (1 day SOFR + 1.379%)<sup>(c)</sup> | 115 | 80781 |
| &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>(c)</sup> | 95 | 79961 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &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>(c)</sup> | $45 | $37993 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/30/45 | 142 | 126276 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (Call 06/23/48) | 65 | 58572 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/18/46 | 70 | 60311 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.32%, 03/26/41 (Call 03/26/40), (1 day SOFR + 4.548%)<sup>(c)</sup> | 117 | 113904 |
| &nbsp;&nbsp;&nbsp;6.13%, 08/25/36 | 175 | 178936 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.68%, 09/13/43<sup>(a)</sup> | 95 | 103969 |
| &nbsp;&nbsp;&nbsp;8.13%, 07/15/39 | 141 | 176560 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.74%, 09/12/39<sup>(b)</sup> | 200 | 147454 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 07/12/47<sup>(b)</sup> | 100 | 80981 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 05/24/41 | 50 | 51316 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/04/45<sup>(a)</sup> | 250 | 226377 |
| Fifth Third Bancorp., 8.25%, 03/01/38 | 87 | 106575 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.91%, 07/21/42 (Call 07/21/41), (1 day SOFR + 1.472%)<sup>(c)</sup> | 100 | 70775 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.21%, 04/22/42 (Call 04/22/41), (1 day SOFR + 1.513%)<sup>(c)</sup> | 150 | 111198 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 02/24/43 (Call 02/24/42), (1 day SOFR + 1.632%)<sup>(c)</sup> | 35 | 26667 |
| &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>(c)</sup> | 203 | 171385 |
| &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>(c)</sup> | 161 | 142102 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/21/45 (Call 04/21/45) | 97 | 89171 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/08/44 (Call 01/08/44) | 171 | 157867 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/22/45 | 175 | 165994 |
| &nbsp;&nbsp;&nbsp;6.25%, 02/01/41 | 161 | 173315 |
| &nbsp;&nbsp;&nbsp;6.45%, 05/01/36 | 35 | 37213 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/01/37 | 243 | 263220 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 03/14/44 | 300 | 262884 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/15/37 | 200 | 191289 |
| &nbsp;&nbsp;&nbsp;6.80%, 06/01/38 | 100 | 99045 |
| Intesa Sanpaolo SpA, 4.95%, 06/01/42 (Call 06/01/41)<sup>(b)(c)</sup> | 50 | 32652 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.53%, 11/19/41 (Call 11/19/40), (1 day SOFR + 1.510%)<sup>(c)</sup> | 117 | 79768 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/22/41 (Call 04/22/40), (1 day SOFR + 2.460%)<sup>(c)</sup> | 170 | 127194 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/22/51 (Call 04/22/50), (1 day SOFR + 2.440%)<sup>(c)</sup> | 161 | 111472 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 04/22/52 (Call 04/22/51), (1 day SOFR + 1.580%)<sup>(c)</sup> | 175 | 126018 |
| &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>(c)</sup> | 187 | 157675 |
| &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>(c)</sup> | 20 | 15932 |
| &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>(c)</sup> | 240 | 194242 |
| &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>(c)</sup> | 105 | 86185 |
| &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>(c)</sup> | 115 | 98026 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/45 | 140 | 129692 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/06/42 | 35 | 35393 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/40 | 96 | 98245 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 | 189 | 194150 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/16/43 | 100 | 102094 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/38 | 173 | 190971 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/18/36<sup>(d)</sup> | 155 | 91063 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/29/37<sup>(d)</sup> | 135 | 75530 |
| Lloyds Banking Group PLC, 5.30%, 12/01/45 | 200 | 170400 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 03/07/39 | $96 | $82826 |
| &nbsp;&nbsp;&nbsp;4.29%, 07/26/38 | 95 | 83676 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/25/52 (Call 01/25/51), (1 day SOFR + 1.430%)<sup>(c)</sup> | 95 | 61268 |
| &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>(c)</sup> | 170 | 145000 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/27/45 | 301 | 260621 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/22/47 | 140 | 121937 |
| &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>(c)</sup> | 82 | 73242 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 03/24/51 (Call 03/24/50), (1 day SOFR + 4.480%)<sup>(c)</sup> | 106 | 110688 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/24/42 | 112 | 123644 |
| Regions Financial Corp., 7.38%, 12/10/37 | 10 | 11441 |
| Societe Generale SA, 3.63%, 03/01/41<sup>(b)</sup> | 200 | 128514 |
| Standard Chartered PLC, 5.70%, 03/26/44<sup>(a)(b)</sup> | 200 | 177520 |
| Sumitomo Mitsui Financial Group Inc., 2.93%, 09/17/41 | 50 | 33839 |
| UBS Group AG, 3.18%, 02/11/43 (Call 02/11/42)<sup>(a)(b)(c)</sup> | 200 | 133998 |
| Wachovia Corp., 5.50%, 08/01/35 | 75 | 74129 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 04/30/41 (Call 04/30/40), (1 day SOFR + 2.530%)<sup>(c)</sup> | 260 | 192782 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/45 | 105 | 84549 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/14/46 | 90 | 73706 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/25/53 (Call 04/25/52)<sup>(c)</sup> | 130 | 115458 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/04/44 | 85 | 73993 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/07/46 | 90 | 77262 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/17/45 | 153 | 135013 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.01%, 04/04/51 (Call 04/04/50), (1 day SOFR + 4.502%)<sup>(c)</sup> | 405 | 380453 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/02/43 | 121 | 115222 |
| &nbsp;&nbsp;&nbsp;5.61%, 01/15/44 | 205 | 200545 |
| Wells Fargo Bank NA, 6.60%, 01/15/38 | 250 | 275742 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.96%, 11/16/40 | 10 | 6564 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/18/41 | 90 | 59382 |
| &nbsp;&nbsp;&nbsp;4.42%, 07/24/39 | 115 | 93643 |
|  |  | 11425846 |
| **Beverages — 1.5%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev |  |  |
| &nbsp;&nbsp;&nbsp;Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 388 | 372996 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 420 | 393498 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 02/01/44 | 85 | 77410 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 255 | 242997 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/42 | 20 | 16570 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/38 (Call 10/15/37) | 80 | 73675 |
| &nbsp;&nbsp;&nbsp;4.44%, 10/06/48 (Call 04/06/48) | 81 | 71262 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/50 (Call 12/01/49) | 140 | 126879 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/48 (Call 10/15/47) | 313 | 284350 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/60 (Call 12/01/59) | 84 | 75702 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/58 (Call 10/15/57) | 105 | 96040 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/42 | 5 | 4792 |
| &nbsp;&nbsp;&nbsp;5.45%, 01/23/39 (Call 07/23/38) | 100 | 102204 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/23/49 (Call 07/23/48) | 385 | 394613 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/23/59 (Call 07/23/58) | 110 | 115956 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/38 (Call 10/15/37) | 70 | 62530 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/45 (Call 01/15/45) | 47 | 43809 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/01/40<sup>(a)</sup> | $91 | $67491 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/51 | 110 | 73767 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/50 | 100 | 69205 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/60 | 65 | 44580 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/05/41 | 100 | 78498 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/05/51 | 75 | 56379 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/50 (Call 11/01/49) | 95 | 72999 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/48 (Call 08/15/47) | 45 | 36724 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/48 (Call 05/15/48) | 25 | 23814 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/29/43 (Call 10/29/42) | 55 | 46403 |
| &nbsp;&nbsp;&nbsp;5.88%, 09/30/36 | 45 | 48336 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/11/42 | 42 | 37377 |
| &nbsp;&nbsp;&nbsp;7.45%, 04/15/35 | 50 | 60039 |
| Fomento Economico Mexicano SAB de CV, 3.50%, 01/16/50 (Call 07/16/49) | 160 | 113211 |
| Heineken NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/01/42<sup>(b)</sup> | 15 | 11896 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 03/29/47 (Call 09/29/46)<sup>(b)</sup> | 90 | 74732 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/15/51 (Call 09/15/50) | 5 | 3512 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/01/50 (Call 11/01/49) | 65 | 49781 |
| &nbsp;&nbsp;&nbsp;4.42%, 12/15/46 (Call 06/15/46) | 30 | 25214 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/45 (Call 05/15/45) | 40 | 34570 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/52 (Call 10/15/51) | 60 | 51013 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/46 (Call 01/15/46) | 114 | 91639 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/42 | 100 | 90127 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 10/21/41 (Call 04/21/41) | 25 | 18948 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/21/51 (Call 04/21/51) | 25 | 18077 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/49 (Call 04/15/49) | 200 | 148564 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/29/49 (Call 01/29/49) | 47 | 38242 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/06/46 (Call 04/06/46) | 34 | 28064 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/19/50 (Call 09/19/49) | 119 | 101455 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/60 (Call 09/19/59) | 150 | 134523 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/44 (Call 04/22/44) | 5 | 4554 |
|  |  | 4309017 |
| **Biotechnology — 0.7%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.77%, 09/01/53 (Call 03/01/53) | 172 | 106628 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/52 (Call 07/15/51) | 100 | 66525 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/21/40 (Call 08/21/39) | 165 | 126293 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/21/50 (Call 08/21/49) | 190 | 138379 |
| &nbsp;&nbsp;&nbsp;4.20%, 02/22/52 (Call 08/22/51) | 10 | 8255 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/45 (Call 11/01/44) | 210 | 181293 |
| &nbsp;&nbsp;&nbsp;4.56%, 06/15/48 (Call 12/15/47) | 100 | 88676 |
| &nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (Call 12/15/50) | 175 | 157318 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/53 (Call 09/01/52) | 10 | 9133 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/41 | 66 | 62586 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/41 (Call 05/15/41) | 96 | 91989 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/01/37 | 32 | 35089 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/50 (Call 11/01/49) | 100 | 68657 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/51 (Call 08/15/50) | 99 | 68803 |

---

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | | *Par <br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |  |
| CSL Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/27/52 (Call 10/27/51)<sup>(b)</sup> |  | $20 | $18215 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/27/62 (Call 10/27/61)<sup>(b)</sup> |  | 5 | 4558 |
| Gilead Sciences Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/36 (Call 03/01/36) |  | 150 | 134538 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/01/47 (Call 09/01/46) |  | 165 | 139529 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) |  | 75 | 67870 |
| &nbsp;&nbsp;&nbsp;4.60%, 09/01/35 (Call 03/01/35) |  | 95 | 92318 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/46 (Call 09/01/45) |  | 188 | 173073 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/44 (Call 10/01/43) |  | 130 | 122517 |
| Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 (Call 03/15/50) |  | 70 | 44829 |
| Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 09/02/40 (Call 03/02/40) |  | 25 | 18043 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/02/51 (Call 03/02/51) |  | 25 | 16163 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/02/50 (Call 03/02/50) |  | 105 | 70261 |
|  |  |  | 2111538 |
| **Building Materials — 0.2%** |  |  |  |
| Carrier Global Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 04/05/40 (Call 10/05/39) |  | 80 | 62317 |
| &nbsp;&nbsp;&nbsp;3.58%, 04/05/50 (Call 10/05/49) |  | 110 | 80638 |
| Fortune Brands Home & Security Inc., 4.50%, 03/25/52 (Call 09/25/51) |  | 40 | 29716 |
| Johnson Controls International PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/47 (Call 08/15/46) |  | 115 | 96625 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/02/44 (Call 01/02/44) |  | 30 | 26190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/02/64 (Call 01/02/64)<sup>(e)</sup> |  | 43 | 36255 |
| Lafarge SA, 7.13%, 07/15/36 |  | 25 | 27147 |
| Martin Marietta Materials Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/51 (Call 01/15/51) |  | 20 | 13831 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/47 (Call 06/15/47) |  | 70 | 57459 |
| Masco Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/51 (Call 08/15/50) |  | 30 | 19030 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/47 (Call 11/15/46) |  | 62 | 49887 |
| Owens Corning |  |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 07/15/47 (Call 01/15/47) |  | 32 | 25422 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/30/48 (Call 07/30/47) |  | 25 | 19760 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/01/36 |  | 20 | 21662 |
| Vulcan Materials Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) |  | 40 | 34177 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/01/48 (Call 09/01/47) |  | 30 | 26155 |
|  |  |  | 626271 |
| **Chemicals — 0.9%** |  |  |  |
| Air Products and Chemicals Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/15/40 (Call 11/15/39) |  | 40 | 30315 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/50 (Call 11/15/49) |  | 40 | 28427 |
| Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44) |  | 20 | 18637 |
| Ashland LLC, 6.88%, 05/15/43 (Call 02/15/43)<sup>(a)</sup> |  | 20 | 19616 |
| Braskem America Finance Co., 7.13%, 07/22/41 (Call 01/22/41)<sup>(f)</sup> |  | 200 | 186354 |
| CF Industries Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/43 |  | 22 | 19174 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/15/44 |  | 45 | 41166 |
| Dow Chemical Co. (The) |  |  |  |
| &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) |  | 85 | 71099 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/15/49 (Call 11/15/48) |  | 45 | 38135 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/41 (Call 05/15/41) |  | 56 | 52143 |
| &nbsp;&nbsp;&nbsp;5.55%, 11/30/48 (Call 05/30/48) |  | 50 | 47339 |
| &nbsp;&nbsp;&nbsp;6.90%, 05/15/53 (Call 11/15/52) |  | 50 | 54377 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;9.40%, 05/15/39 | $38 | $50182 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.32%, 11/15/38 (Call 05/15/38) | 86 | 84041 |
| &nbsp;&nbsp;&nbsp;5.42%, 11/15/48 (Call 05/15/48) | 105 | 101712 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/44 (Call 04/15/44) | 64 | 52760 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/01/42 (Call 03/01/42) | 40 | 34061 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 12/15/51 (Call 06/15/51) | 50 | 32286 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/18/55 (Call 02/18/55) | 77 | 48453 |
| FMC Corp., 4.50%, 10/01/49 (Call 04/01/49) | 35 | 28292 |
| ICL Group Ltd., 6.38%, 05/31/38 (Call 11/30/37)<sup>(b)(f)</sup> | 90 | 89197 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.27%, 11/15/40 (Call 05/15/40)<sup>(b)</sup> | 85 | 61707 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/47 (Call 12/01/46) | 75 | 59087 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/26/48 (Call 03/26/48) | 65 | 56019 |
| Linde Inc./CT, 3.55%, 11/07/42 (Call 05/07/42) | 65 | 53527 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/44 (Call 09/15/43) | 53 | 44871 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/43 | 43 | 38204 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/01/40 (Call 04/01/40) | 35 | 25335 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/51 (Call 10/01/50) | 76 | 51982 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/60 (Call 04/01/60) | 30 | 19754 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/49 (Call 04/15/49) | 35 | 26273 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/50 (Call 11/01/49) | 130 | 97795 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54) | 36 | 28521 |
| Methanex Corp., 5.65%, 12/01/44 (Call 06/01/44) | 20 | 15110 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/41 (Call 05/15/41) | 30 | 25486 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/15/43 (Call 05/15/43) | 60 | 56591 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/13/50 (Call 11/13/49) | 30 | 23582 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/35 (Call 09/15/34) | 70 | 61368 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/01/43 (Call 12/01/42) | 40 | 35875 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/49 (Call 10/01/48) | 25 | 22995 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/45 (Call 07/15/44) | 70 | 65110 |
| &nbsp;&nbsp;&nbsp;5.63%, 12/01/40 | 41 | 40017 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/36 | 25 | 25606 |
| &nbsp;&nbsp;&nbsp;6.13%, 01/15/41 (Call 07/15/40) | 25 | 25837 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/48 (Call 07/15/47) | 30 | 22914 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/45 (Call 12/01/44) | 65 | 56788 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/52 (Call 09/15/51) | 40 | 25902 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 30 | 21213 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/49 (Call 02/15/49) | 30 | 22934 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/42 (Call 06/15/42) | 40 | 31881 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/47 (Call 12/01/46) | 65 | 56428 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/01/45 (Call 02/01/45) | 10 | 8522 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/47 (Call 05/15/47) | 50 | 38308 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/46 (Call 02/15/46) | 116 | 99070 |
|  |  | 2536821 |
| **Commercial Services — 0.9%** |  |  |
| California Endowment (The), Series 2021, 2.50%, 04/01/51 (Call 10/01/50)<sup>(a)</sup> | 70 | 44514 |
| California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/2119 (Call 03/01/2119) | 15 | 9941 |
| &nbsp;&nbsp;&nbsp;4.32%, 08/01/45 | 75 | 66367 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/2111. | $25 | $21135 |
| DP World Ltd./United Arab Emirates, 6.85%, 07/02/37<sup>(b)</sup> | 200 | 209098 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.68%, 10/01/44 | 30 | 22061 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.76%, 10/01/50 | 40 | 26792 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.83%, 10/01/55 | 15 | 10097 |
| Emory University, Series 2020, 2.97%, 09/01/50 (Call 03/01/50) | 45 | 31020 |
| ERAC USA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/01/46 (Call 05/01/46)<sup>(b)</sup> | 70 | 54002 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/45 (Call 08/15/44)<sup>(b)</sup> | 15 | 12239 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 03/15/42<sup>(b)</sup> | 10 | 9517 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/15/37<sup>(b)</sup> | 150 | 163589 |
| Ford Foundation (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.42%, 06/01/50 (Call 12/01/49) | 35 | 22120 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.82%, 06/01/70 (Call 12/01/69) | 25 | 15154 |
| George Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.87%, 09/15/45 | 90 | 84029 |
| &nbsp;&nbsp;&nbsp;Series 2014, 4.30%, 09/15/44 | 20 | 17343 |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.13%, 09/15/48 (Call 03/15/48) | 25 | 21114 |
| Georgetown University (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.94%, 04/01/50 | 45 | 28273 |
| &nbsp;&nbsp;&nbsp;Series B, 4.32%, 04/01/49 (Call 10/01/48) | 96 | 78615 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 08/15/49 (Call 02/15/49) | 55 | 39536 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/52 (Call 02/15/52) | 25 | 22883 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013, 4.08%, 07/01/53 | 25 | 21460 |
| &nbsp;&nbsp;&nbsp;Series A, 2.81%, 01/01/60 (Call 07/01/59) | 55 | 35389 |
| Leland Stanford Junior University (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.41%, 06/01/50 (Call 12/01/49) | 10 | 6520 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/01/48 (Call 11/01/47) | 90 | 74934 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;3.89%, 07/01/2116 | 25 | 18718 |
| &nbsp;&nbsp;&nbsp;3.96%, 07/01/38 | 25 | 22918 |
| &nbsp;&nbsp;&nbsp;4.68%, 07/01/2114 | 30 | 27038 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/01/2111 | 30 | 32165 |
| &nbsp;&nbsp;&nbsp;Series F, 2.99%, 07/01/50 (Call 01/01/50) | 10 | 7392 |
| &nbsp;&nbsp;&nbsp;Series G, 2.29%, 07/01/51 (Call 01/01/51) | 45 | 28308 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 11/29/61 (Call 05/29/61) | 70 | 45585 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49) | 45 | 31758 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/17/48 (Call 06/17/48) | 25 | 23008 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/44 | 51 | 49656 |
| Northeastern University, Series 2020, 2.89%, 10/01/50 | 30 | 19878 |
| &nbsp;&nbsp;&nbsp;Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp;4.64%, 12/01/44 | 15 | 14481 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.66%, 12/01/57 (Call 06/01/57) | 25 | 18915 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.64%, 12/01/50 (Call 06/01/50) | 30 | 19871 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/50 (Call 12/01/49) | 69 | 48893 |
| &nbsp;&nbsp;&nbsp;5.05%, 06/01/52 (Call 12/01/51) | 55 | 51384 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/62 (Call 12/01/61) | 30 | 27916 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp;2.52%, 10/15/50 (Call 04/15/50) | 35 | 23247 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/15/46 (Call 01/15/46) | 35 | 27141 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 65 | 65098 |
| Rockefeller Foundation (The), Series 2020, 2.49%, 10/01/50 (Call 04/01/50) | 15 | 9795 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/60 (Call 02/15/60) | $60 | $34565 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/49 (Call 06/01/49) | 86 | 63597 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/52 (Call 09/01/51)<sup>(b)</sup> | 25 | 20112 |
| Trustees of Boston University, Series CC, 4.06%, 10/01/48 (Call 04/01/48) | 60 | 50412 |
| Trustees of Princeton University (The) |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/39 | 40 | 43669 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.52%, 07/01/50 (Call 01/01/50) | 45 | 30371 |
| Trustees of the University of Pennsylvania (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.61%, 02/15/2119 (Call 08/15/2118) | 15 | 10074 |
| &nbsp;&nbsp;&nbsp;4.67%, 09/01/2112 | 15 | 12973 |
| University of Chicago (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/53 (Call 04/01/53) | 145 | 121514 |
| &nbsp;&nbsp;&nbsp;Series C, 2.55%, 04/01/50 (Call 10/01/49) | 10 | 6755 |
| University of Notre Dame du Lac |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015, 3.44%, 02/15/45 | 50 | 40530 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.39%, 02/15/48 (Call 08/15/47) | 56 | 43917 |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp;2.81%, 10/01/50 (Call 04/01/50) | 30 | 20219 |
| &nbsp;&nbsp;&nbsp;3.03%, 10/01/39 | 25 | 19969 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/2111 | 50 | 49066 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.84%, 10/01/47 (Call 04/01/47) | 70 | 58829 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/50 (Call 11/15/49) | 25 | 17745 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/45 (Call 12/15/44) | 55 | 51879 |
| William Marsh Rice University, 3.57%, 05/15/45 | 115 | 97580 |
| Yale University, Series 2020, 2.40%, 04/15/50 (Call 10/15/49) | 38 | 24470 |
|  |  | 2579153 |
| **Computers — 1.1%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 02/08/41 (Call 08/08/40) | 60 | 43964 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/20/50 (Call 02/20/50) | 90 | 59785 |
| &nbsp;&nbsp;&nbsp;2.55%, 08/20/60 (Call 02/20/60) | 60 | 38794 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/11/50 (Call 11/11/49) | 113 | 78069 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (Call 08/08/50) | 215 | 147554 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/05/51 (Call 02/05/51) | 95 | 65895 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (Call 02/08/60) | 200 | 134374 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/05/61 (Call 02/05/61) | 100 | 68172 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/11/49 (Call 03/11/49) | 275 | 202128 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/09/45 | 100 | 83026 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/47 (Call 03/12/47) | 100 | 85176 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/04/43 | 155 | 138441 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/04/46 (Call 02/04/46) | 130 | 113373 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/52 (Call 02/08/52) | 40 | 34843 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/08/62 (Call 02/08/62) | 40 | 34650 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/09/47 (Call 08/09/46) | 80 | 75238 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/13/45 | 141 | 134064 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/44 | 50 | 48943 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/23/36 (Call 08/23/35) | 150 | 151830 |
| &nbsp;&nbsp;&nbsp;4.65%, 02/23/46 (Call 08/23/45) | 150 | 146797 |
| Dell Inc., 6.50%, 04/15/38 | 120 | 120130 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/15/41 (Call 06/15/41)<sup>(b)</sup> | 25 | 17253 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/51 (Call 06/15/51)<sup>(b)</sup> | 25 | 16155 |
| &nbsp;&nbsp;&nbsp;8.10%, 07/15/36 (Call 01/15/36) | 69 | 79676 |
| &nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (Call 01/15/46) | 33 | 38533 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.20%, 10/15/35 (Call 04/15/35) | 58 | 60850 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/15/45 (Call 04/15/45) | 100 | 102682 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> 000)* | *Value* |
| **Computers (continued)** |  |  |
| HP Inc., 6.00%, 09/15/41<sup>(a)</sup> | $82 | $80048 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/42 | 155 | 130961 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/39 | 100 | 88174 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/49 | 110 | 93823 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/19/46 | 230 | 207053 |
| &nbsp;&nbsp;&nbsp;5.60%, 11/30/39 | 135 | 138549 |
| Seagate HDD Cayman, 5.75%, 12/01/34 (Call 06/01/34) | 30 | 25115 |
|  |  | 3084118 |
| **Cosmetics & Personal Care — 0.1%** |  |  |
| Avon Products Inc., 8.45%, 03/15/43 | 15 | 13758 |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 08/01/47 (Call 02/01/47) | 35 | 30622 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/45 | 60 | 54591 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/49 (Call 06/01/49) | 56 | 40864 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/47 (Call 09/15/46) | 15 | 13192 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44) | 20 | 17783 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/37 | 35 | 38047 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/25/40 | 40 | 35058 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/25/50 | 25 | 21457 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/05/37 | 75 | 82538 |
|  |  | 347910 |
| **Distribution & Wholesale — 0.0%** |  |  |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 20 | 16058 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/47 (Call 11/15/46) | 20 | 17168 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/45 (Call 12/15/44) | 55 | 51453 |
|  |  | 84679 |
| **Diversified Financial Services — 0.9%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 10/29/41 (Call 04/29/41) | 150 | 109039 |
| American Express Co., 4.05%, 12/03/42 | 122 | 106388 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/30/50 (Call 03/30/50)<sup>(b)</sup> | 25 | 14997 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 08/05/51 (Call 02/05/51)<sup>(b)</sup> | 45 | 27163 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/10/49 (Call 03/10/49)<sup>(b)</sup> | 75 | 52876 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/02/47 (Call 04/02/47)<sup>(b)</sup> | 50 | 38775 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 07/15/45<sup>(b)</sup> | 55 | 46060 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/44<sup>(b)</sup> | 30 | 26982 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 02/15/52 (Call 08/15/51) | 5 | 3353 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/20/47 (Call 03/20/47) | 98 | 79939 |
| Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49) | 55 | 35924 |
| CI Financial Corp., 4.10%, 06/15/51 (Call 12/15/50) | 15 | 9139 |
| CME Group Inc., 5.30%, 09/15/43 (Call 03/15/43) | 107 | 111315 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/50 (Call 12/15/49) | 147 | 102734 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/60 (Call 03/15/60) | 95 | 62641 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/21/48 (Call 03/21/48) | 130 | 111955 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/52 (Call 12/15/51) | 135 | 130206 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/15/62 (Call 12/15/61) | 35 | 34105 |
| Invesco Finance PLC, 5.38%, 11/30/43 | 45 | 42858 |
| Jefferies Financial Group Inc., 6.25%, 01/15/36 | 100 | 100988 |
| KKR Group Finance Co. II LLC, 5.50%, 02/01/43 (Call 08/01/42)<sup>(a)(b)</sup> | 75 | 70660 |
| Legg Mason Inc., 5.63%, 01/15/44 | 45 | 44876 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/49 (Call 12/01/48) | 55 | 46350 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 11/21/46 (Call 05/21/46) | $101 | $87249 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/26/50 (Call 09/26/49) | 100 | 87194 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/26/48 (Call 08/26/47) | 50 | 44109 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 12/21/40 (Call 06/21/40) | 5 | 3325 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/28/50 (Call 10/28/49) | 100 | 69094 |
| Navient Corp., 5.63%, 08/01/33 | 45 | 31784 |
| Neuberger Berman Group LLC/Neuberger Berman Finance Corp., 4.88%, 04/15/45 (Call 10/15/44)<sup>(b)</sup> | 95 | 79560 |
| Raymond James Financial Inc., 4.95%, 07/15/46 | 60 | 54586 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer Inc., 4.00%, 10/15/33 (Call 10/15/27)<sup>(b)</sup> | 50 | 36749 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/50 (Call 02/15/50) | 65 | 40663 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/40 (Call 10/15/39) | 97 | 77074 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/47 (Call 03/15/47) | 55 | 46753 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/14/35 (Call 06/14/35) | 160 | 154162 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/14/45 (Call 06/14/45) | 217 | 203138 |
| Western Union Co. (The), 6.20%, 11/17/36 | 61 | 61229 |
|  |  | 2485992 |
| **Electric — 5.8%** |  |  |
| Abu Dhabi National Energy Co. PJSC, 4.00%, 10/03/49<sup>(f)</sup> | 200 | 168530 |
| Adani Transmission Ltd., 4.25%, 05/21/36<sup>(f)</sup> | 169 | 125638 |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/47 (Call 04/01/47) | 10 | 7365 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/52 (Call 11/15/51) | 10 | 9648 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 35 | 27437 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/15/49 (Call 12/15/48) | 55 | 43237 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 5 | 4011 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/52 (Call 12/01/51) | 30 | 26859 |
| &nbsp;&nbsp;&nbsp;Series M, 3.65%, 04/01/50 (Call 10/01/49) | 100 | 76750 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/52 (Call 09/15/51) | 25 | 17214 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/15/51 (Call 01/15/51) | 30 | 21196 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/01/49 (Call 04/01/49) | 65 | 47941 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/15/44 (Call 02/15/44) | 50 | 42492 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/39 | 110 | 116178 |
| &nbsp;&nbsp;&nbsp;Series A, 4.30%, 07/15/48 (Call 01/15/48) | 47 | 39868 |
| &nbsp;&nbsp;&nbsp;Series B, 3.70%, 12/01/47 (Call 06/01/47) | 75 | 58985 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/51 (Call 12/15/50) | 30 | 20092 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 40 | 32194 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/46 (Call 09/15/45) | 30 | 25500 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 25 | 22889 |
| &nbsp;&nbsp;&nbsp;5.90%, 12/01/52. | 25 | 27322 |
| American Electric Power Co. Inc., 3.25%, 03/01/50 (Call 09/01/49) | 55 | 37741 |
| American Transmission Systems Inc., 5.00%, 09/01/44 (Call 03/01/44)<sup>(b)</sup> | 5 | 4598 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/38 | 51 | 57157 |
| &nbsp;&nbsp;&nbsp;Series Y, 4.50%, 03/01/49 (Call 09/01/48) | 40 | 33550 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/50 (Call 11/15/49) | 25 | 16891 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/49 (Call 06/01/49) | 30 | 20687 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 75 | 54078 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 30 | 23201 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 25 | 19942 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/42 (Call 10/01/41) | 16 | 13221 |
| Avista Corp., 4.35%, 06/01/48 (Call 12/01/47) | 80 | 67387 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 09/15/49 (Call 03/15/49) | $25 | $18000 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 45 | 35483 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/48 (Call 03/15/48) | 10 | 8554 |
| Basin Electric Power Cooperative, 4.75%, 04/26/47 (Call 10/26/46)<sup>(b)</sup> | 30 | 23378 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/48 (Call 01/15/48) | 80 | 62970 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/50 (Call 04/15/50) | 60 | 51041 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/49 (Call 07/15/48) | 68 | 59830 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 58 | 51353 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/01/53 (Call 11/01/52)<sup>(b)</sup> | 20 | 18124 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/43 (Call 05/15/43) | 35 | 33613 |
| &nbsp;&nbsp;&nbsp;6.13%, 04/01/36 | 81 | 86494 |
| Black Hills Corp., 4.20%, 09/15/46 (Call 03/15/46)<sup>(a)</sup> | 30 | 22919 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 08/01/42 (Call 02/01/42) | 55 | 44187 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 30 | 24877 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/44 (Call 10/01/43) | 160 | 145741 |
| &nbsp;&nbsp;&nbsp;Series AC, 4.25%, 02/01/49 (Call 08/01/48) | 40 | 35182 |
| &nbsp;&nbsp;&nbsp;Series AD, 2.90%, 07/01/50 (Call 01/01/50) | 15 | 10245 |
| CenterPoint Energy Inc., 3.70%, 09/01/49 (Call 03/01/49) | 10 | 7534 |
| Cleco Corporate Holdings LLC, 4.97%, 05/01/46 (Call 11/01/45) | 40 | 34594 |
| Cleveland Electric Illuminating Co. (The), 5.95%, 12/15/36 | 78 | 78807 |
| CMS Energy Corp., 4.88%, 03/01/44 (Call 09/01/43) | 35 | 31585 |
| Comision Federal de Electricidad, 4.68%, 02/09/51 (Call 08/09/50)<sup>(f)</sup> | 200 | 129932 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (Call 09/01/49) | 50 | 35112 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/46 (Call 12/15/45) | 50 | 38775 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 15 | 11820 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 (Call 09/01/48) | 40 | 32905 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 50 | 43307 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/15/44 (Call 07/15/43) | 45 | 41149 |
| &nbsp;&nbsp;&nbsp;6.45%, 01/15/38 | 30 | 33398 |
| &nbsp;&nbsp;&nbsp;Series 123, 3.75%, 08/15/47 (Call 02/15/47) | 40 | 31726 |
| &nbsp;&nbsp;&nbsp;Series 127, 3.20%, 11/15/49 (Call 05/15/49) | 250 | 179592 |
| &nbsp;&nbsp;&nbsp;Series 133, 3.85%, 03/15/52 (Call 09/15/51) | 5 | 4053 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 15 | 12689 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/44 (Call 10/15/43) | 25 | 21707 |
| &nbsp;&nbsp;&nbsp;Series A, 4.15%, 06/01/45 (Call 12/01/44) | 15 | 12718 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/15/61 (Call 12/15/60) | 50 | 37013 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/59 (Call 05/15/59) | 10 | 7611 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/46 (Call 12/15/45) | 50 | 39953 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/43 (Call 09/01/42) | 140 | 113828 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/44 (Call 09/15/43) | 65 | 56928 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 (Call 06/01/45) | 155 | 135095 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/58 (Call 11/15/57) | 45 | 38064 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/54 (Call 06/01/54) | 55 | 47626 |
| &nbsp;&nbsp;&nbsp;Series 06-A, 5.85%, 03/15/36 | 100 | 101633 |
| &nbsp;&nbsp;&nbsp;Series 08-B, 6.75%, 04/01/38 | 35 | 38620 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.88%, 06/15/47 (Call 12/15/46) | 60 | 47135 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/57 (Call 05/15/57) | 45 | 34893 |
| &nbsp;&nbsp;&nbsp;Series C, 4.30%, 12/01/56 (Call 06/01/56) | 35 | 28373 |
| &nbsp;&nbsp;&nbsp;Series E, 4.65%, 12/01/48 (Call 06/01/48) | 55 | 48358 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 06/15/42 (Call 12/15/41) | 50 | 48867 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 53 | 55205 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/50 (Call 02/15/50) | $81 | $57543 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/51 (Call 02/01/51) | 25 | 19232 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/15/48 (Call 11/15/47) | 65 | 54838 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/52 (Call 03/01/52) | 10 | 8697 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/49 (Call 10/15/48) | 60 | 53201 |
| Dayton Power & Light Co. (The), 3.95%, 06/15/49 (Call 12/15/48) | 35 | 27919 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/38 | 35 | 37896 |
| &nbsp;&nbsp;&nbsp;Series A, 4.60%, 03/15/49 (Call 09/15/48) | 40 | 34442 |
| &nbsp;&nbsp;&nbsp;Series B, 5.95%, 06/15/35 | 30 | 30532 |
| &nbsp;&nbsp;&nbsp;Series C, 4.05%, 09/15/42 (Call 03/15/42) | 45 | 35934 |
| &nbsp;&nbsp;&nbsp;Series C, 4.90%, 08/01/41 (Call 02/01/41) | 50 | 45246 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/43 (Call 12/15/42) | 30 | 26891 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/01/65 (Call 12/01/64) | 35 | 33100 |
| &nbsp;&nbsp;&nbsp;5.45%, 02/01/41 (Call 08/01/40) | 25 | 24872 |
| &nbsp;&nbsp;&nbsp;6.05%, 01/15/38 | 56 | 59576 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/50 (Call 09/01/49) | 30 | 20916 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/45 (Call 09/15/44) | 55 | 44401 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 135 | 107471 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/01/44 (Call 01/01/44) | 30 | 26233 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 04/01/43 (Call 10/01/42) | 25 | 21143 |
| &nbsp;&nbsp;&nbsp;Series A, 4.05%, 05/15/48 (Call 11/15/47) | 40 | 33763 |
| &nbsp;&nbsp;&nbsp;Series B, 3.65%, 03/01/52 (Call 09/01/51) | 5 | 3963 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 35 | 26923 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 40 | 31140 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/45 (Call 12/01/44) | 75 | 59770 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/46 (Call 09/15/45) | 80 | 64098 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/48 (Call 09/15/47) | 45 | 36784 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/41 (Call 06/15/41) | 40 | 34959 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/38 | 30 | 31799 |
| &nbsp;&nbsp;&nbsp;6.05%, 04/15/38 | 35 | 37082 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/51 (Call 12/15/50) | 10 | 7167 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/46 (Call 03/01/46) | 95 | 71584 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/47 (Call 02/15/47) | 75 | 57926 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/49 (Call 12/15/48) | 10 | 8015 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/45 (Call 06/15/45) | 45 | 39878 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/52 (Call 02/15/52) | 40 | 36392 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/51 (Call 06/15/51) | 45 | 30930 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/01/46 (Call 04/01/46) | 50 | 37169 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/15/42 (Call 05/15/42) | 50 | 40600 |
| &nbsp;&nbsp;&nbsp;6.35%, 09/15/37 | 20 | 21787 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/50 (Call 10/01/49) | 25 | 16038 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 40 | 31644 |
| &nbsp;&nbsp;&nbsp;6.12%, 10/15/35. | 35 | 35981 |
| &nbsp;&nbsp;&nbsp;6.35%, 08/15/38 | 35 | 37922 |
| &nbsp;&nbsp;&nbsp;6.45%, 04/01/39 | 20 | 21725 |
| &nbsp;&nbsp;&nbsp;Series YYY, 3.25%, 10/01/49 (Call 04/01/49) | 120 | 83953 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 08/15/51 (Call 02/15/51) | 50 | 33437 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/47 (Call 03/15/47) | 140 | 106737 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/46 (Call 04/15/46) | 125 | 96814 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/42 (Call 11/15/41) | 50 | 42470 |

---

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/43 (Call 09/15/42) |  | $50 | $42421 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/44 (Call 06/01/44) |  | 40 | 33827 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/45 (Call 02/15/45) |  | 130 | 110279 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/30/44 (Call 09/30/43) |  | 30 | 26162 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/01/38 |  | 50 | 54119 |
| E.ON International Finance BV, 6.65%, 04/30/38<sup>(b)</sup> |  | 55 | 55537 |
| El Paso Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/44 (Call 06/01/44) |  | 10 | 8784 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/35. |  | 26 | 25859 |
| Electricite de France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/13/35 (Call 04/13/35)<sup>(a)(b)</sup> |  | 95 | 81263 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/22/44<sup>(b)</sup> |  | 90 | 71218 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/13/45 (Call 04/13/45)<sup>(b)</sup> |  | 145 | 113940 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/21/48 (Call 03/21/48)<sup>(b)</sup> |  | 90 | 71103 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 01/27/40<sup>(b)</sup> |  | 5 | 4487 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/22/2114<sup>(b)</sup> |  | 65 | 56304 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 01/26/39<sup>(b)</sup> |  | 110 | 113644 |
| Emera U.S. Finance LP, 4.75%, 06/15/46 (Call 12/15/45) |  | 75 | 59908 |
| Enel Finance International NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/12/41 (Call 01/12/41)<sup>(b)</sup> |  | 200 | 122010 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/25/47<sup>(a)(b)</sup> |  | 85 | 66121 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 09/15/37<sup>(b)</sup> |  | 170 | 168155 |
| Entergy Arkansas LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/15/51 (Call 12/15/50) |  | 35 | 21983 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/49 (Call 10/01/48) |  | 40 | 33720 |
| Entergy Corp., 3.75%, 06/15/50 (Call 12/15/49)<sup>(a)</sup> |  | 15 | 11286 |
| Entergy Louisiana LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/51 (Call 09/15/50) |  | 35 | 23136 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/41 (Call 12/15/40) |  | 50 | 37754 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) |  | 125 | 104664 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) |  | 75 | 61895 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/45 (Call 01/15/25) |  | 55 | 49669 |
| Entergy Mississippi LLC, 3.85%, 06/01/49 (Call 12/01/48) |  | 24 | 18674 |
| Entergy Texas Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 09/30/49 (Call 03/30/49) |  | 50 | 36789 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/30/39 (Call 09/30/38) |  | 35 | 30664 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/52 (Call 03/15/52) |  | 10 | 9262 |
| Evergy Kansas Central Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/49 (Call 03/01/49) |  | 25 | 17649 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/50 (Call 10/15/49) |  | 10 | 7346 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) |  | 140 | 116817 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/42 (Call 09/01/41) |  | 56 | 47076 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/45 (Call 06/01/45) |  | 5 | 4123 |
| Evergy Metro Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/47 (Call 12/15/46) |  | 55 | 45241 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/01/41 (Call 04/01/41) |  | 40 | 38643 |
| Eversource Energy, 3.45%, 01/15/50 (Call 07/15/49) |  | 35 | 25854 |
| Exelon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> |  | 35 | 28611 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/46 (Call 10/15/45) |  | 50 | 42770 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/50 (Call 10/15/49) |  | 40 | 35552 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/15/45 (Call 12/15/44) |  | 65 | 61695 |
| &nbsp;&nbsp;&nbsp;5.63%, 06/15/35. |  | 55 | 56329 |
| FirstEnergy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 3.40%, 03/01/50 (Call 09/01/49) |  | 60 | 40002 |
| &nbsp;&nbsp;&nbsp;Series C, 5.35%, 07/15/47 (Call 01/15/47) |  | 42 | 37075 |
| FirstEnergy Transmission LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/01/49 (Call 10/01/48)<sup>(b)</sup> |  | 50 | 41090 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 07/15/44 (Call 01/15/44)<sup>(b)</sup> |  | 45 | 41666 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 12/04/51 (Call 06/04/51) | $50 | $34861 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 35 | 28469 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 105 | 88661 |
| &nbsp;&nbsp;&nbsp;3.99%, 03/01/49 (Call 09/01/48) | 30 | 25427 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/01/42 (Call 12/01/41) | 50 | 43603 |
| &nbsp;&nbsp;&nbsp;4.05%, 10/01/44 (Call 04/01/44) | 35 | 30149 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/01/42 (Call 08/01/41) | 90 | 79560 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/48 (Call 12/01/47) | 45 | 38721 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/41 (Call 08/01/40) | 25 | 25103 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/01/37 | 50 | 51433 |
| &nbsp;&nbsp;&nbsp;5.69%, 03/01/40 | 45 | 47122 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/38 | 25 | 26697 |
| &nbsp;&nbsp;&nbsp;5.96%, 04/01/39 | 25 | 26960 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/42 | 110 | 95796 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/52 (Call 11/15/51) | 15 | 14500 |
| &nbsp;&nbsp;&nbsp;Series 10-C, 4.75%, 09/01/40 | 50 | 46152 |
| &nbsp;&nbsp;&nbsp;Series B, 3.70%, 01/30/50 (Call 07/30/49) | 80 | 60941 |
| Great River Energy, 6.25%, 07/01/38<sup>(b)</sup> | 82 | 83902 |
| Iberdrola International BV, 6.75%, 07/15/36 | 55 | 58202 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/48 (Call 02/15/48) | 10 | 8242 |
| &nbsp;&nbsp;&nbsp;Series K, 4.55%, 03/15/46 (Call 09/15/45) | 71 | 60520 |
| Indianapolis Power & Light Co., 4.05%, 05/01/46 (Call 11/01/45)<sup>(b)</sup> | 21 | 17268 |
| Infraestructura Energetica Nova SAB de CV, 4.75%, 01/15/51 (Call 07/15/50)<sup>(f)</sup> | 200 | 145144 |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 11/30/51 (Call 05/30/51) | 40 | 26585 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/15/39 | 40 | 41990 |
| ITC Holdings Corp., 5.30%, 07/01/43 (Call 01/01/43) | 30 | 27479 |
| John Sevier Combined Cycle Generation LLC, 4.63%, 01/15/42 | 8 | 8013 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/50 (Call 12/01/49) | 5 | 3591 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/01/45 (Call 04/01/45) | 100 | 85609 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/01/40 (Call 05/01/40) | 70 | 66874 |
| Massachusetts Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/15/46 (Call 02/15/46)<sup>(b)</sup> | 5 | 3728 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/39<sup>(b)</sup> | 30 | 29714 |
| Mexico Generadora de Energia S de rl, 5.50%, 12/06/32<sup>(f)</sup> | 142 | 134271 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 08/01/48 (Call 02/01/48) | 65 | 51438 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 80 | 66227 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/01/46 (Call 11/01/45) | 5 | 4256 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/15/49 (Call 01/15/49) | 75 | 65145 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/35. | 25 | 26213 |
| &nbsp;&nbsp;&nbsp;5.80%, 10/15/36 | 25 | 26440 |
| Minejesa Capital BV, 5.63%, 08/10/37<sup>(f)</sup> | 200 | 154584 |
| Mississippi Power Co., Series B, 3.10%, 07/30/51 (Call 01/30/51) | 50 | 32814 |
| Monongahela Power Co., 5.40%, 12/15/43 (Call 06/15/43)<sup>(b)</sup> | 30 | 29069 |
| National Grid USA, 5.80%, 04/01/35 | 50 | 47674 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/49 (Call 09/15/48) | 35 | 29671 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/48 (Call 05/01/48) | 30 | 25315 |
| Nevada Power Co., Series R, 6.75%, 07/01/37 | 35 | 38211 |
| New England Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.81%, 10/06/50 (Call 04/06/50)<sup>(b)</sup> | 10 | 6215 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/05/47 (Call 06/05/47)<sup>(b)</sup> | 94 | 71924 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| NextEra Energy Capital Holdings Inc., 3.00%, 01/15/52 (Call 07/15/51) | $30 | $20570 |
| Niagara Mohawk Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 06/27/50 (Call 12/27/49)<sup>(b)</sup> | 45 | 28125 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 11/28/42<sup>(b)</sup> | 25 | 19674 |
| Northern States Power Co./MN |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/50 (Call 09/01/49) | 10 | 6966 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/42 (Call 02/15/42) | 41 | 32452 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/15/46 (Call 11/15/45) | 40 | 31586 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/45 (Call 02/15/45) | 15 | 12475 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/44 (Call 11/15/43) | 240 | 207451 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 (Call 12/01/51) | 10 | 9208 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/01/39 | 30 | 30610 |
| NorthWestern Corp., 4.18%, 11/15/44 (Call 05/15/44) | 25 | 20513 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/44 (Call 09/01/43) | 45 | 39797 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/52 (Call 12/01/51) | 5 | 4618 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 10 | 10151 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/47 (Call 10/01/46)<sup>(b)</sup> | 20 | 16142 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/01/40 | 150 | 136275 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/01/39 | 47 | 45292 |
| Ohio Edison Co., 6.88%, 07/15/36 | 35 | 38375 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 (Call 12/01/48) | 180 | 142522 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/48 (Call 10/01/47) | 60 | 49010 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 08/15/47 (Call 02/15/47) | 15 | 11647 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/47 (Call 10/01/46) | 25 | 20303 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/49 (Call 03/15/49) | 100 | 71980 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/50 (Call 11/15/49) | 25 | 20043 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/45 (Call 10/01/44) | 90 | 73376 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/30/47 (Call 03/30/47) | 125 | 102627 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/49 (Call 12/01/48) | 40 | 32452 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/41 (Call 06/01/41) | 50 | 46386 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 06/01/52 (Call 12/01/51)<sup>(b)</sup> | 30 | 28127 |
| &nbsp;&nbsp;&nbsp;5.30%, 06/01/42 (Call 12/01/41) | 40 | 40373 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/01/38 | 30 | 36672 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 08/01/40 (Call 02/01/40) | 30 | 21004 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/50 (Call 02/01/50) | 110 | 71549 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/42 (Call 02/15/42) | 40 | 27471 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/47 (Call 06/01/47) | 100 | 69497 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/46 (Call 09/15/45) | 5 | 3583 |
| &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) | 100 | 79906 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/44 (Call 08/15/43) | 55 | 43119 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/01/50 (Call 01/01/50) | 165 | 131814 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/52 (Call 09/01/51) | 100 | 83839 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/51 (Call 09/15/50) | 55 | 39978 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/42 (Call 08/01/41) | 40 | 33629 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/49 (Call 07/15/48) | 50 | 41583 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/01/53 | 80 | 80294 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/37 | 50 | 50920 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/39 | 80 | 84024 |
| &nbsp;&nbsp;&nbsp;6.10%, 08/01/36 | 35 | 35930 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/15/37 | 80 | 85434 |
| &nbsp;&nbsp;&nbsp;6.35%, 07/15/38 | 25 | 27056 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/49 (Call 03/15/49) | $40 | $27844 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/47 (Call 03/15/47) | 85 | 67749 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/52 (Call 11/15/51) | 10 | 9237 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/01/36 | 110 | 116972 |
| Perusahaan Listrik Negara PT, 4.88%, 07/17/49<sup>(f)</sup> | 200 | 155998 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 05/21/48<sup>(f)</sup> | 200 | 184552 |
| PG&E Wildfire Recovery Funding LLC, Series A-5, 5.10%, 06/01/54 | 125 | 120876 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/43 (Call 09/15/42) | 50 | 42712 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/37 | 45 | 49765 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/44 (Call 12/15/43) | 40 | 33638 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/43 (Call 01/15/43) | 50 | 46002 |
| Progress Energy Inc., 6.00%, 12/01/39 | 25 | 25339 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 25 | 20012 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/15/49 (Call 03/15/49) | 30 | 24993 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/48 (Call 12/15/47) | 30 | 25272 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/44 (Call 09/15/43) | 25 | 21763 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 (Call 12/01/51) | 10 | 9035 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/01/38 | 30 | 33536 |
| &nbsp;&nbsp;&nbsp;Series 17, 6.25%, 09/01/37 | 51 | 56510 |
| &nbsp;&nbsp;&nbsp;Series 34, 3.20%, 03/01/50 (Call 09/01/49) | 30 | 21863 |
| Public Service Co. of New Hampshire, 3.60%, 07/01/49 (Call 01/01/49) | 35 | 27238 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 08/01/49 (Call 02/01/49) | 35 | 25362 |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/47 (Call 06/01/47) | 50 | 38918 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/46 (Call 09/01/45) | 60 | 48625 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/01/49 (Call 11/01/48) | 30 | 24229 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/42 (Call 11/01/41) | 75 | 63673 |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/37 | 30 | 31662 |
| Puget Sound Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/49 (Call 03/15/49) | 25 | 17342 |
| &nbsp;&nbsp;&nbsp;4.22%, 06/15/48 (Call 12/15/47) | 53 | 44160 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/45 (Call 11/20/44) | 30 | 25067 |
| &nbsp;&nbsp;&nbsp;5.64%, 04/15/41 (Call 10/15/40) | 36 | 35780 |
| &nbsp;&nbsp;&nbsp;5.76%, 10/01/39 | 35 | 35049 |
| &nbsp;&nbsp;&nbsp;6.27%, 03/15/37 | 45 | 46837 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 65 | 55060 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/40 | 65 | 58804 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/39 | 30 | 31332 |
| &nbsp;&nbsp;&nbsp;Series RRR, 3.75%, 06/01/47 (Call 12/01/46) | 5 | 3934 |
| &nbsp;&nbsp;&nbsp;Series UUU, 3.32%, 04/15/50 (Call 10/15/49) | 25 | 18170 |
| &nbsp;&nbsp;&nbsp;Series WWW, 2.95%, 08/15/51 (Call 02/15/51) | 10 | 6967 |
| Saudi Electricity Global Sukuk Co. 2, 5.06%, 04/08/43<sup>(f)</sup> | 200 | 187874 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/38 (Call 08/01/37) | 55 | 44920 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 (Call 08/01/47) | 66 | 51252 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/50 (Call 08/01/49) | 85 | 63411 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 (Call 10/01/46) | 70 | 55227 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/42 (Call 09/15/41) | 51 | 41024 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/39 | 60 | 61233 |
| &nbsp;&nbsp;&nbsp;Series 05-E, 5.35%, 07/15/35 | 60 | 58524 |
| &nbsp;&nbsp;&nbsp;Series 06-E, 5.55%, 01/15/37 | 25 | 24512 |
| &nbsp;&nbsp;&nbsp;Series 08-A, 5.95%, 02/01/38 | 61 | 62269 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 13-A, 3.90%, 03/15/43 (Call 09/15/42) | $215 | $166687 |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.95%, 02/01/51 (Call 08/01/50) | 25 | 16426 |
| &nbsp;&nbsp;&nbsp;Series B, 4.88%, 03/01/49 (Call 09/01/48) | 55 | 48628 |
| &nbsp;&nbsp;&nbsp;Series C, 3.60%, 02/01/45 (Call 08/01/44) | 70 | 51103 |
| &nbsp;&nbsp;&nbsp;Series C, 4.13%, 03/01/48 (Call 09/01/47) | 10 | 8062 |
| &nbsp;&nbsp;&nbsp;Series E, 5.45%, 06/01/52 (Call 12/01/51) | 10 | 9734 |
| &nbsp;&nbsp;&nbsp;Series H, 3.65%, 06/01/51 (Call 12/01/50) | 30 | 22448 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 07/01/36 (Call 01/01/36) | 50 | 44398 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/46 (Call 01/01/46) | 50 | 42350 |
| Southern Power Co., 5.15%, 09/15/41 | 55 | 50139 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;Series J, 3.90%, 04/01/45 (Call 10/01/44) | 180 | 137182 |
| &nbsp;&nbsp;&nbsp;Series L, 3.85%, 02/01/48 (Call 08/01/47) | 10 | 7492 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/46 (Call 02/15/46) | 35 | 25786 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/47 (Call 02/15/47) | 35 | 26703 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/49 (Call 12/15/48) | 15 | 11648 |
| &nbsp;&nbsp;&nbsp;Series 8, 3.15%, 05/01/50 (Call 11/01/49) | 25 | 17674 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/50 (Call 12/15/49) | 40 | 29498 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/48 (Call 12/15/47) | 33 | 27427 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/44 (Call 11/15/43) | 29 | 24430 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/15/49 (Call 12/15/48) | 5 | 4243 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | 26 | 27384 |
| TransAlta Corp., 6.50%, 03/15/40 | 20 | 17738 |
| Tri-State Generation & Transmission Association Inc., 6.00%, 06/15/40<sup>(b)</sup> | 25 | 22743 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/01/51 (Call 11/01/50) | 20 | 13591 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/50 (Call 12/15/49) | 45 | 34964 |
| &nbsp;&nbsp;&nbsp;4.85%, 12/01/48 (Call 06/01/48) | 50 | 43990 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/49 (Call 04/01/49) | 30 | 21370 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/15/45 (Call 10/15/44) | 15 | 11576 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/15/42 (Call 03/15/42) | 50 | 41378 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 50 | 40751 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/01/37 | 35 | 34110 |
| &nbsp;&nbsp;&nbsp;8.45%, 03/15/39 | 26 | 33186 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 11/15/51 (Call 05/15/51) | 50 | 33703 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/43 (Call 07/15/42) | 55 | 45287 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/44 (Call 08/15/43) | 165 | 144243 |
| &nbsp;&nbsp;&nbsp;Series B, 3.80%, 09/15/47 (Call 03/15/47) | 100 | 78436 |
| &nbsp;&nbsp;&nbsp;Series B, 4.20%, 05/15/45 (Call 11/15/44) | 100 | 83150 |
| &nbsp;&nbsp;&nbsp;Series B, 6.00%, 01/15/36 | 50 | 51990 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/46 (Call 05/15/46) | 60 | 48125 |
| &nbsp;&nbsp;&nbsp;Series C, 4.63%, 05/15/52 (Call 11/15/51) | 20 | 17908 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 10/15/48 (Call 04/15/48) | 20 | 16672 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/01/36 | 30 | 30649 |
| Wisconsin Power and Light Co., 6.38%, 08/15/37 | 120 | 128047 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 09/01/49 (Call 03/01/49) | 25 | 17735 |
| &nbsp;&nbsp;&nbsp;3.67%, 12/01/42 | 20 | 15429 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/01/44 (Call 05/01/44) | 30 | 27089 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/49 (Call 06/01/49) | 25 | 18559 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/36 | 35 | 38013 |
|  |  | 17035667 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electrical Components & Equipment — 0.0%** |  |  |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/15/50 (Call 04/15/50) | $90 | $60359 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/21/51 (Call 06/21/51) | 25 | 16747 |
|  |  | 77106 |
| **Electronics — 0.1%** |  |  |
| Fortive Corp., 4.30%, 06/15/46 (Call 12/15/45) | 50 | 39655 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 06/01/50 (Call 12/01/49)<sup>(a)</sup> | 35 | 25918 |
| &nbsp;&nbsp;&nbsp;3.81%, 11/21/47 (Call 05/21/47) | 25 | 21412 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/41 | 25 | 26365 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/36 | 25 | 27121 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 26 | 28044 |
|  |  | 168515 |
| **Energy - Alternate Sources — 0.0%** |  |  |
| Topaz Solar Farms LLC, 5.75%, 09/30/39<sup>(b)</sup> | 48 | 45600 |
| **Engineering & Construction — 0.1%** |  |  |
| Aeropuerto Internacional de Tocumen SA, 4.00%, 08/11/41 (Call 08/11/40)<sup>(f)</sup> | 200 | 155288 |
| Cellnex Finance Co. SA, 3.88%, 07/07/41 (Call 04/07/41)<sup>(b)</sup> | 40 | 27978 |
| Mexico City Airport Trust, 5.50%, 10/31/46 (Call 04/30/46)<sup>(f)</sup> | 200 | 147184 |
|  |  | 330450 |
| **Entertainment — 0.2%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/15/42 (Call 09/15/41)<sup>(b)</sup> | 255 | 203615 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> | 255 | 197492 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 03/15/62 (Call 09/15/61)<sup>(b)</sup> | 150 | 115968 |
|  |  | 517075 |
| **Environmental Control — 0.1%** |  |  |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/01/50 (Call 09/01/49) | 50 | 35474 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/01/40 | 25 | 26861 |
| Waste Connections Inc., 2.95%, 01/15/52 (Call 07/15/51) | 95 | 64961 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/41 (Call 12/01/40) | 60 | 45423 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/15/49 (Call 01/15/49) | 45 | 39988 |
|  |  | 212707 |
| **Food — 1.0%** |  |  |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 04/24/50 (Call 10/24/49) | 35 | 24252 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/48 (Call 09/15/47) | 45 | 40898 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 11/01/38 (Call 05/01/38) | 73 | 70025 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/01/48 (Call 05/01/48) | 55 | 52374 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/51 (Call 08/01/50) | 90 | 62169 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/17/48 (Call 10/17/47) | 5 | 4494 |
| Grupo Bimbo SAB de CV, 4.70%, 11/10/47 (Call 05/10/47)<sup>(f)</sup> | 200 | 173420 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/50 (Call 12/01/49) | 20 | 13482 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/49 (Call 05/15/49) | 51 | 37254 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/46 (Call 02/15/46) | 5 | 3839 |
| Hormel Foods Corp., 3.05%, 06/03/51 (Call 12/03/50) | 60 | 42595 |
| Ingredion Inc., 3.90%, 06/01/50 (Call 12/01/49) | 15 | 11261 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/02/52 (Call 08/02/51)<sup>(b)</sup> | 50 | 36640 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/52 (Call 06/01/52)<sup>(b)</sup> | 100 | 98042 |
| JM Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/35. | 84 | 76491 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/45 | $36 | $29891 |
| Kellogg Co., 4.50%, 04/01/46 | 45 | 39180 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | 47 | 47833 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/46 (Call 12/01/45) | 80 | 67394 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/39 (Call 04/01/39) | 26 | 23343 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/49 (Call 04/01/49) | 75 | 67672 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/35 (Call 01/15/35) | 75 | 73657 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/04/42 | 80 | 75142 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/45 (Call 01/15/45) | 145 | 136945 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/50 (Call 12/01/49) | 90 | 89532 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/09/40 | 30 | 32564 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/26/39 | 55 | 61014 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 08/01/39<sup>(b)</sup> | 35 | 39369 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/46 (Call 04/15/46) | 30 | 23351 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/50 (Call 07/15/49) | 70 | 56025 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/01/47 (Call 08/01/46) | 35 | 30098 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/48 (Call 07/15/47) | 55 | 48189 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/42 (Call 10/15/41) | 15 | 13757 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/01/43 (Call 02/01/43) | 20 | 18719 |
| &nbsp;&nbsp;&nbsp;5.40%, 07/15/40 (Call 01/15/40) | 15 | 14487 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/15/49 (Call 07/15/48) | 25 | 24211 |
| &nbsp;&nbsp;&nbsp;6.90%, 04/15/38 | 26 | 28795 |
| Mars Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/01/39 (Call 10/01/38)<sup>(b)</sup> | 90 | 77991 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/01/44 (Call 10/01/43)<sup>(b)</sup> | 45 | 37446 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/01/49 (Call 10/01/48)<sup>(b)</sup> | 65 | 54352 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/54 (Call 10/01/53)<sup>(b)</sup> | 48 | 39509 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/59 (Call 10/01/58)<sup>(b)</sup> | 40 | 32764 |
| McCormick & Co. Inc./MD, 4.20%, 08/15/47 (Call 02/15/47) | 76 | 62536 |
| Mondelez International Inc., 2.63%, 09/04/50 (Call 03/04/50) | 75 | 48212 |
| Nestle Holdings Inc., 3.90%, 09/24/38 (Call 03/24/38)<sup>(b)</sup> | 380 | 342110 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/48 (Call 09/15/47) | 40 | 33762 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 (Call 10/01/45) | 5 | 4277 |
| &nbsp;&nbsp;&nbsp;4.85%, 10/01/45 (Call 04/01/45) | 53 | 47756 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (Call 10/01/49) | 154 | 173524 |
| Tesco PLC, 6.15%, 11/15/37<sup>(b)</sup> | 100 | 97463 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 06/02/47 (Call 12/02/46) | 55 | 48416 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/28/48 (Call 03/28/48) | 90 | 85444 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/15/44 (Call 02/15/44) | 20 | 18980 |
|  |  | 2992946 |
| **Forest Products & Paper — 0.1%** |  |  |
| Celulosa Arauco y Constitucion SA, 5.50%, 04/30/49 (Call 10/30/48)<sup>(a)(f)</sup>. | 200 | 165484 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 08/15/48 (Call 02/15/48) | 42 | 35659 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/47 (Call 02/15/47) | 49 | 40893 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 48 | 42513 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/41 (Call 05/15/41) | 30 | 30011 |
|  |  | 314560 |
| **Gas — 0.5%** |  |  |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/49 (Call 03/15/49) | 35 | 25889 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/44 (Call 04/15/44) | 40 | 33627 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/49 (Call 09/15/48) | 65 | 54348 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/43 (Call 07/15/42) | 30 | 25385 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/01/48 (Call 04/01/48) | 90 | 77278 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/41 (Call 12/15/40) | $40 | $39979 |
| &nbsp;&nbsp;&nbsp;5.75%, 10/15/52 (Call 04/15/52) | 10 | 10706 |
| Boston Gas Co., 4.49%, 02/15/42<sup>(b)</sup> | 5 | 4191 |
| Brooklyn Union Gas Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 03/15/48 (Call 09/15/47)<sup>(b)</sup> | 23 | 17423 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 03/04/49 (Call 09/04/48)<sup>(b)</sup> | 20 | 15524 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/10/46 (Call 09/10/45)<sup>(b)</sup> | 50 | 38610 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 09/01/47 (Call 03/01/47) | 61 | 50183 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/41 (Call 07/15/40) | 10 | 10182 |
| Centrica PLC, 5.38%, 10/16/43 (Call 04/16/43)<sup>(b)</sup> | 205 | 185033 |
| East Ohio Gas Co. (The), 3.00%, 06/15/50 (Call 12/15/49)<sup>(b)</sup> | 25 | 16404 |
| KeySpan Gas East Corp., 5.82%, 04/01/41<sup>(b)</sup> | 40 | 38785 |
| Nakilat Inc., 6.07%, 12/31/33<sup>(b)</sup> | 92 | 94450 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/47 (Call 11/15/46) | 65 | 55130 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/15/44 (Call 08/15/43) | 125 | 111676 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51) | 10 | 9228 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/43 (Call 08/15/42) | 5 | 4767 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/01/45 (Call 08/01/44) | 55 | 54504 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 (Call 05/01/48) | 10 | 8356 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/01/44 (Call 08/01/43) | 160 | 138522 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 06/01/50 (Call 12/01/49) | 25 | 17284 |
| &nbsp;&nbsp;&nbsp;3.64%, 11/01/46 (Call 05/01/46) | 35 | 25452 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/42 (Call 03/15/42) | 50 | 39343 |
| &nbsp;&nbsp;&nbsp;Series WW, 3.95%, 02/15/50 (Call 08/15/49) | 35 | 27571 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/43 (Call 12/01/42) | 34 | 28204 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/30/47 (Call 11/30/46) | 120 | 97582 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/15/41 (Call 09/15/40) | 51 | 51443 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.18%, 08/15/51 (Call 02/15/51) | 30 | 18227 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/29/46 (Call 03/29/46) | 20 | 13983 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/49 (Call 03/15/49) | 17 | 12765 |
| &nbsp;&nbsp;&nbsp;Series K, 3.80%, 09/15/46 (Call 03/15/46) | 115 | 87725 |
|  |  | 1539759 |
| **Hand & Machine Tools — 0.0%** |  |  |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/50 (Call 11/01/49) | 20 | 14643 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/48 (Call 09/01/47) | 35 | 30379 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/50 (Call 05/15/50) | 26 | 16684 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/48 (Call 05/15/48) | 35 | 32037 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/01/40 | 25 | 24304 |
|  |  | 118047 |
| **Health Care - Products — 0.5%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 11/30/36 (Call 05/30/36) | 144 | 145290 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/43 (Call 10/15/42) | 40 | 39209 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/30/46 (Call 05/30/46) | 170 | 170763 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/27/40 | 40 | 41584 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/30/37 | 53 | 60373 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/51 (Call 06/01/51) | 30 | 20176 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 85 | 62665 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 03/01/49 (Call 09/01/48) | $39 | $35917 |
| &nbsp;&nbsp;&nbsp;7.38%, 01/15/40 | 55 | 63845 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/50 (Call 04/01/50) | 50 | 33163 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 20 | 18010 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/39 (Call 05/15/39) | 95 | 76978 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/49 (Call 05/15/49) | 147 | 113340 |
| GE Healthcare Holding LLC, 6.38%, 11/22/52<sup>(b)</sup> | 100 | 111186 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/42 | 45 | 39684 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/11/38 | 30 | 32261 |
| Medtronic Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/35 | 115 | 110784 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/45 | 100 | 95639 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49) | 25 | 17222 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) | 70 | 57996 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/44 (Call 11/15/43) | 35 | 29977 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/46 (Call 09/15/45) | 65 | 58902 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 08/15/47 (Call 02/15/47) | 81 | 71946 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/01/44 (Call 08/01/43) | 50 | 51284 |
| Zimmer Biomet Holdings Inc., 4.45%, 08/15/45 (Call 02/15/45) | 50 | 40291 |
|  |  | 1598485 |
| **Health Care - Services — 2.3%** |  |  |
| Adventist Health System/West, 3.63%, 03/01/49 (Call 09/01/48) | 35 | 25247 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.39%, 10/15/49 (Call 04/15/49) | 32 | 23396 |
| &nbsp;&nbsp;&nbsp;4.27%, 08/15/48 (Call 02/15/48) | 31 | 26832 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.01%, 06/15/50 (Call 12/15/49) | 25 | 16931 |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/47 (Call 02/15/47) | 30 | 23487 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/42 (Call 05/15/42) | 30 | 24779 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/42 (Call 11/15/41) | 25 | 21802 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/44 (Call 09/15/43) | 40 | 35548 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/36 | 61 | 65385 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/15/37 | 45 | 48935 |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.02%, 07/01/45 | 30 | 29177 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.78%, 07/01/51 (Call 01/01/51) | 50 | 31471 |
| Allina Health System, Series 2019, 3.89%, 04/15/49 | 35 | 28240 |
| Anthem Inc., 4.55%, 05/15/52 (Call 11/15/51) | 20 | 18040 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/46 | 50 | 42054 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/53 | 62 | 59416 |
| &nbsp;&nbsp;&nbsp;Series B, 3.11%, 11/15/39 (Call 05/15/39) | 15 | 11579 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp;2.91%, 01/01/51 (Call 07/01/50) | 40 | 26346 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.18%, 01/01/50 (Call 07/01/49) | 35 | 24681 |
| Baptist Healthcare System Obligated Group, Series 20B, |  |  |
| &nbsp;&nbsp;&nbsp;3.54%, 08/15/50 (Call 02/15/50) | 50 | 36268 |
| BayCare Health System Inc., Series 2020, 3.83%, 11/15/50 (Call 05/15/50) | 50 | 40504 |
| &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp;4.19%, 11/15/45 (Call 05/15/45) | 70 | 60113 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.84%, 11/15/50 (Call 11/15/49) | 85 | 56211 |
| BHSH System Obligated Group, Series 19A, 3.49%, 07/15/49 (Call 01/15/49) | 30 | 22500 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Bon Secours Mercy Health Inc., Series 20-2, 3.21%, 06/01/50 (Call 12/01/49) | $10 | $6796 |
| Catholic Health Services of Long Island Obligated Group, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.37%, 07/01/50 (Call 01/01/50) | 10 | 6579 |
| Children's Health System of Texas, 2.51%, 08/15/50 (Call 02/15/50) | 60 | 36359 |
| Children's Hospital Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017, 4.12%, 01/01/47 (Call 07/01/46) | 25 | 21404 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.59%, 02/01/50 (Call 08/01/49) | 80 | 49694 |
| Children's Hospital Medical Center/Cincinnati OH, 4.27%, 05/15/44 | 5 | 4334 |
| Children's Hospital/DC, Series 2020, 2.93%, 07/15/50 (Call 01/15/50) | 5 | 3195 |
| City of Hope |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013, 5.62%, 11/15/43 | 25 | 24768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018, 4.38%, 08/15/48 (Call 02/15/48)<sup>(a)</sup> | 55 | 46093 |
| Cleveland Clinic Foundation (The), 4.86%, 01/01/2114. | 47 | 41338 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;3.82%, 10/01/49 (Call 04/01/49) | 77 | 57054 |
| &nbsp;&nbsp;&nbsp;3.91%, 10/01/50 (Call 04/01/50) | 35 | 25628 |
| &nbsp;&nbsp;&nbsp;4.19%, 10/01/49 (Call 04/01/49) | 91 | 70067 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/01/42 | 90 | 75278 |
| Cottage Health Obligated Group, Series 2020, 3.30%, 11/01/49 (Call 05/01/49) | 50 | 35899 |
| Dartmouth-Hitchcock Health, Series B, 4.18%, 08/01/48 (Call 02/01/48) | 25 | 20239 |
| Dignity Health, 4.50%, 11/01/42 | 10 | 8371 |
| Duke University Health System Inc., Series 2017, 3.92%, 06/01/47 (Call 12/01/46) | 35 | 28984 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (Call 09/15/50) | 10 | 7618 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/49 (Call 03/15/49) | 75 | 57370 |
| &nbsp;&nbsp;&nbsp;4.38%, 12/01/47 (Call 06/01/47) | 103 | 89761 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/48 (Call 09/01/47) | 10 | 8861 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/42 | 95 | 87542 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/43 | 145 | 133976 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/44 (Call 02/15/44) | 55 | 49976 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 141 | 135077 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/15/34 | 40 | 41885 |
| Hackensack Meridian Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.21%, 07/01/48 (Call 01/01/48) | 40 | 34064 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/57 (Call 01/01/57) | 35 | 30181 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.68%, 09/01/41 (Call 03/01/41) | 10 | 6918 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.88%, 09/01/50 (Call 03/01/50) | 48 | 31581 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/51 (Call 01/15/51) | 75 | 50498 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> | 20 | 16089 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/39 (Call 12/15/38) | 130 | 116281 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/49 (Call 12/15/48) | 205 | 180029 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/47 (Call 12/15/46) | 90 | 81440 |
| Health Care Service Corp. A Mutual Legal Reserve Co., 3.20%, 06/01/50 (Call 12/01/49)<sup>(b)</sup> | 55 | 37701 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/49 (Call 02/15/49) | 20 | 16158 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/42 (Call 06/01/42) | 51 | 45104 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/47 (Call 09/15/46) | 30 | 26920 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/44 (Call 04/01/44) | 25 | 23149 |
| IHC Health Services Inc., 4.13%, 05/15/48 (Call 11/15/47) | 80 | 68377 |
| Indiana University Health Inc. Obligated Group, 3.97%, 11/01/48 (Call 05/01/48) | 90 | 74128 |
| Integris Baptist Medical Center Inc., Series A, 3.88%, 08/15/50 (Call 02/15/50) | 75 | 55558 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Iowa Health System, Series 2020, 3.67%, 02/15/50 (Call 08/15/49) | $40 | $29682 |
| Johns Hopkins Health System Corp. (The), 3.84%, 05/15/46 | 30 | 24236 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/47 (Call 11/01/46) | 79 | 68654 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/42 | 125 | 120302 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.27%, 11/01/49 (Call 05/01/49) | 90 | 65620 |
| Laboratory Corp. of America Holdings, 4.70%, 02/01/45 (Call 08/01/44) | 63 | 55746 |
| Mass General Brigham Inc. |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015, 4.12%, 07/01/55 | 40 | 32188 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.77%, 07/01/48 (Call 01/01/48) | 25 | 19730 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.19%, 07/01/49 (Call 01/01/49) | 75 | 53335 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.34%, 07/01/60 (Call 01/01/60) | 20 | 13397 |
| Massachusetts Mutual Life Insurance Co., 5.67%, 12/01/52<sup>(b)</sup> | 50 | 50370 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp;3.77%, 11/15/43 | 55 | 45390 |
| &nbsp;&nbsp;&nbsp;Series 2013, 4.00%, 11/15/47 | 50 | 42449 |
| &nbsp;&nbsp;&nbsp;Series 2016, 4.13%, 11/15/52 | 20 | 17099 |
| McLaren Health Care Corp., Series A, 4.39%, 05/15/48 (Call 11/15/47) | 55 | 46715 |
| MedStar Health Inc., Series 20A, 3.63%, 08/15/49 | 35 | 25393 |
| Memorial Health Services, 3.45%, 11/01/49 (Call 05/01/49) | 30 | 22118 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/01/52. | 50 | 42140 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/42 | 70 | 69558 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.96%, 01/01/50 (Call 07/01/49) | 55 | 36886 |
| Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 (Call 06/01/50) | 15 | 9538 |
| MidMichigan Health, Series 2020, 3.41%, 06/01/50 (Call 12/01/49) | 50 | 34954 |
| Montefiore Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;4.29%, 09/01/50 | 45 | 27893 |
| &nbsp;&nbsp;&nbsp;Series 18-C, 5.25%, 11/01/48 | 35 | 26077 |
| Mount Sinai Hospitals Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.98%, 07/01/48. | 70 | 55849 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.74%, 07/01/49 (Call 01/01/49) | 15 | 11269 |
| New York and Presbyterian Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.02%, 08/01/45 | 80 | 66900 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.95%, 08/01/2119 (Call 02/01/2119) | 15 | 10513 |
| Northwell Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.81%, 11/01/49 (Call 11/01/48) | 55 | 39429 |
| &nbsp;&nbsp;&nbsp;3.98%, 11/01/46 (Call 11/01/45) | 55 | 42667 |
| &nbsp;&nbsp;&nbsp;4.26%, 11/01/47 (Call 11/01/46) | 50 | 40071 |
| Novant Health Inc., 3.17%, 11/01/51 (Call 05/01/51) | 20 | 14310 |
| NYU Langone Hospitals, 4.37%, 07/01/47 (Call 01/01/47) | 55 | 46117 |
| OhioHealth Corp., Series 2020, 3.04%, 11/15/50 (Call 05/15/50)<sup>(a)</sup> | 40 | 28382 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;3.33%, 10/01/50 (Call 04/01/50) | 10 | 7004 |
| &nbsp;&nbsp;&nbsp;4.09%, 10/01/48 (Call 04/01/48) | 45 | 36686 |
| PeaceHealth Obligated Group, Series 2018, 4.79%, 11/15/48 (Call 05/15/48) | 25 | 21201 |
| Providence St Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 3.93%, 10/01/48 (Call 04/01/48) | 34 | 26626 |
| &nbsp;&nbsp;&nbsp;Series I, 3.74%, 10/01/47 | 5 | 3849 |
| Quest Diagnostics Inc., 4.70%, 03/30/45 (Call 09/30/44) | 30 | 25480 |
| Roche Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.61%, 12/13/51 (Call 06/13/51)<sup>(b)</sup> | 200 | 134248 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 03/01/39<sup>(b)</sup> | 20 | 24584 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| RWJ Barnabas Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 07/01/49 (Call 01/01/49) | $30 | $22155 |
| &nbsp;&nbsp;&nbsp;3.95%, 07/01/46 (Call 07/01/45) | 30 | 24703 |
| Seattle Children's Hospital, Series 2021, 2.72%, 10/01/50 (Call 10/01/49) | 50 | 32193 |
| Sharp HealthCare, Series 20B, 2.68%, 08/01/50 (Call 08/01/49) | 25 | 15821 |
| Stanford Health Care, Series 2018, 3.80%, 11/15/48 `(Call 05/15/48) | 83 | 66623 |
| Sutter Health, Series 2018, 4.09%, 08/15/48 (Call 02/15/48) | 81 | 65428 |
| Texas Health Resources |  |  |
| &nbsp;&nbsp;&nbsp;2.33%, 11/15/50 (Call 05/15/50) | 10 | 5765 |
| &nbsp;&nbsp;&nbsp;4.33%, 11/15/55 | 40 | 34162 |
| Toledo Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/15/38 (Call 11/15/28) | 60 | 56293 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.02%, 11/15/48<sup>(a)</sup> | 40 | 29142 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/45 | 55 | 46798 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.43%, 12/01/48. | 40 | 30674 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/50 (Call 11/15/49) | 75 | 52050 |
| &nbsp;&nbsp;&nbsp;3.05%, 05/15/41 (Call 11/15/40) | 200 | 153508 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/51 (Call 11/15/50) | 60 | 44266 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/49 (Call 02/15/49) | 105 | 84346 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/15/47 (Call 04/15/47) | 107 | 87242 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/59 (Call 02/15/59) | 50 | 40154 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/42 (Call 04/15/42) | 125 | 107269 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/47 (Call 07/15/46) | 80 | 69715 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/43 (Call 09/15/42) | 58 | 52209 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/47 (Call 10/15/46) | 115 | 100562 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/48 (Call 12/15/47) | 90 | 79008 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41) | 110 | 99586 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/48 (Call 06/15/48) | 50 | 45269 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/35. | 100 | 98009 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/15/41 (Call 05/15/41) | 50 | 46888 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/45 | 137 | 130608 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/52 (Call 11/15/51) | 150 | 141838 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/62 (Call 11/15/61) | 100 | 96056 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/36 | 5 | 5342 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/53 (Call 08/15/52) | 60 | 66286 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/15/41 (Call 08/15/40) | 35 | 37713 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 (Call 08/15/62) | 60 | 67333 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/37 | 50 | 56092 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/37 | 50 | 56619 |
| Willis-Knighton Medical Center |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.81%, 09/01/48 (Call 03/01/48) | 44 | 38954 |
| &nbsp;&nbsp;&nbsp;Series 2021, 3.07%, 03/01/51 (Call 09/01/50) | 40 | 25715 |
|  |  | 6794313 |
| **Holding Companies - Diversified — 0.2%** |  |  |
| JAB Holdings BV, 3.75%, 05/28/51 (Call 11/28/50)<sup>(b)</sup> | 5 | 2950 |
| MDGH GMTN RSC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/07/49 (Call 05/07/49)<sup>(f)</sup> | 200 | 160804 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/21/50 (Call 11/21/49)<sup>(f)</sup> | 200 | 167718 |
| PTT Treasury Center Co. Ltd., 4.50%, 10/25/42 | 200 | 164330 |
| Temasek Financial I Ltd., 2.50%, 10/06/70 (Call 04/06/70)<sup>(b)</sup> | 250 | 153043 |
|  |  | 648845 |
| **Home Builders — 0.0%** |  |  |
| MDC Holdings Inc., 6.00%, 01/15/43 (Call 10/15/42) | 70 | 56381 |
| PulteGroup Inc., 6.00%, 02/15/35 | 55 | 53114 |
|  |  | 109495 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Home Furnishings — 0.0%** |  |  |
| Leggett & Platt Inc., 3.50%, 11/15/51 (Call 05/15/51) | $25 | $18148 |
| Whirlpool Corp., 4.50%, 06/01/46 (Call 12/01/45) | 86 | 67566 |
|  |  | 85714 |
| **Household Products & Wares — 0.1%** |  |  |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 80 | 64127 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51) | 15 | 14241 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 07/30/46 (Call 01/30/46) | 60 | 44177 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/04/47 (Call 11/04/46) | 40 | 33616 |
| &nbsp;&nbsp;&nbsp;5.30%, 03/01/41 | 30 | 30437 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/01/37 | 25 | 29282 |
| SC Johnson & Son Inc., 4.80%, 09/01/40<sup>(b)</sup> | 50 | 46434 |
|  |  | 262314 |
| **Housewares — 0.0%** |  |  |
| Newell Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 04/01/36 (Call 10/01/35) | 25 | 21406 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/46 (Call 10/01/45) | 45 | 34983 |
|  |  | 56389 |
| **Insurance — 2.4%** |  |  |
| Aflac Inc., 4.75%, 01/15/49 (Call 07/15/48) | 70 | 61972 |
| AIA Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/16/40 (Call 03/16/40)<sup>(b)</sup> | 210 | 153124 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/16/46 (Call 09/16/45)<sup>(b)</sup> | 105 | 89480 |
| Alleghany Corp., 4.90%, 09/15/44 (Call 03/15/44) | 15 | 13542 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 08/10/49 (Call 02/10/49) | 10 | 7903 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/15/46 (Call 06/15/46) | 40 | 33984 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/43 | 90 | 81041 |
| &nbsp;&nbsp;&nbsp;5.55%, 05/09/35 | 50 | 51661 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/36 | 10 | 10540 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/15/67 (Call 05/15/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.120%)<sup>(c)</sup> | 85 | 81605 |
| American Financial Group Inc./OH, 4.50%, 06/15/47 (Call 12/15/46) | 45 | 36692 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/30/50 (Call 12/30/49) | 100 | 86550 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/16/44 (Call 01/16/44) | 150 | 131742 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/01/48 (Call 10/01/47) | 65 | 58962 |
| Aon Corp., 6.25%, 09/30/40 | 30 | 31210 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 08/23/51 (Call 02/23/51) | 25 | 16371 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/28/52 (Call 08/28/51) | 25 | 19625 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/14/44 (Call 03/14/44) | 40 | 34316 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/45 (Call 11/15/44) | 44 | 38561 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 (Call 06/15/46) | 40 | 34734 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 (Call 12/30/49) | 70 | 49338 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | 40 | 36046 |
| Arthur J Gallagher & Co., 3.05%, 03/09/52 (Call 09/09/51) | 50 | 32274 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/52 (Call 11/15/51) | 15 | 9372 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/25/51 (Call 11/25/50) | 10 | 6939 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/51 (Call 07/15/50) | 50 | 32104 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/15/50 (Call 04/15/50) | 70 | 47853 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/52 (Call 09/15/51) | 70 | 57202 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 83 | 74577 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/49 (Call 07/15/48) | 206 | 184681 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 | 45 | 41251 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/42 | $55 | $51152 |
| &nbsp;&nbsp;&nbsp;5.75%, 01/15/40 | 53 | 58571 |
| Berkshire Hathaway Inc., 4.50%, 02/11/43 | 97 | 92231 |
| Brighthouse Financial Inc., 4.70%, 06/22/47 (Call 12/22/46) | 54 | 40515 |
| Brown & Brown Inc., 4.95%, 03/17/52 (Call 09/17/51) | 10 | 8281 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 05/11/37 | 16 | 17168 |
| &nbsp;&nbsp;&nbsp;Series 1, 6.50%, 05/15/38 | 20 | 22357 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/51 (Call 06/15/51) | 25 | 16966 |
| &nbsp;&nbsp;&nbsp;3.05%, 12/15/61 (Call 06/15/61) | 100 | 66670 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/13/43 | 25 | 21329 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (Call 05/03/45) | 115 | 102074 |
| &nbsp;&nbsp;&nbsp;6.70%, 05/15/36 | 25 | 28160 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/05/42 (Call 10/05/41)<sup>(b)</sup> | 20 | 16418 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/05/52 (Call 10/05/51)<sup>(b)</sup> | 35 | 28213 |
| Equitable Holdings Inc., 5.00%, 04/20/48 (Call 10/20/47) | 60 | 52570 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 10/15/52 (Call 04/15/52) | 40 | 25601 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/50 (Call 04/15/50) | 10 | 6961 |
| &nbsp;&nbsp;&nbsp;4.87%, 06/01/44 | 15 | 13040 |
| Farmers Exchange Capital II, 6.15%, 11/01/53 (Call 11/01/33), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.744%)<sup>(b)(c)</sup> | 40 | 38293 |
| Farmers Exchange Capital III, 5.45%, 10/15/54 (Call 10/15/34), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.454%)<sup>(b)(c)</sup> | 60 | 56023 |
| Farmers Insurance Exchange, 4.75%, 11/01/57 (Call 11/01/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.374%)<sup>(b)(c)</sup> | 60 | 48801 |
| Genworth Holdings Inc., 6.50%, 06/15/34 | 20 | 17396 |
| Great-West Lifeco Finance 2018 LP, 4.58%, 05/17/48 (Call 11/17/47)<sup>(b)</sup> | 85 | 71391 |
| Great-West Lifeco Finance Delaware LP, 4.15%, 06/03/47 (Call 12/03/46)<sup>(b)</sup> | 25 | 19849 |
| Guardian Life Insurance Co. of America (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/22/70 (Call 07/22/69)<sup>(b)</sup> | 25 | 16693 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 01/24/77<sup>(b)</sup> | 40 | 33220 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/19/64<sup>(b)</sup> | 45 | 38972 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/43 | 25 | 20386 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/48 (Call 09/15/47) | 75 | 63157 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 40 | 40380 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/01/41 | 40 | 40656 |
| High Street Funding Trust II, 4.68%, 02/15/48 (Call 11/15/47)<sup>(b)</sup> | 110 | 94514 |
| Jackson Financial Inc., 4.00%, 11/23/51 (Call 05/23/51) | 25 | 16264 |
| Liberty Mutual Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 10/15/50 (Call 04/15/50)<sup>(b)</sup> | 125 | 87642 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/15/60 (Call 11/15/59)<sup>(b)</sup> | 60 | 39584 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 02/01/61 (Call 02/01/26)<sup>(b)</sup> | 50 | 29243 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.80%, 03/07/87<sup>(b)</sup> | 30 | 32923 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/48 (Call 09/01/47) | 40 | 30606 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/50 (Call 12/15/49)<sup>(a)</sup> | 35 | 26947 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/40 | 60 | 62968 |
| Loews Corp., 4.13%, 05/15/43 (Call 11/15/42) | 65 | 52715 |
| Manulife Financial Corp., 5.38%, 03/04/46 | 35 | 33841 |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 09/17/50 (Call 03/17/50) | 26 | 19862 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/01/47 (Call 05/01/47) | 35 | 27329 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/05/46 | 50 | 43941 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/49 (Call 11/20/48) | 60 | 52768 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/48 (Call 09/01/47) | $60 | $50121 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/30/47 (Call 07/30/46) | 50 | 42615 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/39 (Call 09/15/38) | 50 | 46219 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/49 (Call 09/15/48) | 30 | 28061 |
| Massachusetts Mutual Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/15/50<sup>(b)</sup> | 30 | 21206 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 10/15/70<sup>(b)</sup> | 71 | 47701 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 04/01/77<sup>(b)</sup> | 50 | 41287 |
| MetLife Capital Trust IV, 7.88%, 12/15/67 (Call 12/15/32)<sup>(b)</sup> | 100 | 105577 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/45 | 40 | 33848 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/13/42 | 61 | 52623 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/13/46 (Call 11/13/45) | 30 | 27821 |
| &nbsp;&nbsp;&nbsp;4.72%, 12/15/44 | 55 | 49946 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/13/43 | 81 | 76414 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/52 (Call 01/15/52) | 30 | 29012 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/35. | 36 | 37938 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/66 (Call 12/15/31) | 190 | 179664 |
| &nbsp;&nbsp;&nbsp;10.75%, 08/01/69 (Call 08/01/34) | 31 | 40942 |
| Nationwide Financial Services Inc., 5.30%, 11/18/44<sup>(b)</sup> | 30 | 26544 |
| Nationwide Mutual Insurance Co., 4.35%, 04/30/50 (Call 10/30/49)<sup>(b)</sup> | 275 | 209132 |
| New York Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 40 | 31014 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 05/15/69 (Call 11/15/68)<sup>(b)</sup> | 30 | 25024 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 11/15/39<sup>(b)</sup> | 180 | 200921 |
| Northwestern Mutual Life Insurance Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/30/59 (Call 03/30/59)<sup>(b)</sup> | 175 | 123254 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 09/30/47 (Call 03/30/47)<sup>(b)</sup> | 105 | 81775 |
| Old Republic International Corp., 3.85%, 06/11/51 (Call 12/11/50) | 10 | 7025 |
| Pacific Life Insurance Co., 4.30%, 10/24/67 (Call 10/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.796%)<sup>(b)(c)</sup> | 175 | 137469 |
| Pacific LifeCorp., 3.35%, 09/15/50 (Call 03/15/50)<sup>(b)</sup> | 25 | 17140 |
| Penn Mutual Life Insurance Co. (The), 3.80%, 04/29/61<sup>(b)</sup> | 40 | 26106 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/46 (Call 05/15/46) | 10 | 8271 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/43 | 46 | 38085 |
| &nbsp;&nbsp;&nbsp;4.63%, 09/15/42 | 40 | 34426 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/26/50 (Call 09/26/49) | 25 | 20305 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/15/47 (Call 10/15/46) | 62 | 52675 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 50 | 42161 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/25/44 | 45 | 39093 |
| Provident Financing Trust I, 7.41%, 03/15/38 | 10 | 10200 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/40 (Call 09/10/39) | 50 | 37404 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/13/51 (Call 09/13/50) | 70 | 54407 |
| &nbsp;&nbsp;&nbsp;3.91%, 12/07/47 (Call 06/07/47) | 40 | 32346 |
| &nbsp;&nbsp;&nbsp;3.94%, 12/07/49 (Call 06/07/49) | 60 | 47619 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/25/50 (Call 08/25/49) | 50 | 43192 |
| &nbsp;&nbsp;&nbsp;4.42%, 03/27/48 (Call 09/27/47) | 10 | 8609 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/44 | 53 | 48508 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/14/36 | 52 | 53590 |
| &nbsp;&nbsp;&nbsp;6.63%, 12/01/37 | 30 | 32787 |
| Securian Financial Group Inc., 4.80%, 04/15/48<sup>(b)</sup> | 35 | 28594 |
| Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48) | 15 | 13142 |
| Teachers Insurance & Annuity Association of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 50 | 35042 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 05/15/47 (Call 11/15/46)<sup>(b)</sup> | $165 | $139176 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 09/15/44<sup>(b)</sup> | 80 | 74173 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 12/16/39<sup>(b)</sup> | 52 | 57646 |
| Transatlantic Holdings Inc., 8.00%, 11/30/39 | 40 | 49362 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 06/08/51 (Call 12/08/50) | 50 | 34926 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 35 | 27775 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/30/47 (Call 11/30/46) | 30 | 24811 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/04/49 (Call 09/04/48) | 30 | 24782 |
| &nbsp;&nbsp;&nbsp;4.30%, 08/25/45 (Call 02/25/45) | 30 | 25508 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/01/43 | 30 | 27061 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/15/37 | 50 | 55211 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/20/36 | 161 | 184244 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/49 (Call 06/15/49) | 45 | 33014 |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/42 | 60 | 54244 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/46 | 15 | 12262 |
| &nbsp;&nbsp;&nbsp;5.70%, 07/15/43 | 115 | 107536 |
| W R Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/30/52 (Call 09/30/51) | 15 | 10630 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/44 | 45 | 39604 |
| Western & Southern Life Insurance Co. (The), 5.15%, 01/15/49 (Call 07/15/48)<sup>(a)(b)</sup> | 25 | 22769 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/49 (Call 03/15/49) | 35 | 25284 |
| &nbsp;&nbsp;&nbsp;5.05%, 09/15/48 (Call 03/15/48) | 30 | 25515 |
| XLIT Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 12/15/43 | 100 | 99660 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/31/45 | 40 | 37980 |
|  |  | 7139921 |
| **Internet — 0.9%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/09/41 (Call 08/09/40) | 200 | 128214 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/09/51 (Call 08/09/50) | 200 | 127664 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/06/47 (Call 06/06/47) | 200 | 154828 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 08/15/50 (Call 02/15/50) | 310 | 194990 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60) | 15 | 9091 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 06/03/50 (Call 12/03/49) | 80 | 52409 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/03/60 (Call 12/03/59) | 98 | 62048 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/12/41 (Call 11/12/40) | 100 | 76534 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/12/51 (Call 11/12/50) | 210 | 154016 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (Call 11/12/60) | 75 | 53935 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/37 (Call 02/22/37) | 198 | 178041 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/52 (Call 10/13/51) | 85 | 72647 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/22/47 (Call 02/22/47) | 82 | 72218 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/13/62 (Call 10/13/61) | 100 | 84829 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/22/57 (Call 02/22/57) | 245 | 219633 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/05/44 (Call 06/05/44) | 190 | 192958 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 05/10/51 (Call 11/10/50) | 10 | 7322 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/42 (Call 01/15/42) | 76 | 60849 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/15/52 (Call 02/15/52)<sup>(b)</sup> | 210 | 172801 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 08/15/62 (Call 02/15/62)<sup>(b)</sup> | 60 | 49145 |
| Prosus NV, 4.03%, 08/03/50 (Call 02/03/50)<sup>(f)</sup> | 200 | 122270 |
| Tencent Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.24%, 06/03/50 (Call 12/03/49)<sup>(f)</sup> | 200 | 125326 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Internet (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 06/03/60 (Call 12/03/59)<sup>(f)</sup> | $200 | $117750 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.53%, 04/11/49 (Call 10/11/48)<sup>(a)(f)</sup> | 200 | 156030 |
|  |  | 2645548 |
| **Iron & Steel — 0.2%** |  |  |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 03/01/41 | 25 | 24558 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/39 | 36 | 36600 |
| Cliffs Natural Resources Inc., 6.25%, 10/01/40<sup>(a)</sup> | 15 | 12347 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.98%, 12/15/55 (Call 06/15/55) | 79 | 49016 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/01/37 | 75 | 81380 |
| Steel Dynamics Inc., 3.25%, 10/15/50 (Call 04/15/50) | 25 | 16342 |
| U.S. Steel Corp., 6.65%, 06/01/37 | 20 | 17939 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;6.88%, 11/21/36 | 62 | 65252 |
| &nbsp;&nbsp;&nbsp;6.88%, 11/10/39 | 80 | 81927 |
| Vale SA, 5.63%, 09/11/42 | 125 | 116553 |
|  |  | 501914 |
| **Leisure Time — 0.0%** |  |  |
| Brunswick Corp., 5.10%, 04/01/52 (Call 10/01/51) | 35 | 25122 |
| Harley-Davidson Inc., 4.63%, 07/28/45 (Call 01/28/45) | 30 | 23051 |
|  |  | 48173 |
| **Machinery — 0.3%** |  |  |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/19/49 (Call 03/19/49) | 135 | 104778 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/09/50 (Call 10/09/49) | 45 | 34865 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/42 | 80 | 69850 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/15/44 (Call 11/15/43)<sup>(a)</sup> | 70 | 65223 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/64 (Call 11/15/63) | 45 | 43507 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/27/41 | 61 | 63248 |
| &nbsp;&nbsp;&nbsp;6.05%, 08/15/36 | 25 | 27616 |
| Crane Holdings Co., 4.20%, 03/15/48 (Call 09/15/47) | 50 | 35870 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/07/49 (Call 03/07/49)<sup>(a)</sup> | 165 | 120876 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 55 | 47942 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/09/42 (Call 12/09/41) | 44 | 40014 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 10/15/35. | 35 | 34851 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/41 (Call 12/01/40) | 20 | 19716 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.11%, 02/15/40 (Call 08/15/39) | 25 | 18862 |
| &nbsp;&nbsp;&nbsp;3.36%, 02/15/50 (Call 08/15/49) | 70 | 50183 |
| Rockwell Automation Inc., 4.20%, 03/01/49 (Call 09/01/48) | 30 | 25889 |
| Xylem Inc./NY, 4.38%, 11/01/46 (Call 05/01/46) | 20 | 17126 |
|  |  | 820416 |
| **Manufacturing — 0.5%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 09/19/46 (Call 03/19/46) | 10 | 7186 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/15/47 (Call 04/15/47) | 88 | 68322 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 35 | 27982 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/15/44 | 45 | 36458 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/14/48 (Call 03/14/48)<sup>(a)</sup> | 60 | 50434 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 87 | 92151 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.92%, 09/15/47 (Call 03/15/47) | 15 | 12403 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/02/42 | 75 | 65653 |
| &nbsp;&nbsp;&nbsp;4.70%, 08/23/52 (Call 02/23/52) | 10 | 9323 |
| GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35 | 594 | 560279 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 09/01/42 (Call 03/01/42) | $30 | $26177 |
| &nbsp;&nbsp;&nbsp;4.88%, 09/15/41 (Call 03/15/41) | 51 | 50441 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/14/49 (Call 12/14/48) | 25 | 20179 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/47 (Call 09/01/46) | 20 | 16374 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/21/44 (Call 05/21/44) | 85 | 74465 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/38 | 10 | 10510 |
| Siemens Financieringsmaatschappij NV, 4.20%, 03/16/47<sup>(b)</sup> | 250 | 222235 |
| Trane Technologies Global Holding Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 02/21/48 (Call 08/21/47) | 25 | 19706 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/43 | 40 | 40284 |
|  |  | 1410562 |
| **Media — 2.4%** |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/15/34 (Call 01/15/28)<sup>(b)</sup> | 125 | 97331 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/33 (Call 06/01/27)<sup>(b)</sup> | 105 | 83334 |
| Charter Communications Operating LLC/Charter |  |  |
| Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 100 | 67821 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/42 (Call 09/01/41) | 50 | 33775 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/51 (Call 10/01/50) | 145 | 92680 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/61 (Call 10/01/60) | 170 | 105187 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/52 (Call 12/01/51) | 75 | 49633 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/62 (Call 12/30/61) | 50 | 31436 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/01/61 (Call 06/01/61) | 10 | 6797 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/50 (Call 09/01/49) | 215 | 162387 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/01/49 (Call 01/01/49) | 120 | 95200 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/53 (Call 10/01/52) | 80 | 64371 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/01/38 (Call 10/01/37) | 70 | 60025 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/01/47 (Call 11/01/46) | 115 | 94954 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/48 (Call 10/01/47) | 183 | 156917 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/23/35 (Call 04/23/35) | 145 | 142465 |
| &nbsp;&nbsp;&nbsp;6.48%, 10/23/45 (Call 04/23/45) | 271 | 255201 |
| &nbsp;&nbsp;&nbsp;6.83%, 10/23/55 (Call 04/23/55) | 65 | 62994 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 08/15/52 (Call 02/15/52) | 65 | 39742 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/62 (Call 02/15/62) | 280 | 166219 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/51 (Call 07/15/50) | 35 | 23002 |
| &nbsp;&nbsp;&nbsp;2.89%, 11/01/51 (Call 05/01/51) | 207 | 138123 |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (Call 05/01/56) | 234 | 150621 |
| &nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (Call 05/01/63) | 174 | 110088 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/36 (Call 01/15/36) | 55 | 45402 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/39 (Call 05/01/39) | 76 | 60367 |
| &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) | 130 | 97469 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/38 (Call 09/01/37) | 80 | 70247 |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/47 (Call 05/01/47) | 89 | 72485 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/47 (Call 02/15/47) | 60 | 49559 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 75 | 61742 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/49 (Call 05/01/49) | 106 | 86332 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/01/52 (Call 05/01/52) | 224 | 183167 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/35 (Call 02/15/35) | 70 | 66500 |
| &nbsp;&nbsp;&nbsp;4.60%, 10/15/38 (Call 04/15/38) | 54 | 50720 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/15/45 (Call 02/15/45) | 55 | 49615 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/15/42 | 100 | 91927 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/48 (Call 04/15/48) | 60 | 54963 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/44 | 150 | 139207 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/58 (Call 04/15/58) | 10 | 9349 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/35 | 40 | 42084 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/35 | $230 | $255518 |
| &nbsp;&nbsp;&nbsp;6.55%, 07/01/39 | 10 | 11135 |
| Cox Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/30/43 (Call 12/30/42)<sup>(b)</sup> | 96 | 79254 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/15/42<sup>(b)</sup> | 75 | 63517 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 02/01/35 (Call 08/01/34)<sup>(b)</sup> | 35 | 31623 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.38%, 03/01/39<sup>(b)</sup> | 45 | 55293 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/55 (Call 03/15/55) | 106 | 67787 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/50 (Call 11/15/49) | 260 | 188071 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/43 | 25 | 19331 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/20/37 (Call 03/20/37) | 55 | 45528 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/20/47 (Call 03/20/47) | 50 | 38881 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/15/49 (Call 11/15/48) | 136 | 106872 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.48%, 01/25/39 (Call 07/25/38) | 80 | 73761 |
| &nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48) | 70 | 62927 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/13/45 (Call 11/13/44) | 15 | 12822 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/40 | 155 | 155828 |
| NBCUniversal Media LLC, 5.95%, 04/01/41 | 130 | 138199 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/43 | 70 | 49323 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/15/45 (Call 07/15/44) | 75 | 54100 |
| &nbsp;&nbsp;&nbsp;4.85%, 07/01/42 (Call 01/01/42) | 34 | 25763 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/44 (Call 02/15/44) | 120 | 89264 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/19/50 (Call 11/19/49) | 45 | 33579 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/44 (Call 10/01/43) | 35 | 27351 |
| &nbsp;&nbsp;&nbsp;5.85%, 09/01/43 (Call 03/01/43) | 5 | 4225 |
| &nbsp;&nbsp;&nbsp;6.88%, 04/30/36 | 104 | 103210 |
| Thomson Reuters Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.65%, 11/23/43 (Call 05/23/43) | 15 | 14134 |
| &nbsp;&nbsp;&nbsp;5.85%, 04/15/40 | 70 | 68669 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/42 (Call 03/15/42) | 59 | 44454 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/41 (Call 03/01/41) | 95 | 81258 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/40 (Call 05/15/40) | 90 | 79649 |
| &nbsp;&nbsp;&nbsp;6.55%, 05/01/37 | 75 | 72281 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/15/39 | 115 | 111455 |
| &nbsp;&nbsp;&nbsp;7.30%, 07/01/38 | 110 | 112183 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/46 | 45 | 32252 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/42 | 45 | 37022 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/44 | 65 | 56898 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/16/41 | 50 | 45309 |
| &nbsp;&nbsp;&nbsp;Series E, 4.13%, 12/01/41 | 40 | 34995 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/49 (Call 03/01/49) | 95 | 64471 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/13/40 (Call 11/13/39) | 85 | 70050 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (Call 07/13/50) | 105 | 82437 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/23/40 (Call 09/23/39) | 50 | 47614 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/23/50 (Call 09/23/49) | 90 | 84668 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 130 | 122352 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/46 (Call 05/15/46) | 10 | 9340 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/45 (Call 04/15/45) | 35 | 33800 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/43 | 245 | 248915 |
| &nbsp;&nbsp;&nbsp;6.15%, 03/01/37 | 26 | 28117 |
| &nbsp;&nbsp;&nbsp;6.20%, 12/15/34 | 61 | 67238 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/35 | 51 | 56906 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.65%, 11/15/37 | $80 | $92229 |
|  |  | 7177526 |
| **Metal Fabricate & Hardware — 0.1%** |  |  |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 01/15/43 (Call 07/15/42) | 40 | 34318 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44) | 5 | 4469 |
| Valmont Industries Inc., 5.00%, 10/01/44 (Call 04/01/44) | 115 | 100946 |
|  |  | 139733 |
| **Mining — 0.7%** |  |  |
| Barrick Gold Corp., 6.45%, 10/15/35 | 30 | 31699 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 05/30/41 | 64 | 64905 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/01/43 | 49 | 49770 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 02/24/42 | 180 | 160272 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/30/43 | 100 | 99333 |
| Corp. Nacional del Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/30/50 (Call 07/30/49)<sup>(f)</sup> | 200 | 149454 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/17/42<sup>(b)</sup> | 200 | 164096 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/01/47 (Call 02/01/47)<sup>(f)</sup> | 200 | 167734 |
| Freeport-McMoRan Inc., 5.45%, 03/15/43 (Call 09/15/42) | 110 | 98913 |
| Glencore Finance Canada Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 10/25/42<sup>(b)</sup> | 45 | 40553 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/15/41<sup>(b)</sup> | 25 | 23720 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.90%, 11/15/37<sup>(b)</sup> | 49 | 52218 |
| Newcrest Finance Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/13/50 (Call 11/13/49)<sup>(b)</sup> | 40 | 29236 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/15/41<sup>(b)</sup> | 20 | 18089 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/42 (Call 09/15/41) | 25 | 22944 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/01/35 | 50 | 51380 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 40 | 42196 |
| Rio Tinto Alcan Inc., 5.75%, 06/01/35 | 25 | 25998 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 11/02/51 (Call 05/02/51) | 65 | 44270 |
| &nbsp;&nbsp;&nbsp;5.20%, 11/02/40 | 20 | 20449 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 08/21/42 (Call 02/21/42) | 55 | 48597 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/22/42 (Call 09/22/41) | 50 | 47494 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 11/08/42 | 115 | 106948 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/23/45 | 58 | 58041 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/16/40 | 40 | 43445 |
| &nbsp;&nbsp;&nbsp;7.50%, 07/27/35 | 140 | 157681 |
| Teck Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/42 (Call 09/01/41) | 25 | 21758 |
| &nbsp;&nbsp;&nbsp;5.40%, 02/01/43 (Call 08/01/42) | 25 | 21947 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 02/15/40) | 30 | 28569 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/01/35 | 70 | 69617 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/15/41 (Call 01/15/41) | 16 | 15546 |
|  |  | 1976872 |
| **Office & Business Equipment — 0.0%** |  |  |
| Xerox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/35 | 15 | 9906 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/15/39 | 25 | 19390 |
|  |  | 29296 |
| **Oil & Gas — 3.6%** |  |  |
| Apache Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/44 (Call 07/15/43) | 20 | 14068 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/43 (Call 10/15/42) | $30 | $22874 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 09/01/40 (Call 03/01/40)<sup>(a)</sup> | 80 | 65774 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/42 (Call 08/01/41) | 20 | 16320 |
| &nbsp;&nbsp;&nbsp;5.35%, 07/01/49 (Call 01/01/49) | 25 | 19858 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/37 | 20 | 18516 |
| &nbsp;&nbsp;&nbsp;7.38%, 08/15/47 | 10 | 10040 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.77%, 11/10/50 (Call 05/10/50) | 75 | 49913 |
| &nbsp;&nbsp;&nbsp;2.94%, 06/04/51 (Call 12/04/50) | 230 | 157099 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/24/50 (Call 08/24/49) | 100 | 69099 |
| &nbsp;&nbsp;&nbsp;3.06%, 06/17/41 (Call 12/17/40) | 50 | 38028 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/08/61 (Call 08/08/60) | 185 | 131452 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/47 (Call 12/01/46) | 75 | 67894 |
| &nbsp;&nbsp;&nbsp;5.85%, 02/01/35 | 50 | 49067 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/38 | 60 | 61445 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/39 | 35 | 36873 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/37 (Call 12/15/36) | 150 | 139432 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/15/47 (Call 12/15/46) | 40 | 36984 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/15/39 | 29 | 30644 |
| &nbsp;&nbsp;&nbsp;6.80%, 09/15/37 | 10 | 10366 |
| Chevron Corp., 3.08%, 05/11/50 (Call 11/11/49) | 85 | 63615 |
| Chevron USA Inc., 2.34%, 08/12/50 (Call 02/12/50) | 100 | 65249 |
| CNOOC Finance 2014 ULC, 4.88%, 04/30/44 | 200 | 177780 |
| CNOOC Petroleum North America ULC |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 03/10/35 | 100 | 99117 |
| &nbsp;&nbsp;&nbsp;7.50%, 07/30/39 | 100 | 115160 |
| ConocoPhillips Co. |  |  |
| &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) | 176 | 143616 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/44 (Call 05/15/44) | 142 | 126184 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/39 | 75 | 86268 |
| Continental Resources Inc./OK, 4.90%, 06/01/44 (Call 12/01/43) | 40 | 30276 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/42 (Call 11/15/41) | 74 | 64474 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (Call 12/15/44) | 65 | 58196 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 (Call 01/15/41) | 55 | 53181 |
| Diamondback Energy Inc., 4.25%, 03/15/52 (Call 09/15/51) | 100 | 76240 |
| Ecopetrol SA |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 05/28/45 | 80 | 55109 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/02/51 (Call 05/02/51) | 60 | 40090 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 09/18/43<sup>(a)</sup> | 50 | 41673 |
| Eni SpA, 5.70%, 10/01/40<sup>(b)</sup> | 5 | 4610 |
| EOG Resources Inc., 3.90%, 04/01/35 (Call 10/01/34) | 150 | 136519 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/18/49 (Call 05/18/49) | 15 | 11311 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/06/50 (Call 10/06/49) | 90 | 74057 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/43 | 62 | 53466 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/23/41 | 50 | 45227 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/08/43 | 70 | 67619 |
| &nbsp;&nbsp;&nbsp;5.10%, 08/17/40 | 5 | 5018 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50)<sup>(a)</sup> | 210 | 163357 |
| &nbsp;&nbsp;&nbsp;3.57%, 03/06/45 (Call 09/06/44) | 106 | 86053 |
| &nbsp;&nbsp;&nbsp;4.11%, 03/01/46 (Call 09/01/45) | 120 | 105217 |
| &nbsp;&nbsp;&nbsp;4.23%, 03/19/40 (Call 09/19/39) | 95 | 87214 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/19/50 (Call 09/19/49) | 240 | 217318 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 02/15/41 | $60 | $57661 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 04/01/47 (Call 10/01/46)<sup>(a)</sup> | 60 | 58401 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/40 | 50 | 50503 |
| KazMunayGas National Co. JSC, 6.38%, 10/24/48<sup>(f)</sup> | 250 | 202360 |
| Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 06/01/45 (Call 12/01/44) | 50 | 44407 |
| &nbsp;&nbsp;&nbsp;6.60%, 10/01/37 | 51 | 52399 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 35 | 29973 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/54 (Call 03/15/54) | 70 | 60274 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/01/41 (Call 09/01/40) | 83 | 87416 |
| Motiva Enterprises LLC, 6.85%, 01/15/40<sup>(b)</sup> | 50 | 51580 |
| Murphy Oil Corp., 6.13%, 12/01/42 (Call 06/01/42) | 25 | 19417 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 08/15/39 (Call 02/15/39) | 25 | 20319 |
| &nbsp;&nbsp;&nbsp;4.40%, 04/15/46 (Call 10/15/45) | 50 | 39701 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 08/15/49 (Call 02/15/49)<sup>(a)</sup> | 50 | 39951 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/44 (Call 01/15/44) | 40 | 32194 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/15/40 | 49 | 47843 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/15/36 | 105 | 105717 |
| &nbsp;&nbsp;&nbsp;6.60%, 03/15/46 (Call 09/15/45) | 70 | 71098 |
| &nbsp;&nbsp;&nbsp;7.95%, 06/15/39 | 20 | 21713 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/38 | 35 | 35748 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/15/37 | 25 | 26052 |
| Pertamina Persero PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 01/21/50 (Call 07/21/49)<sup>(f)</sup> | 400 | 314488 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/20/43<sup>(f)</sup> | 200 | 189286 |
| Petrobras Global Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 01/27/41 | 90 | 82133 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 06/03/50 (Call 12/03/49)<sup>(a)</sup> | 40 | 34350 |
| &nbsp;&nbsp;&nbsp;6.85%, 06/05/2115 | 120 | 99998 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 01/20/40<sup>(a)</sup> | 40 | 37174 |
| &nbsp;&nbsp;&nbsp;6.90%, 03/19/49 | 50 | 43796 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 03/17/44<sup>(a)</sup> | 110 | 103936 |
| Petroleos del Peru SA, 5.63%, 06/19/47<sup>(f)</sup> | 200 | 137218 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/27/44<sup>(a)</sup> | 50 | 29442 |
| &nbsp;&nbsp;&nbsp;5.63%, 01/23/46 | 100 | 58227 |
| &nbsp;&nbsp;&nbsp;6.35%, 02/12/48 | 80 | 48780 |
| &nbsp;&nbsp;&nbsp;6.38%, 01/23/45 | 75 | 46008 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/02/41 | 155 | 99321 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/35 | 100 | 70906 |
| &nbsp;&nbsp;&nbsp;6.75%, 09/21/47 | 340 | 214958 |
| &nbsp;&nbsp;&nbsp;6.95%, 01/28/60 (Call 07/28/59) | 210 | 134274 |
| &nbsp;&nbsp;&nbsp;7.69%, 01/23/50 (Call 07/23/49) | 450 | 309523 |
| Petronas Capital Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/18/45<sup>(f)</sup> | 200 | 184736 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/21/50 (Call 10/21/49)<sup>(f)</sup> | 300 | 274776 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/52 (Call 09/15/51) | 55 | 39293 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 02/15/45 (Call 08/15/44)<sup>(b)</sup> | 75 | 66646 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/44 (Call 05/15/44) | 100 | 93859 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/01/46 (Call 04/01/46)<sup>(b)</sup> | 35 | 31711 |
| &nbsp;&nbsp;&nbsp;5.88%, 05/01/42 | 60 | 63230 |
| Qatar Petroleum |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/12/41 (Call 01/12/41)<sup>(f)</sup> | 200 | 152206 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/12/51 (Call 01/12/51)<sup>(f)</sup> | 200 | 145912 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/24/50 (Call 05/24/50)<sup>(f)</sup> | $200 | $142760 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/24/70 (Call 05/24/70)<sup>(f)</sup> | 200 | 138708 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/16/49<sup>(f)</sup> | 200 | 174866 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 11/26/41 (Call 05/26/41) | 25 | 18659 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/26/51 (Call 05/26/51) | 25 | 17627 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/07/49 (Call 05/07/49) | 121 | 88247 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/06/50 (Call 10/06/49) | 115 | 85506 |
| &nbsp;&nbsp;&nbsp;3.63%, 08/21/42 | 50 | 41031 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/46 | 65 | 52718 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/46 | 150 | 126829 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/11/35 | 132 | 124091 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/11/45 | 170 | 152616 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/25/40 | 95 | 99084 |
| &nbsp;&nbsp;&nbsp;6.38%, 12/15/38 | 186 | 209858 |
| Sinopec Group Overseas Development 2015 Ltd., 4.10%, 04/28/45<sup>(f)</sup> | 200 | 166302 |
| Sinopec Group Overseas Development 2017 Ltd., 4.25%, 04/12/47<sup>(f)</sup> | 300 | 253416 |
| Suncor Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47) | 49 | 38483 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/34 | 40 | 40096 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/38 | 100 | 104112 |
| &nbsp;&nbsp;&nbsp;6.80%, 05/15/38 | 50 | 53601 |
| &nbsp;&nbsp;&nbsp;6.85%, 06/01/39 | 40 | 42963 |
| Thaioil Treasury Center Co. Ltd., 3.50%, 10/17/49<sup>(f)</sup> | 200 | 120694 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;2.99%, 06/29/41 (Call 12/29/40) | 85 | 64865 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/29/50 (Call 11/29/49) | 136 | 98486 |
| &nbsp;&nbsp;&nbsp;3.39%, 06/29/60 (Call 12/29/59) | 15 | 10826 |
| &nbsp;&nbsp;&nbsp;3.46%, 07/12/49 (Call 01/12/49) | 100 | 77345 |
| Transocean Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 03/15/38<sup>(a)</sup> | 35 | 22017 |
| &nbsp;&nbsp;&nbsp;9.35%, 12/15/41 | 10 | 6706 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/15/45<sup>(a)</sup> | 135 | 123773 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/37 | 95 | 102349 |
| YPF SA, 7.00%, 12/15/47 (Call 06/15/47)<sup>(f)</sup> | 70 | 38198 |
|  |  | 10517024 |
| **Oil & Gas Services — 0.2%** |  |  |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 70 | 65762 |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.08%, 12/15/47 (Call 06/15/47) | 83 | 66232 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/41 (Call 05/15/41) | 50 | 42408 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/43 (Call 02/01/43) | 58 | 50816 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/35 (Call 05/15/35) | 86 | 80758 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/45 (Call 05/15/45) | 100 | 90046 |
| &nbsp;&nbsp;&nbsp;6.70%, 09/15/38 | 58 | 62692 |
| &nbsp;&nbsp;&nbsp;7.45%, 09/15/39 | 50 | 57435 |
| NOV Inc., 3.95%, 12/01/42 (Call 06/01/42) | 84 | 60232 |
|  |  | 576381 |
| **Packaging & Containers — 0.0%** |  |  |
| Packaging Corp. of America, 4.05%, 12/15/49 (Call 06/15/49) | 60 | 47152 |
| Sealed Air Corp., 6.88%, 07/15/33<sup>(b)</sup> | 30 | 29527 |
| Sonoco Products Co., 5.75%, 11/01/40 (Call 05/01/40) | 20 | 19603 |
|  |  | 96282 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals — 3.0%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (Call 05/21/39) | $400 | $349472 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (Call 05/21/49) | 250 | 214767 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/14/36 (Call 11/14/35) | 20 | 18535 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/06/42 | 150 | 134259 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/14/46 (Call 11/14/45) | 76 | 66988 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/14/35 (Call 11/14/34) | 240 | 227405 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/15/35 (Call 09/15/34) | 174 | 165549 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 160 | 147101 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/45 (Call 09/15/44) | 60 | 55758 |
| &nbsp;&nbsp;&nbsp;4.85%, 06/15/44 (Call 12/15/43) | 50 | 46846 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/14/48 (Call 05/14/48) | 10 | 9384 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/45 (Call 09/01/44) | 35 | 29193 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/47 (Call 06/15/47) | 40 | 33874 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 08/06/50 (Call 02/06/50) | 15 | 9122 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/18/42 | 76 | 67338 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/16/45 | 63 | 58071 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/17/48 (Call 02/17/48) | 54 | 49711 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/15/37 | 160 | 182421 |
| Bayer U.S. Finance II LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/15/45 (Call 10/15/44)<sup>(b)</sup> | 148 | 108505 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/15/44 (Call 01/15/44)<sup>(b)</sup> | 95 | 75428 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/15/64 (Call 01/15/64)<sup>(b)</sup> | 61 | 47726 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/30/35<sup>(b)</sup> | 5 | 4751 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (Call 12/06/46) | 118 | 107271 |
| &nbsp;&nbsp;&nbsp;4.69%, 12/15/44 (Call 06/15/44) | 48 | 43966 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 11/13/40 (Call 05/13/40) | 80 | 56456 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/13/50 (Call 05/13/50) | 65 | 42757 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/42 | 130 | 102405 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/42 (Call 09/15/41) | 5 | 4169 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 5 | 4068 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/62 (Call 09/15/61) | 5 | 4048 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/39 (Call 12/15/38) | 150 | 136579 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (Call 04/26/49) | 210 | 186946 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/47 (Call 05/15/47) | 110 | 99726 |
| &nbsp;&nbsp;&nbsp;4.55%, 02/20/48 (Call 08/20/47) | 25 | 23164 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/44 (Call 11/15/43) | 230 | 217644 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.37%, 06/15/47 (Call 12/15/46) | 51 | 40842 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/44 (Call 05/15/44) | 20 | 16295 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/43 | 25 | 21015 |
| &nbsp;&nbsp;&nbsp;4.90%, 09/15/45 (Call 03/15/45) | 20 | 17342 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/40 (Call 09/15/39) | 50 | 38843 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/50 (Call 09/15/49) | 100 | 72718 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/51 (Call 09/15/50) | 85 | 61996 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/47 (Call 04/15/47) | 85 | 67173 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/15/38 (Call 02/15/38) | 84 | 79506 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/15/46 (Call 01/16/46) | 85 | 77551 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/48 (Call 06/15/48) | 100 | 92341 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/15/41 | 131 | 139490 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 08/21/40 (Call 02/21/40) | 50 | 35118 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 70 | 57739 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 307 | 284165 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/20/35 (Call 01/20/35) | 240 | 230239 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 03/25/48 (Call 09/25/47) | $401 | $371374 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (Call 01/20/45) | 116 | 108426 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/05/43 (Call 06/05/43) | 137 | 130579 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/50 (Call 11/15/49) | 95 | 62056 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/60 (Call 03/15/60) | 110 | 70199 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/59 (Call 09/15/58) | 75 | 67068 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/15/37 | 50 | 54685 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 03/18/43 | 38 | 33860 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/38 | 92 | 105253 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 09/01/40 (Call 03/01/40) | 125 | 88352 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/38 (Call 07/15/37) | 101 | 87513 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/48 (Call 07/15/47) | 43 | 35867 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/36 (Call 09/01/35) | 100 | 90641 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/03/37 (Call 09/03/36) | 87 | 78625 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/46 (Call 09/01/45) | 125 | 107774 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/03/47 (Call 09/03/46) | 70 | 60504 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 | 60 | 58191 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/05/43 (Call 06/05/43) | 55 | 53538 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/38 | 110 | 122154 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/44 (Call 12/01/43) | 45 | 40914 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/01/39 | 20 | 20850 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 06/24/50 (Call 12/24/49) | 185 | 122268 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/10/51 (Call 06/10/51) | 85 | 59072 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (Call 06/10/61) | 100 | 66785 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 61 | 51312 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/10/45 (Call 08/10/44) | 155 | 130507 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/07/49 (Call 09/07/48) | 50 | 44182 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/18/43 | 180 | 163962 |
| Mylan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 04/15/48 (Call 10/15/47) | 40 | 31014 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/29/43 (Call 05/29/43) | 50 | 40272 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 08/14/50 (Call 02/14/50) | 70 | 49783 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/21/42 | 40 | 34258 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/45 (Call 05/20/45) | 130 | 117351 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/06/44 | 122 | 116067 |
| Perrigo Finance Unlimited Co., 4.90%, 12/15/44 (Call 06/15/44) | 25 | 16834 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 05/28/40 (Call 11/28/39) | 35 | 26099 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (Call 11/28/49) | 75 | 53427 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/39 (Call 09/15/38) | 45 | 40539 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/36 | 115 | 106889 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/49 (Call 09/15/48) | 75 | 67003 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/38 (Call 03/15/38) | 80 | 74173 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/46 | 87 | 79236 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/48 (Call 03/15/48) | 65 | 59714 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/43 | 50 | 46735 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/44 | 130 | 123568 |
| &nbsp;&nbsp;&nbsp;5.60%, 09/15/40 | 30 | 31905 |
| &nbsp;&nbsp;&nbsp;7.20%, 03/15/39 | 105 | 129671 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.03%, 07/09/40 (Call 01/09/40) | 200 | 150392 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/09/60 (Call 01/09/60) | 40 | 27546 |
| Teva Pharmaceutical Finance Co. LLC, 6.15%, 02/01/36 | 40 | 34257 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Teva Pharmaceutical Finance Netherlands III BV, 4.10%, 10/01/46 | $70 | $43711 |
| Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45) | 80 | 62273 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 06/22/40 (Call 12/22/39) | 95 | 65686 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/22/50 (Call 12/22/49) | 105 | 68550 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/37 | 85 | 93228 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/36 | 25 | 27253 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/50 (Call 11/15/49) | 30 | 20926 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/12/47 (Call 03/12/47) | 55 | 45283 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/20/48 (Call 02/20/48) | 25 | 22002 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/43 (Call 08/01/42) | 80 | 74472 |
|  |  | 8930404 |
| **Pipelines — 2.3%** |  |  |
| Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47<sup>(f)</sup> | 200 | 179042 |
| Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 10/15/44 (Call 04/15/44) | 15 | 11226 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/43 (Call 05/15/43) | 35 | 26470 |
| Cameron LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 01/15/35 (Call 09/15/34)<sup>(b)</sup> | 113 | 93493 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/38 (Call 07/15/37)<sup>(b)</sup> | 40 | 33348 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/15/39 (Call 07/15/38)<sup>(b)</sup> | 15 | 12074 |
| Cheniere Corpus Christi Holdings LLC, 2.74%, 12/31/39 (Call 07/04/39) | 55 | 43294 |
| Colonial Pipeline Co., 4.20%, 04/15/43 (Call 10/15/42)<sup>(b)</sup> | 5 | 4052 |
| Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44) | 30 | 29776 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 04/01/44 (Call 10/01/43) | 30 | 28234 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 11/03/36<sup>(b)</sup> | 25 | 25001 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 09/15/37<sup>(b)</sup> | 35 | 36173 |
| Eastern Gas Transmission & Storage Inc., 4.80%, 11/01/43 (Call 05/01/43) | 40 | 34502 |
| EIG Pearl Holdings Sarl, 3.55%, 08/31/36<sup>(f)</sup> | 200 | 166862 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 09/15/40 (Call 03/15/40) | 21 | 20115 |
| &nbsp;&nbsp;&nbsp;7.38%, 10/15/45 (Call 04/15/45) | 45 | 51232 |
| &nbsp;&nbsp;&nbsp;Series B, 7.50%, 04/15/38 | 5 | 5566 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/01/51 (Call 02/01/51) | 35 | 24680 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/10/44 (Call 12/10/43) | 80 | 67350 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/46 (Call 06/01/46) | 53 | 51049 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/35 (Call 09/15/34) | 45 | 40827 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/43 (Call 07/15/42) | 35 | 28815 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/44 (Call 11/15/43) | 25 | 20844 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/50 (Call 11/15/49) | 175 | 144226 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/45 (Call 09/15/44) | 55 | 47067 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/01/44 (Call 10/01/43) | 41 | 35297 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/15/47 (Call 10/15/46) | 60 | 51293 |
| &nbsp;&nbsp;&nbsp;5.35%, 05/15/45 (Call 11/15/44) | 55 | 47839 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/47 (Call 04/01/47) | 84 | 72632 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/01/43 (Call 04/01/43) | 45 | 41877 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/15/48 (Call 12/15/47) | 35 | 32209 |
| &nbsp;&nbsp;&nbsp;6.05%, 06/01/41 (Call 12/01/40) | 10 | 9580 |
| &nbsp;&nbsp;&nbsp;6.10%, 02/15/42 | 40 | 37377 |
| &nbsp;&nbsp;&nbsp;6.13%, 12/15/45 (Call 06/15/45) | 125 | 118384 |
| &nbsp;&nbsp;&nbsp;6.25%, 04/15/49 (Call 10/15/48) | 60 | 56741 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/42 (Call 08/01/41) | 65 | 64654 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.63%, 10/15/36 | $30 | $30394 |
| &nbsp;&nbsp;&nbsp;7.50%, 07/01/38 | 30 | 32472 |
| EnLink Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 04/01/45 (Call 10/01/44) | 19 | 14445 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/01/47 (Call 12/01/46) | 40 | 32465 |
| &nbsp;&nbsp;&nbsp;5.60%, 04/01/44 (Call 10/01/43) | 15 | 12466 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 01/31/50 (Call 07/31/49) | 90 | 71916 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/48 (Call 08/15/47) | 100 | 81224 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/43 (Call 08/15/42) | 89 | 76300 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/49 (Call 08/01/48) | 55 | 48348 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/42 (Call 02/15/42) | 68 | 61813 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/44 (Call 09/15/43) | 60 | 53453 |
| &nbsp;&nbsp;&nbsp;4.90%, 05/15/46 (Call 11/15/45) | 55 | 49086 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/54 (Call 04/15/54) | 15 | 12998 |
| &nbsp;&nbsp;&nbsp;5.10%, 02/15/45 (Call 08/15/44) | 89 | 81800 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/15/42 | 70 | 69005 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/41 | 72 | 73249 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/15/39 | 65 | 67240 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/01/40 | 60 | 63866 |
| &nbsp;&nbsp;&nbsp;7.55%, 04/15/38 | 131 | 149459 |
| EQM Midstream Partners LP, 6.50%, 07/15/48 (Call 01/15/48) | 35 | 27314 |
| Flex Intermediate Holdco LLC, 4.32%, 12/30/39 (Call 06/30/39)<sup>(b)</sup> | 5 | 3634 |
| Galaxy Pipeline Assets Bidco Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.16%, 03/31/34<sup>(f)</sup> | 185 | 156342 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/30/40<sup>(f)</sup> | 200 | 153550 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/42 (Call 05/01/42) | 55 | 46793 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/42 (Call 02/15/42) | 60 | 52558 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/43 (Call 09/01/42) | 60 | 52831 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/01/44 (Call 03/01/44) | 40 | 36528 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/44 (Call 09/01/43) | 55 | 51009 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 45 | 45432 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/01/39 | 50 | 51468 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/40 | 140 | 141945 |
| &nbsp;&nbsp;&nbsp;6.95%, 01/15/38 | 33 | 35373 |
| &nbsp;&nbsp;&nbsp;7.50%, 11/15/40 | 5 | 5504 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/50 (Call 02/01/50) | 55 | 36557 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/51 (Call 08/15/50) | 30 | 21377 |
| &nbsp;&nbsp;&nbsp;5.05%, 02/15/46 (Call 08/15/45) | 5 | 4401 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/48 (Call 09/01/47) | 75 | 66836 |
| &nbsp;&nbsp;&nbsp;5.45%, 08/01/52 (Call 02/01/52) | 40 | 36522 |
| &nbsp;&nbsp;&nbsp;5.55%, 06/01/45 (Call 12/01/44) | 55 | 51418 |
| Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/50 (Call 09/01/49) | 30 | 22515 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/03/47 (Call 04/03/47) | 30 | 23118 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/46 (Call 03/15/46) | 35 | 27138 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/49 (Call 08/01/48) | 30 | 25081 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/43 (Call 04/15/43) | 70 | 62271 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/38 (Call 10/15/37) | 95 | 81582 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/48 (Call 10/15/47) | 115 | 93044 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/15/58 (Call 10/15/57) | 75 | 60829 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/14/52 (Call 09/14/51) | 25 | 20858 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/47 (Call 09/01/46) | 80 | 69426 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/01/47 (Call 06/01/47) | 40 | 34722 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/15/49 (Call 08/15/48) | 72 | 65036 |
| NGPL PipeCo LLC, 7.77%, 12/15/37<sup>(b)</sup> | 35 | 36977 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Northern Natural Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 10/16/51 (Call 04/16/51)<sup>(b)</sup> | $25 | $17214 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 01/15/49 (Call 07/15/48)<sup>(b)</sup> | 100 | 80565 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/49 (Call 03/01/49) | 60 | 45610 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/13/47 (Call 01/06/47) | 45 | 37353 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/48 (Call 01/15/48) | 70 | 59739 |
| &nbsp;&nbsp;&nbsp;7.15%, 01/15/51 (Call 07/15/50) | 15 | 15512 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/41 (Call 08/01/40) | 50 | 47886 |
| &nbsp;&nbsp;&nbsp;6.20%, 09/15/43 (Call 03/15/43) | 25 | 23522 |
| &nbsp;&nbsp;&nbsp;6.65%, 10/01/36 | 75 | 75582 |
| &nbsp;&nbsp;&nbsp;6.85%, 10/15/37 | 40 | 41199 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 06/15/44 (Call 12/15/43) | 50 | 38795 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/45 (Call 08/15/44) | 65 | 51979 |
| &nbsp;&nbsp;&nbsp;5.15%, 06/01/42 (Call 12/01/41) | 45 | 37280 |
| Rockies Express Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 04/15/40<sup>(b)</sup> | 35 | 29054 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 07/15/38<sup>(b)</sup> | 15 | 13527 |
| Sabal Trail Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 05/01/38 (Call 11/01/37)<sup>(b)</sup> | 55 | 49680 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 05/01/48 (Call 11/01/47)<sup>(b)</sup> | 20 | 17340 |
| Southern Natural Gas Co. LLC, 4.80%, 03/15/47 (Call 09/15/46)<sup>(b)</sup> | 40 | 33315 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/45 (Call 09/15/44) | 55 | 46233 |
| &nbsp;&nbsp;&nbsp;5.95%, 09/25/43 (Call 03/25/43) | 35 | 34592 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/52 (Call 10/15/51) | 30 | 24381 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/01/52 (Call 01/01/52) | 60 | 58060 |
| Tennessee Gas Pipeline Co. LLC, 7.63%, 04/01/37 | 50 | 54972 |
| Texas Eastern Transmission LP, 4.15%, 01/15/48 (Call 07/15/47)<sup>(b)</sup> | 39 | 31392 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/38 (Call 11/15/37) | 45 | 40748 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/15/48 (Call 11/15/47) | 115 | 103831 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/16/43 (Call 04/16/43) | 55 | 49832 |
| &nbsp;&nbsp;&nbsp;5.10%, 03/15/49 (Call 09/15/48) | 46 | 43044 |
| &nbsp;&nbsp;&nbsp;5.85%, 03/15/36 | 5 | 5016 |
| &nbsp;&nbsp;&nbsp;6.10%, 06/01/40 | 5 | 5153 |
| &nbsp;&nbsp;&nbsp;6.20%, 10/15/37 | 50 | 51884 |
| &nbsp;&nbsp;&nbsp;7.25%, 08/15/38 | 45 | 50930 |
| &nbsp;&nbsp;&nbsp;7.63%, 01/15/39 | 84 | 98493 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/50 (Call 11/15/49) | 40 | 31401 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/48 (Call 09/15/47) | 60 | 51419 |
| Venture Global Calcasieu Pass LLC, 3.88%, 11/01/33 (Call 05/01/33)<sup>(b)</sup> | 80 | 65107 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 03/01/48 (Call 09/01/47) | 41 | 34102 |
| &nbsp;&nbsp;&nbsp;5.45%, 04/01/44 (Call 10/01/43) | 30 | 25052 |
| &nbsp;&nbsp;&nbsp;5.50%, 08/15/48 (Call 02/15/48) | 15 | 12463 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/01/50 (Call 08/01/49) | 45 | 36705 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/48 (Call 09/01/47) | 60 | 52463 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/45 (Call 07/15/44) | 50 | 43422 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/15/45 (Call 03/15/45) | 80 | 72002 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/15/52 (Call 02/15/52) | 5 | 4592 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/04/44 (Call 09/04/43) | 50 | 46222 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/24/44 (Call 12/24/43) | 100 | 97588 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 11/15/43 (Call 05/15/43) | $15 | $14735 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/15/40 | 45 | 46837 |
|  |  | 6623012 |
| **Private Equity — 0.1%** |  |  |
| Apollo Management Holdings LP, 5.00%, 03/15/48 (Call 09/15/47)<sup>(b)</sup> | 35 | 31228 |
| Carlyle Finance LLC, 5.65%, 09/15/48 (Call 03/15/48)<sup>(b)</sup> | 25 | 22827 |
| Carlyle Holdings II Finance LLC, 5.63%, 03/30/43<sup>(b)</sup> | 50 | 45192 |
| KKR Group Finance Co. III LLC, 5.13%, 06/01/44 (Call 12/01/43)<sup>(b)</sup> | 50 | 45052 |
| KKR Group Finance Co. VII LLC, 3.63%, 02/25/50 (Call 08/25/49)<sup>(b)</sup> | 85 | 60255 |
| KKR Group Finance Co. VIII LLC, 3.50%, 08/25/50 (Call 02/25/50)<sup>(b)</sup> | 25 | 17329 |
|  |  | 221883 |
| **Real Estate Investment Trusts — 0.6%** |  |  |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/18/51 (Call 11/18/50) | 80 | 52042 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 25 | 18093 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/50 (Call 08/01/49) | 100 | 77227 |
| American Homes 4 Rent LP, 4.30%, 04/15/52 (Call 10/15/51) | 30 | 22244 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/50 (Call 12/15/49) | 80 | 53134 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/49 (Call 04/15/49) | 75 | 54881 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 10/15/46 (Call 04/15/46) | 20 | 15666 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/01/47 (Call 01/01/47) | 70 | 57147 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/48 (Call 10/18/47) | 35 | 29266 |
| Camden Property Trust, 3.35%, 11/01/49 (Call 05/01/49) | 25 | 17726 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 04/01/41 (Call 10/01/40) | 10 | 7061 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/51 (Call 07/15/50) | 81 | 55744 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/47 (Call 11/15/46) | 26 | 22625 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49) | 60 | 46852 |
| &nbsp;&nbsp;&nbsp;5.20%, 02/15/49 (Call 08/15/48) | 55 | 50648 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/51 (Call 03/15/51) | 55 | 35295 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/50 (Call 01/15/50) | 80 | 52102 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 (Call 02/01/47) | 20 | 15922 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/44 (Call 01/01/44) | 35 | 30703 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/45 (Call 12/01/44) | 80 | 68790 |
| Essex Portfolio LP, 4.50%, 03/15/48 (Call 09/15/47) | 65 | 53216 |
| Federal Realty Investment Trust, 4.50%, 12/01/44 (Call 06/01/44) | 50 | 40046 |
| Healthpeak Properties Inc., 6.75%, 02/01/41 (Call 08/01/40) | 15 | 15816 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/46 (Call 06/01/46) | 35 | 26362 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/45 (Call 10/01/44) | 25 | 19433 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/47 (Call 03/01/47) | 35 | 27725 |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/50 (Call 10/15/49) | 80 | 50590 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/15/48 (Call 04/15/48) | 15 | 12660 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 10/15/50 (Call 04/15/50) | 40 | 23042 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/15/50 (Call 10/15/49) | 50 | 34299 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/01/50 | 10 | 6968 |
| Realty Income Corp., 4.65%, 03/15/47 (Call 09/15/46) | 55 | 49727 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 02/01/47 (Call 08/01/46) | $80 | $62938 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/49 (Call 09/15/48) | 20 | 16289 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/13/49 (Call 03/13/49)<sup>(a)</sup> | 20 | 13477 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/50 (Call 01/15/50) | 65 | 48177 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/44 (Call 04/01/44) | 40 | 31854 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/30/46 (Call 05/30/46) | 35 | 28021 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/42 (Call 09/15/41) | 25 | 21454 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/40 (Call 11/01/39) | 31 | 33554 |
| Trust Fibra Uno, 6.95%, 01/30/44 (Call 07/30/43)<sup>(f)</sup> | 200 | 159038 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/45 (Call 08/01/44) | 10 | 7910 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/15/49 (Call 10/15/48) | 60 | 50714 |
| &nbsp;&nbsp;&nbsp;5.70%, 09/30/43 (Call 03/30/43) | 50 | 46212 |
| VICI Properties LP, 5.63%, 05/15/52 (Call 11/15/51) | 50 | 45240 |
| WEA Finance LLC, 4.63%, 09/20/48 (Call 03/20/48)<sup>(b)</sup> | 80 | 55422 |
| Welltower Inc., 6.50%, 03/15/41 (Call 09/15/40) | 40 | 40547 |
| Weyerhaeuser Co., 4.00%, 03/09/52 (Call 09/09/51) | 25 | 19537 |
|  |  | 1823436 |
| **Retail — 1.5%** |  |  |
| 7-Eleven Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/10/41 (Call 08/10/40)<sup>(b)</sup> | 25 | 16777 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 02/10/51 (Call 08/02/50)<sup>(b)</sup> | 100 | 62323 |
| Alimentation Couche-Tard Inc., 4.50%, 07/26/47 (Call 01/26/47)<sup>(a)(b)</sup> | 100 | 80490 |
| Bath & Body Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 07/01/36 | 60 | 52687 |
| &nbsp;&nbsp;&nbsp;6.88%, 11/01/35 | 60 | 54291 |
| &nbsp;&nbsp;&nbsp;6.95%, 03/01/33 | 15 | 13018 |
| &nbsp;&nbsp;&nbsp;7.60%, 07/15/37 | 10 | 8593 |
| Bed Bath & Beyond Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.92%, 08/01/34 (Call 02/01/34) | 15 | 2293 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.17%, 08/01/44 (Call 02/01/44)<sup>(a)</sup> | 35 | 5384 |
| CK Hutchison International 20 Ltd., 3.38%, 05/08/50 (Call 11/08/49)<sup>(a)(b)</sup> | 200 | 143350 |
| Darden Restaurants Inc., 4.55%, 02/15/48 (Call 08/15/47) | 30 | 23442 |
| Dick's Sporting Goods Inc., 4.10%, 01/15/52 (Call 07/15/51) | 50 | 33907 |
| Dollar General Corp., 4.13%, 04/03/50 (Call 10/03/49) | 45 | 37313 |
| Dollar Tree Inc., 3.38%, 12/01/51 (Call 06/01/51) | 10 | 6864 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/49 (Call 06/15/49) | 70 | 51248 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/15/40 (Call 10/15/39) | 60 | 48697 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 50 | 38068 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/56 (Call 03/15/56) | 65 | 49566 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/52 (Call 10/15/51) | 75 | 59595 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/15/47 (Call 12/15/46) | 127 | 107128 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/43 (Call 10/01/42) | 135 | 120987 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/46 (Call 10/01/45) | 85 | 75392 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/45 (Call 09/15/44) | 63 | 57367 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/06/48 (Call 06/06/48) | 105 | 97596 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/44 (Call 08/15/43) | 94 | 91292 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/15/40 (Call 03/15/40) | 96 | 100084 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/16/36 | 188 | 204253 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/41 (Call 10/01/40) | 97 | 106472 |
| Kohl's Corp., 5.55%, 07/17/45 (Call 01/17/45) | 20 | 13201 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 09/15/41 (Call 03/15/41) | 60 | 42250 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/50 (Call 04/15/50) | 75 | 50159 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/46 (Call 10/15/45) | 48 | 36768 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/47 (Call 11/03/46) | $85 | $68535 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/52 (Call 10/01/51) | 35 | 28742 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 23 | 19193 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/62 (Call 10/01/61) | 75 | 60648 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/15/42 (Call 10/15/41) | 165 | 148130 |
| &nbsp;&nbsp;&nbsp;5.13%, 04/15/50 (Call 10/15/49) | 90 | 84849 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/35 | 95 | 95854 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 100 | 98487 |
| Macy's Retail Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/43 (Call 08/15/42) | 20 | 12464 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/34 (Call 06/15/34)<sup>(a)</sup> | 17 | 12215 |
| &nbsp;&nbsp;&nbsp;5.13%, 01/15/42 (Call 07/15/41) | 10 | 6904 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/15/37 | 15 | 12194 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 07/15/34<sup>(b)</sup> | 15 | 12861 |
| Marks & Spencer PLC, 7.13%, 12/01/37<sup>(b)</sup> | 25 | 22162 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 | 35 | 27977 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (Call 03/01/49) | 40 | 31094 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/42 | 25 | 20329 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 35 | 30049 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/01/47 (Call 09/01/46) | 95 | 84344 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/48 (Call 03/01/48) | 75 | 66640 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/26/45 (Call 11/26/44) | 20 | 18220 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/09/35 (Call 06/09/35) | 44 | 42823 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/15/40 | 35 | 33257 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 132 | 125257 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/01/39 | 75 | 78227 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/15/37 | 50 | 55500 |
| &nbsp;&nbsp;&nbsp;6.30%, 03/01/38 | 40 | 44124 |
| Nordstrom Inc., 5.00%, 01/15/44 (Call 07/15/43) | 60 | 39596 |
| QVC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.45%, 08/15/34 (Call 02/15/34) | 30 | 16567 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 03/15/43<sup>(a)</sup> | 15 | 7645 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/12/50 (Call 09/12/49) | 10 | 7281 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/50 (Call 05/15/50) | 80 | 60235 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 80 | 63112 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/45 (Call 12/15/44)<sup>(a)</sup> | 30 | 25977 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/49 (Call 02/15/49) | 50 | 44043 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/48 (Call 05/15/48) | 5 | 4436 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51) | 60 | 42358 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/46 | 39 | 30957 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/47 (Call 05/15/47) | 70 | 58444 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/42 | 60 | 53058 |
| &nbsp;&nbsp;&nbsp;7.00%, 01/15/38 | 100 | 118349 |
| TJX Companies Inc. (The), 4.50%, 04/15/50 (Call 10/15/49) | 40 | 36101 |
| Walgreens Boots Alliance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/50 (Call 10/15/49) | 86 | 64703 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/18/44 (Call 05/18/44) | 50 | 42982 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/22/41 (Call 03/22/41) | 10 | 7481 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/22/51 (Call 03/22/51) | 150 | 106918 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/11/43 (Call 10/11/42)<sup>(a)</sup> | 150 | 136065 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/29/48 (Call 12/29/47) | 234 | 212900 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/01/35 | 15 | 16022 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/15/41 | 5 | 5524 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| Yum! Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 11/01/43 (Call 05/01/43) | $20 | $16220 |
| &nbsp;&nbsp;&nbsp;6.88%, 11/15/37 | 15 | 14906 |
|  |  | 4463814 |
| **Semiconductors — 1.2%** |  |  |
| Advanced Micro Devices Inc., 4.39%, 06/01/52 (Call 12/01/51) | 55 | 49241 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/41 (Call 04/01/41) | 100 | 75231 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/51 (Call 04/01/51) | 25 | 17867 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/50 (Call 12/01/49) | 45 | 31617 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/01/47 (Call 10/01/46) | 67 | 62309 |
| &nbsp;&nbsp;&nbsp;5.10%, 10/01/35 (Call 04/01/35) | 57 | 58605 |
| &nbsp;&nbsp;&nbsp;5.85%, 06/15/41 | 50 | 55360 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/15/35 (Call 08/15/35)<sup>(b)</sup> | 250 | 185560 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 11/15/36 (Call 08/15/36)<sup>(b)</sup> | 275 | 201176 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/41 (Call 08/15/40)<sup>(b)</sup> | 200 | 144736 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/51 (Call 08/15/50)<sup>(b)</sup> | 250 | 175882 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/15/37 (Call 02/15/37)<sup>(b)</sup> | 115 | 100935 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 08/12/51 (Call 02/12/51) | 100 | 67396 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/15/60 (Call 08/15/59) | 100 | 64640 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/49 (Call 05/15/49) | 140 | 98305 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/08/47 (Call 06/08/47) | 245 | 189331 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/19/46 (Call 11/19/45) | 81 | 67359 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/11/47 (Call 11/11/46) | 65 | 53642 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/15/42<sup>(a)</sup> | 30 | 25835 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/25/40 (Call 09/25/39) | 20 | 18429 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/25/50 (Call 09/25/49) | 80 | 71981 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/01/41 | 150 | 141343 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/05/52 (Call 02/05/52) | 100 | 91084 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/25/60 (Call 09/25/59)<sup>(a)</sup> | 50 | 45479 |
| &nbsp;&nbsp;&nbsp;5.05%, 08/05/62 (Call 02/05/62) | 50 | 45744 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/01/50 (Call 08/28/49) | 30 | 22576 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/52 (Call 01/15/52) | 20 | 19359 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/49 (Call 09/15/48) | 155 | 149525 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/50 (Call 12/15/49) | 90 | 63761 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/49 (Call 09/15/48) | 95 | 92339 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.37%, 11/01/41 (Call 05/01/41) | 25 | 17425 |
| &nbsp;&nbsp;&nbsp;3.48%, 11/01/51 (Call 05/01/51) | 25 | 16583 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/40 (Call 10/01/39) | 86 | 71683 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/50 (Call 10/01/49) | 170 | 132564 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/60 (Call 10/01/59) | 10 | 7634 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/42 (Call 08/15/41) | 15 | 10355 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/11/41 (Call 11/11/40) | 100 | 71342 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/51 (Call 05/30/51) | 30 | 19278 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49) | 65 | 48627 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/47 (Call 11/20/46) | 72 | 63653 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/52 (Call 11/20/51) | 65 | 58083 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/20/35 (Call 11/20/34) | 52 | 50612 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/20/45 (Call 11/20/44) | 85 | 81269 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/39 (Call 09/15/38) | 65 | 58308 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | $130 | $116908 |
| TSMC Arizona Corp., 3.25%, 10/25/51 (Call 04/25/51)<sup>(a)</sup> | 200 | 143506 |
|  |  | 3454477 |
| **Software — 1.3%** |  |  |
| Activision Blizzard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/50 (Call 03/15/50) | 40 | 25446 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 90 | 81500 |
| Electronic Arts Inc., 2.95%, 02/15/51 (Call 08/15/50) | 40 | 27364 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/41 (Call 09/01/40) | 10 | 7023 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/46 (Call 02/15/46) | 30 | 23886 |
| &nbsp;&nbsp;&nbsp;5.63%, 07/15/52 (Call 01/15/52) | 40 | 37652 |
| Fiserv Inc., 4.40%, 07/01/49 (Call 01/01/49) | 110 | 91255 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.53%, 06/01/50 (Call 12/01/49) | 449 | 309904 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/01/60 (Call 12/01/59) | 244 | 164290 |
| &nbsp;&nbsp;&nbsp;2.92%, 03/17/52 (Call 09/17/51) | 320 | 237574 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/17/62 (Call 09/17/61) | 157 | 114247 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/08/36 (Call 02/08/36) | 82 | 75008 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/12/35 (Call 08/12/34) | 155 | 144220 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/42 | 50 | 43329 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/08/46 (Call 02/08/46) | 5 | 4430 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/06/37 (Call 08/06/36) | 165 | 160693 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/03/35 (Call 05/03/35) | 55 | 54734 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/40 | 50 | 49973 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/57 (Call 08/06/56) | 135 | 130941 |
| MSCI Inc., 3.25%, 08/15/33 (Call 08/15/27)<sup>(b)</sup> | 45 | 35492 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/40 (Call 10/01/39) | 255 | 191645 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/50 (Call 10/01/49) | 206 | 143520 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/25/41 (Call 09/25/40) | 150 | 111391 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/37 (Call 05/15/37) | 98 | 77709 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/15/36 (Call 01/15/36) | 90 | 73565 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/60 (Call 10/01/59) | 185 | 124853 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/35 (Call 11/15/34) | 155 | 129583 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (Call 09/25/50) | 125 | 91890 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/46 (Call 01/15/46) | 144 | 106957 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47) | 176 | 131020 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/61 (Call 09/25/60) | 10 | 7112 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/45 (Call 11/15/44) | 210 | 160291 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/55 (Call 11/15/54) | 80 | 60838 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/08/44 (Call 01/08/44) | 126 | 102985 |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/40 | 84 | 77911 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/08/39 | 154 | 154425 |
| &nbsp;&nbsp;&nbsp;6.50%, 04/15/38 | 91 | 94983 |
| &nbsp;&nbsp;&nbsp;6.90%, 11/09/52 | 120 | 132884 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 07/15/51 (Call 01/15/51) | 205 | 142377 |
| &nbsp;&nbsp;&nbsp;3.05%, 07/15/61 (Call 01/15/61) | 15 | 10094 |
|  |  | 3944994 |
| **Telecommunications — 3.1%** |  |  |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 03/30/40 | 129 | 133260 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/35 | 131 | 141704 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 02/01/43 (Call 08/01/42) | 200 | 143822 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 170 | 130259 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/53 (Call 03/15/53) | 415 | 293036 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/15/55 (Call 03/15/55) | 385 | 270393 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/51 (Call 12/01/50) | 200 | 146674 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/59 (Call 03/15/59) | $386 | $266135 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/01/57 (Call 06/01/57) | 350 | 254467 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/60 (Call 12/01/59) | 100 | 72823 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/45 (Call 12/15/44) | 5 | 4157 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/35 (Call 11/15/34) | 170 | 156034 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/09/49 (Call 09/09/48) | 100 | 84632 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/01/44 (Call 12/01/43) | 95 | 82763 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/46 (Call 11/15/45) | 175 | 152857 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/39 (Call 09/01/38) | 90 | 82628 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/37 (Call 02/14/37) | 240 | 224302 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/42 | 150 | 139334 |
| &nbsp;&nbsp;&nbsp;5.15%, 02/15/50 (Call 08/14/49) | 150 | 138473 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/57 (Call 09/01/56) | 5 | 4979 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 05/15/40) | 5 | 5097 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 150 | 159244 |
| Axiata SPV5 Labuan Ltd., 3.06%, 08/19/50 (Call 02/19/50)<sup>(f)</sup> | 200 | 131500 |
| Bell Canada, Series US-6, 3.20%, 02/15/52 (Call 08/15/51) | 20 | 13694 |
| Bell Telephone Co. of Canada or Bell Canada (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 08/15/52 (Call 02/15/52) | 30 | 22468 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/29/49 (Call 01/29/49) | 25 | 20998 |
| &nbsp;&nbsp;&nbsp;4.46%, 04/01/48 (Call 10/01/47) | 60 | 51994 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 150 | 157909 |
| &nbsp;&nbsp;&nbsp;5.90%, 02/15/39 | 134 | 146778 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/57 (Call 05/15/57) | 75 | 60004 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/15/37 | 25 | 22930 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/42 | 60 | 54289 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/48 (Call 05/15/48) | 25 | 23407 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/79 (Call 05/19/79) | 55 | 49292 |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/40 | 51 | 51812 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/68 (Call 05/15/68) | 11 | 10259 |
| Deutsche Telekom AG, 3.63%, 01/21/50 (Call 07/21/49)<sup>(b)</sup> | 150 | 110247 |
| Deutsche Telekom International Finance BV, 4.75%, 06/21/38 (Call 12/21/37)<sup>(b)</sup> | 150 | 138296 |
| Embarq Corp., 8.00%, 06/01/36 | 97 | 41215 |
| Juniper Networks Inc., 5.95%, 03/15/41 | 36 | 33136 |
| Lumen Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;Series P, 7.60%, 09/15/39 | 30 | 20886 |
| &nbsp;&nbsp;&nbsp;Series U, 7.65%, 03/15/42 | 25 | 16556 |
| Motorola Solutions Inc., 5.50%, 09/01/44 | 36 | 32522 |
| Nokia OYJ, 6.63%, 05/15/39 | 35 | 33483 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 01/13/42 | 5 | 4957 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/06/44 (Call 08/06/43) | 55 | 55092 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/49 (Call 05/15/49)<sup>(a)</sup> | 76 | 54338 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/48 (Call 08/15/47) | 65 | 50665 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/49 (Call 11/01/48) | 163 | 127554 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/42 (Call 09/15/41)<sup>(b)</sup> | 25 | 21197 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/43 (Call 09/15/42) | 45 | 37109 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> | 25 | 20344 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/44 (Call 09/15/43) | 90 | 79340 |
| &nbsp;&nbsp;&nbsp;7.50%, 08/15/38 | 15 | 16972 |
| SES Global Americas Holdings Inc., 5.30%, 03/25/44<sup>(b)</sup> | 79 | 61604 |
| Telecom Italia Capital SA |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 09/30/34 | 50 | 38697 |
| &nbsp;&nbsp;&nbsp;6.38%, 11/15/33 | 70 | 57477 |
| &nbsp;&nbsp;&nbsp;7.20%, 07/18/36 | 75 | 62204 |
| &nbsp;&nbsp;&nbsp;7.72%, 06/04/38 | 48 | 40407 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 03/06/48 | $155 | $121196 |
| &nbsp;&nbsp;&nbsp;5.21%, 03/08/47 | 150 | 121982 |
| &nbsp;&nbsp;&nbsp;5.52%, 03/01/49 (Call 09/01/48) | 150 | 127979 |
| &nbsp;&nbsp;&nbsp;7.05%, 06/20/36 | 5 | 5225 |
| TELUS Corp., 4.30%, 06/15/49 (Call 12/15/48) | 60 | 49715 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/41 (Call 08/15/40) | 65 | 46996 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/51 (Call 08/15/50) | 185 | 128477 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/15/52 (Call 04/15/52) | 100 | 69797 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/60 (Call 05/15/60) | 150 | 103980 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/40 (Call 10/15/39) | 120 | 104219 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 160 | 135146 |
| &nbsp;&nbsp;&nbsp;5.65%, 01/15/53 (Call 07/15/52) | 100 | 100281 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 50 | 50045 |
| U.S. Cellular Corp., 6.70%, 12/15/33 | 35 | 30633 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 11/20/50 (Call 05/20/50) | 10 | 6484 |
| &nbsp;&nbsp;&nbsp;2.99%, 10/30/56 (Call 04/30/56) | 198 | 125322 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/60 (Call 05/20/60) | 210 | 130859 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/22/51 (Call 09/22/50) | 310 | 229887 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/01/42 (Call 05/01/42) | 140 | 113628 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/01/52 (Call 09/01/51) | 40 | 31291 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/22/50 (Call 09/22/49) | 145 | 117019 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/15/46 | 100 | 82358 |
| &nbsp;&nbsp;&nbsp;4.27%, 01/15/36 | 120 | 107485 |
| &nbsp;&nbsp;&nbsp;4.67%, 03/15/55 | 150 | 132315 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/01/41 | 162 | 148332 |
| &nbsp;&nbsp;&nbsp;4.81%, 03/15/39 | 295 | 277226 |
| &nbsp;&nbsp;&nbsp;4.86%, 08/21/46 | 290 | 264242 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/16/47 | 100 | 99481 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/43 | 155 | 174521 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 09/17/50 | 105 | 83061 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/19/43 | 128 | 107078 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/19/49 | 110 | 94445 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/30/38 | 60 | 55868 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/19/59 | 30 | 26261 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/04/81 (Call 12/04/50)<sup>(c)</sup> | 60 | 42952 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/48 | 200 | 180486 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/27/37 | 85 | 86918 |
|  |  | 8971895 |
| **Toys, Games & Hobbies — 0.0%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 05/15/44 (Call 11/15/43) | 15 | 12740 |
| &nbsp;&nbsp;&nbsp;6.35%, 03/15/40 | 30 | 29582 |
| Mattel Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.45%, 11/01/41 (Call 05/01/41) | 20 | 15897 |
| &nbsp;&nbsp;&nbsp;6.20%, 10/01/40 | 15 | 12822 |
|  |  | 71041 |
| **Transportation — 1.8%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/51 (Call 08/15/50) | 10 | 7154 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/15/50 (Call 08/15/49) | 50 | 39287 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/01/46 (Call 02/01/46) | 73 | 61013 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/15/48 (Call 12/15/47) | 45 | 38683 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/47 (Call 12/15/46) | 40 | 34904 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/45 (Call 10/01/44) | 45 | 39396 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/48 (Call 06/15/48) | 61 | 53187 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/01/42 (Call 03/01/42) | 55 | 49848 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/43 (Call 09/15/42) | $59 | $54236 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/01/44 (Call 03/01/44) | 105 | 97684 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/01/45 (Call 03/01/45) | 10 | 9358 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/01/44 (Call 10/01/43) | 109 | 105860 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/41 (Call 03/15/41) | 50 | 48508 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/01/41 (Call 09/01/40) | 30 | 29729 |
| &nbsp;&nbsp;&nbsp;5.15%, 09/01/43 (Call 03/01/43) | 95 | 95418 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/01/41 (Call 12/01/40) | 40 | 41101 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/01/40 (Call 11/01/39) | 45 | 48005 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 40 | 44418 |
| &nbsp;&nbsp;&nbsp;6.20%, 08/15/36 | 50 | 55077 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 05/01/50 (Call 11/01/49) | 90 | 57770 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/02/46 (Call 02/02/46) | 20 | 14877 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/03/48 (Call 08/03/47) | 35 | 28581 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/05/52 (Call 02/05/52) | 20 | 18256 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/20/49 (Call 07/20/48) | 25 | 22664 |
| &nbsp;&nbsp;&nbsp;6.20%, 06/01/36 | 30 | 33040 |
| &nbsp;&nbsp;&nbsp;6.38%, 11/15/37 | 18 | 19929 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 09/15/35 (Call 03/15/35) | 35 | 33035 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/01/45 (Call 02/01/45) | 30 | 27579 |
| &nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | 131 | 136154 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/2115 (Call 03/15/2115) | 53 | 53626 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/49 (Call 03/15/49) | 45 | 33267 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/01/46 (Call 05/01/46) | 28 | 22445 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/50 (Call 10/15/49) | 35 | 27665 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/50 (Call 11/01/49) | 41 | 33280 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/44 (Call 09/15/43) | 148 | 126393 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/01/66 (Call 05/01/66) | 15 | 11975 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/48 (Call 09/01/47) | 95 | 82722 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/43 (Call 09/01/42) | 11 | 9719 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/52 (Call 05/15/52) | 10 | 8951 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/54 (Call 02/01/54) | 80 | 69782 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/01/68 (Call 09/01/67) | 20 | 17280 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/30/42 (Call 11/30/41) | 25 | 23302 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/15/41 (Call 10/15/40) | 85 | 87624 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/36 | 30 | 31735 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 30 | 32512 |
| &nbsp;&nbsp;&nbsp;6.22%, 04/30/40 | 50 | 55081 |
| Empresa de Transporte de Pasajeros Metro SA, 5.00%, 01/25/47 (Call 07/25/46)<sup>(f)</sup> | 200 | 160676 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 02/01/35 | 46 | 39283 |
| &nbsp;&nbsp;&nbsp;4.05%, 02/15/48 (Call 08/15/47) | 70 | 53946 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/43 | 40 | 31604 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/45 | 175 | 137217 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/47 (Call 07/15/46) | 57 | 46017 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/01/46 (Call 10/01/45) | 36 | 29714 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/45 (Call 05/15/45) | 113 | 98063 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/17/48 (Call 04/17/48) | 40 | 35207 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 53 | 47901 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 25 | 23037 |
| Indian Railway Finance Corp. Ltd., 3.95%, 02/13/50<sup>(f)</sup> | 200 | 147840 |
| Kansas City Southern |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/50 (Call 11/01/49) | 25 | 18211 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/15/69 (Call 05/15/69) | 21 | 15935 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 (Call 11/15/42) | 45 | 37851 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/48 (Call 11/01/47) | 55 | 48795 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/45 (Call 02/15/45) | $35 | $32041 |
| Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34<sup>(f)</sup> | 95 | 91037 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 05/15/50 (Call 11/15/49) | 75 | 51845 |
| &nbsp;&nbsp;&nbsp;3.16%, 05/15/55 (Call 11/15/54) | 103 | 70279 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/01/49 (Call 05/01/49) | 110 | 80883 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/53 (Call 09/15/52) | 10 | 7713 |
| &nbsp;&nbsp;&nbsp;3.94%, 11/01/47 (Call 05/01/47) | 84 | 68890 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/42 (Call 04/01/42) | 71 | 59853 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/15/52 (Call 02/15/52) | 80 | 66174 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/49 (Call 11/15/48) | 65 | 54019 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/28/48 (Call 08/28/47) | 10 | 8397 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/53 (Call 12/01/52) | 10 | 8921 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/46 (Call 07/15/45) | 50 | 45392 |
| &nbsp;&nbsp;&nbsp;4.84%, 10/01/41 | 40 | 37501 |
| Polar Tankers Inc., 5.95%, 05/10/37<sup>(b)</sup> | 29 | 30281 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.97%, 09/16/62 (Call 03/16/62) | 10 | 6634 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/05/50 (Call 08/05/49) | 200 | 149208 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/01/35 (Call 08/01/34) | 85 | 72490 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/39 (Call 02/15/39) | 50 | 42218 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/20/61 (Call 11/20/60) | 45 | 33466 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/37 (Call 03/15/37) | 271 | 235290 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/05/70 (Call 08/05/69) | 65 | 48550 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/51 (Call 04/01/51) | 89 | 73340 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/06/71 (Call 10/06/70) | 50 | 37928 |
| &nbsp;&nbsp;&nbsp;3.84%, 03/20/60 (Call 09/20/59) | 102 | 80807 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/14/72 (Call 08/14/71) | 5 | 3807 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/55 (Call 08/01/54) | 55 | 44915 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/47 (Call 10/15/46) | 55 | 46044 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/15/45 (Call 05/15/45) | 55 | 46774 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/46 (Call 09/01/45) | 50 | 41882 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/67 (Call 03/15/67) | 55 | 44176 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/49 (Call 09/01/48) | 65 | 56660 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/46 (Call 05/15/46) | 45 | 35143 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/01/42 | 45 | 37891 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/47 (Call 05/15/47) | 77 | 65083 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/49 (Call 09/15/48) | 25 | 22495 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/40 (Call 05/15/40) | 45 | 44499 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/01/50 (Call 10/01/49) | 70 | 74358 |
| &nbsp;&nbsp;&nbsp;6.20%, 01/15/38 | 160 | 181198 |
| XPO CNW Inc., 6.70%, 05/01/34 | 15 | 13485 |
|  |  | 5294974 |
| **Trucking & Leasing — 0.0%** |  |  |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 35 | 21570 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 09/15/43) | 45 | 39452 |
|  |  | 61022 |
| **Water — 0.2%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/01/50 (Call 11/01/49) | 40 | 29793 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/47 (Call 03/01/47) | 55 | 43409 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 5 | 3984 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 50 | 42468 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/01/42 (Call 06/01/42) | 45 | 39241 |
| &nbsp;&nbsp;&nbsp;4.30%, 09/01/45 (Call 03/01/45) | 175 | 150143 |
| &nbsp;&nbsp;&nbsp;6.59%, 10/15/37 | 45 | 50006 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Water (continued)** |  |  |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | $35 | $24166 |
| &nbsp;&nbsp;&nbsp;4.28%, 05/01/49 (Call 11/01/48) | 55 | 44668 |
|  |  | 427878 |
| **Total Corporate Bonds & Notes — 49.8%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $183,230,919)** |  | 146282658 |
| **Foreign Government Obligations<sup>(g)</sup>** |  |  |
| **Angola — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Angolan Government International Bond, 9.38%, 05/08/48<sup>(f)</sup> | 200 | 167224 |
| **Argentina — 0.4%** |  |  |
| Argentina Bonar Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/09/35<sup>(e)</sup> | 1385 | 307885 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/09/41<sup>(e)</sup> | 59 | 14641 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/09/38<sup>(e)</sup> | 305 | 86196 |
| Argentine Republic Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/09/35 (Call 01/02/23)<sup>(e)</sup> | 930 | 225060 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/09/46 (Call 01/02/23)<sup>(a)(e)</sup> | 310 | 76706 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/09/41 (Call 01/02/23)<sup>(a)(e)</sup> | 707 | 196702 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/09/38 (Call 01/02/23)<sup>(e)</sup> | 790 | 240832 |
| Provincia de Buenos Aires/Government Bonds, 5.25%, 09/01/37<sup>(e)(f)</sup> | 320 | 108112 |
|  |  | 1256134 |
| **Bahrain — 0.0%** |  |  |
| Bahrain Government International Bond, 6.00%, 09/19/44<sup>(f)</sup> | 200 | 155324 |
| **Bermuda — 0.0%** |  |  |
| Bermuda Government International Bond, 3.38%, 08/20/50 (Call 02/20/50)<sup>(f)</sup> | 10 | 6784 |
| **Brazil — 0.3%** |  |  |
| Brazilian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/14/50 (Call 07/14/49)<sup>(a)</sup> | 400 | 294396 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/27/45<sup>(a)</sup> | 200 | 157670 |
| &nbsp;&nbsp;&nbsp;5.63%, 02/21/47 | 200 | 166384 |
| &nbsp;&nbsp;&nbsp;7.13%, 01/20/37 | 25 | 26563 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 01/20/34<sup>(a)</sup> | 200 | 228050 |
|  |  | 873063 |
| **Canada — 0.0%** |  |  |
| Province of British Columbia Canada, 7.25%, 09/01/36 | 75 | 95567 |
| **Chile — 0.3%** |  |  |
| Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 07/27/33 (Call 04/27/33) | 200 | 160736 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/07/41 (Call 11/07/40) | 200 | 148172 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/22/61 (Call 07/22/60) | 200 | 128982 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/25/50 (Call 07/25/49) | 200 | 148752 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/31/52 (Call 07/31/51) | 200 | 158824 |
| &nbsp;&nbsp;&nbsp;4.34%, 03/07/42 (Call 09/07/41) | 200 | 172076 |
|  |  | 917542 |
| **China — 0.1%** |  |  |
| China Government International Bond, 2.75%, 12/03/39<sup>(f)</sup> | 200 | 161068 |
| Export-Import Bank of China (The), 4.00%, 11/28/47<sup>(f)</sup> | 200 | 173014 |
|  |  | 334082 |
| **Colombia — 0.3%** |  |  |
| Colombia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 02/15/61 (Call 08/15/60) | 200 | 110388 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/15/51 (Call 11/15/50)<sup>(a)</sup> | 200 | 117884 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Colombia (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (Call 12/15/44) | $200 | $134234 |
| &nbsp;&nbsp;&nbsp;5.63%, 02/26/44 (Call 08/26/43) | 200 | 143840 |
| &nbsp;&nbsp;&nbsp;6.13%, 01/18/41 | 200 | 156558 |
| &nbsp;&nbsp;&nbsp;7.38%, 09/18/37 | 150 | 138660 |
|  |  | 801564 |
| **Costa Rica — 0.1%** |  |  |
| Costa Rica Government International Bond, 7.00%, 04/04/44<sup>(f)</sup> | 200 | 187816 |
| **Dominican Republic — 0.2%** |  |  |
| Dominican Republic International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 01/30/60<sup>(f)</sup> | 300 | 222771 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 06/05/49<sup>(f)</sup> | 150 | 122225 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 01/27/45<sup>(f)</sup> | 150 | 131677 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.45%, 04/30/44<sup>(f)</sup> | 100 | 94046 |
|  |  | 570719 |
| **Ecuador — 0.1%** |  |  |
| Ecuador Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/31/40<sup>(e)(f)</sup> | 200 | 80272 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/31/35<sup>(e)(f)</sup> | 520 | 229622 |
|  |  | 309894 |
| **Egypt — 0.2%** |  |  |
| Egypt Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 04/30/40<sup>(f)</sup> | 100 | 65971 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 01/31/47<sup>(f)</sup> | 200 | 134678 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 09/30/51<sup>(f)</sup> | 200 | 136600 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 05/29/50<sup>(f)</sup> | 200 | 138458 |
|  |  | 475707 |
| **El Salvador — 0.0%** |  |  |
| El Salvador Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.12%, 01/20/50 (Call 07/20/49)<sup>(f)</sup> | 200 | 74216 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.65%, 06/15/35<sup>(f)</sup> | 40 | 15139 |
|  |  | 89355 |
| **Ghana — 0.0%** |  |  |
| Ghana Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 03/11/61<sup>(f)</sup> | 200 | 66212 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 05/07/42<sup>(f)</sup> | 200 | 68798 |
|  |  | 135010 |
| **Guatemala — 0.1%** |  |  |
| Guatemala Government Bond, 3.70%, 10/07/33 (Call 07/07/33)<sup>(f)</sup> | 200 | 164824 |
| **Hong Kong — 0.0%** |  |  |
| Airport Authority Hong Kong, 3.25%, 01/12/52 (Call 07/12/51)<sup>(b)</sup> | 200 | 146422 |
| **Hungary — 0.1%** |  |  |
| Hungary Government International Bond, 7.63%, 03/29/41 | 200 | 218364 |
| **Indonesia — 0.6%** |  |  |
| Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/12/51 | 200 | 143520 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/50 | 200 | 167468 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/11/48 | 200 | 171902 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/70 | 200 | 168524 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/15/43<sup>(f)</sup> | 200 | 182544 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 01/15/45<sup>(f)</sup> | 200 | 193024 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 01/17/42<sup>(f)</sup> | 200 | 196596 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 02/17/37<sup>(f)</sup> | 100 | 111897 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 10/12/35<sup>(f)</sup> | 130 | 163654 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Indonesia (continued)** |  |  |
| Perusahaan Penerbit SBSN Indonesia III, 3.80%, 06/23/50<sup>(f)</sup> | $200 | $157218 |
|  |  | 1656347 |
| **Israel — 0.2%** |  |  |
| Israel Government AID Bond, 5.50%, 09/18/33 | 40 | 43624 |
| Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 07/03/50 | 200 | 167678 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/17/48 | 200 | 175020 |
| State of Israel, 3.80%, 05/13/60<sup>(f)</sup> | 400 | 314716 |
|  |  | 701038 |
| **Italy — 0.1%** |  |  |
| Republic of Italy Government International Bond, 4.00%, 10/17/49 | 335 | 242111 |
| **Jamaica — 0.1%** |  |  |
| Jamaica Government International Bond, 7.88%, 07/28/45 | 200 | 222116 |
| **Kazakhstan — 0.1%** |  |  |
| Kazakhstan Government International Bond, 4.88%, 10/14/44<sup>(f)</sup> | 200 | 179530 |
| **Lebanon — 0.0%** |  |  |
| Lebanon Government International Bond, 7.25%, 03/23/37<sup>(f)(h)(i)</sup> | 50 | 2932 |
| **Mexico — 0.7%** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/19/71 (Call 10/19/70) | 200 | 133848 |
| &nbsp;&nbsp;&nbsp;3.77%, 05/24/61 (Call 11/24/60) | 400 | 270540 |
| &nbsp;&nbsp;&nbsp;4.28%, 08/14/41 (Call 02/14/41) | 300 | 243483 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/15/47 | 200 | 158014 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/31/50 (Call 07/31/49) | 200 | 160504 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/23/46 | 200 | 163712 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/10/48 | 200 | 162444 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/08/44 | 210 | 177929 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/27/51 (Call 10/27/50) | 200 | 170692 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/21/45 | 150 | 140619 |
| &nbsp;&nbsp;&nbsp;6.05%, 01/11/40 | 50 | 50346 |
| &nbsp;&nbsp;&nbsp;6.75%, 09/27/34 | 160 | 171766 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/08/33 | 125 | 140535 |
|  |  | 2144432 |
| **Morocco — 0.0%** |  |  |
| Morocco Government International Bond, 4.00%, 12/15/50<sup>(f)</sup> | 200 | 137524 |
| **Nigeria — 0.1%** |  |  |
| Nigeria Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 11/28/47<sup>(f)</sup> | 200 | 133144 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.70%, 02/23/38<sup>(f)</sup> | 200 | 140882 |
|  |  | 274026 |
| **Oman — 0.1%** |  |  |
| Oman Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/08/47<sup>(f)</sup> | 200 | 178740 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 01/25/51<sup>(f)</sup> | 200 | 187808 |
|  |  | 366548 |
| **Panama — 0.3%** |  |  |
| Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;3.87%, 07/23/60 (Call 01/23/60) | 200 | 134082 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/29/53 | 200 | 149338 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/47 | 200 | 157938 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/19/63 (Call 07/19/62) | 200 | 146596 |
| &nbsp;&nbsp;&nbsp;6.70%, 01/26/36 | 225 | 240280 |
|  |  | 828234 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Paraguay — 0.1%** |  |  |
| Paraguay Government International Bond, 6.10%, 08/11/44<sup>(f)</sup> | $200 | $190492 |
| **Peru — 0.3%** |  |  |
| Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;1.86%, 12/01/32 (Call 09/01/32) | 100 | 75338 |
| &nbsp;&nbsp;&nbsp;2.78%, 12/01/60 (Call 06/01/60) | 90 | 54431 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/34 (Call 10/15/33) | 185 | 151459 |
| &nbsp;&nbsp;&nbsp;3.23%, 07/28/2121 (Call 01/28/2121) | 50 | 30362 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/10/51 (Call 09/10/50)<sup>(a)</sup> | 100 | 73221 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/72 (Call 07/15/71) | 75 | 50441 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/18/50 | 100 | 100244 |
| &nbsp;&nbsp;&nbsp;6.55%, 03/14/37 | 115 | 123716 |
| &nbsp;&nbsp;&nbsp;8.75%, 11/21/33 | 130 | 161561 |
|  |  | 820773 |
| **Philippines — 0.3%** |  |  |
| Philippine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 12/10/45 | 200 | 136942 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/05/45 | 200 | 145378 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/02/42 | 200 | 163592 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/20/40 | 300 | 254619 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/23/34 | 100 | 110097 |
|  |  | 810628 |
| **Qatar — 0.4%** |  |  |
| Qatar Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/16/50<sup>(f)</sup> | 400 | 366320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.82%, 03/14/49<sup>(f)</sup> | 400 | 389132 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 04/23/48<sup>(f)</sup> | 500 | 503385 |
|  |  | 1258837 |
| **Romania — 0.1%** |  |  |
| Romanian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/14/51<sup>(f)</sup> | 100 | 66814 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/15/48<sup>(f)</sup> | 100 | 80125 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 01/22/44<sup>(f)</sup> | 100 | 91776 |
|  |  | 238715 |
| **Saudi Arabia — 0.5%** |  |  |
| Saudi Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/02/33<sup>(f)</sup> | 200 | 163090 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 02/02/61<sup>(f)</sup> | 200 | 143986 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/21/55<sup>(f)</sup> | 200 | 156836 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/26/46<sup>(f)</sup> | 200 | 176674 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/22/60<sup>(f)</sup> | 200 | 177034 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/04/47<sup>(f)</sup> | 200 | 178618 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/17/49<sup>(f)</sup> | 400 | 374956 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 01/16/50<sup>(f)</sup> | 200 | 194710 |
|  |  | 1565904 |
| **Senegal — 0.1%** |  |  |
| Senegal Government International Bond, 6.25%, 05/23/33<sup>(f)</sup> | 200 | 168174 |
| **South Africa — 0.1%** |  |  |
| Republic of South Africa Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/12/46<sup>(a)</sup> | 200 | 144690 |
| &nbsp;&nbsp;&nbsp;5.65%, 09/27/47 | 200 | 152736 |
| &nbsp;&nbsp;&nbsp;5.75%, 09/30/49 | 200 | 152906 |
|  |  | 450332 |
| **South Korea — 0.1%** |  |  |
| Korea International Bond, 3.88%, 09/20/48 | 200 | 179474 |
| **Supranational — 0.1%** |  |  |
| European Investment Bank, 4.88%, 02/15/36 | 45 | 49037 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 08/07/42 | $65 | $55346 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/28/41 | 30 | 28264 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/24/44 | 85 | 85721 |
| International Bank for Reconstruction & Development, 4.75%, 02/15/35 | 85 | 90014 |
|  |  | 308382 |
| **Turkey — 0.3%** |  |  |
| Turkey Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 04/16/43 | 200 | 130698 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/11/47<sup>(a)</sup> | 200 | 137110 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/14/41<sup>(a)</sup> | 300 | 218502 |
| &nbsp;&nbsp;&nbsp;6.63%, 02/17/45 | 200 | 154072 |
| &nbsp;&nbsp;&nbsp;6.75%, 05/30/40 | 100 | 79275 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/17/36 | 160 | 134375 |
| &nbsp;&nbsp;&nbsp;7.25%, 03/05/38 | 30 | 26835 |
| &nbsp;&nbsp;&nbsp;8.00%, 02/14/34 | 95 | 95458 |
|  |  | 976325 |
| **Ukraine — 0.0%** |  |  |
| Ukraine Government International Bond, 7.25%, 03/15/35<sup>(f)(h)(i)</sup> | 200 | 41475 |
| **United Arab Emirates — 0.4%** |  |  |
| Abu Dhabi Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/15/51<sup>(f)</sup> | 200 | 142678 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/30/49<sup>(f)</sup> | 400 | 293836 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/16/50<sup>(f)</sup> | 200 | 167656 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/11/47<sup>(f)</sup> | 200 | 175016 |
| Emirate of Dubai Government International Bonds, 3.90%, 09/09/50<sup>(f)</sup> | 200 | 140978 |
| UAE International Government Bond, 3.25%, 10/19/61<sup>(f)</sup> | 200 | 146784 |
|  |  | 1066948 |
| **Uruguay — 0.2%** |  |  |
| Uruguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 11/20/45 | 60 | 55877 |
| &nbsp;&nbsp;&nbsp;4.98%, 04/20/55 | 175 | 169794 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/18/50 | 225 | 223859 |
| &nbsp;&nbsp;&nbsp;7.63%, 03/21/36 | 125 | 158962 |
| &nbsp;&nbsp;&nbsp;7.88%, 01/15/33 | 50 | 62463 |
|  |  | 670955 |
| **Total Foreign Government Obligations — 7.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $28,162,456)** |  | 22407647 |
| **Municipal Debt Obligations** |  |  |
| **Arizona — 0.0%** |  |  |
| Salt River Project Agricultural Improvement & Power District |  |  |
| &nbsp;&nbsp;&nbsp;RB BAB, 4.84%, 01/01/41 | 50 | 49202 |
| **California — 1.0%** |  |  |
| Bay Area Toll Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;Series S-1, 7.04%, 04/01/50 | 50 | 62546 |
| &nbsp;&nbsp;&nbsp;Series S-3, 6.91%, 10/01/50 | 170 | 212028 |
| California State University RB, Class B, 2.72%, 11/01/52. | 200 | 134094 |
| City of San Francisco CA Public Utilities Commission Water |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB BAB, 6.95%, 11/01/50 | 100 | 122357 |
| East Bay Municipal Utility District Water System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;BAB, Series B, 5.87%, 06/01/40 | 50 | 55474 |
| Foothill-Eastern Transportation Corridor Agency RB, Series A, |  |  |
| &nbsp;&nbsp;&nbsp;4.09%, 01/15/49 (Call 01/15/30) | 100 | 77886 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **California (continued)** |  |  |
| Los Angeles County Metropolitan Transportation Authority RB BAB, Series A, 5.74%, 06/01/39 | $100 | $106326 |
| Los Angeles County Public Works Financing Authority RB BAB, 7.62%, 08/01/40 | 50 | 61793 |
| Los Angeles Department of Water & Power, RB, Series A, 5.72%, 07/01/39 | 200 | 216121 |
| Los Angeles Unified School District/CA GO BAB, 5.75%, `07/01/34 | 150 | 158240 |
| Regents of the University of California Medical Center Pooled |  |  |
| Revenue RB, Series N, Class A, 3.26%, 05/15/60 (Call 11/15/59)<sup>(a)</sup> | 65 | 43972 |
| Regents of the University of California Medical Center Pooled |  |  |
| Revenue RB BAB, Series F, 6.58%, 05/15/49 | 150 | 172142 |
| San Diego County Regional Transportation Commission RB |  |  |
| &nbsp;&nbsp;&nbsp;BAB, 5.91%, 04/01/48 | 100 | 108302 |
| San Diego County Water Authority RB BAB, Series B, 6.14%, 05/01/49 | 50 | 56205 |
| State of California GO, 4.60%, 04/01/38 (Call 04/01/28). | 100 | 96219 |
| State of California GO BAB |  |  |
| &nbsp;&nbsp;&nbsp;7.30%, 10/01/39 | 100 | 123116 |
| &nbsp;&nbsp;&nbsp;7.55%, 04/01/39 | 500 | 640333 |
| &nbsp;&nbsp;&nbsp;7.60%, 11/01/40 | 145 | 189769 |
| University of California RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AQ, 4.77%, 05/15/2115<sup>(a)</sup> | 50 | 42170 |
| &nbsp;&nbsp;&nbsp;Series BG, 3.07%, 05/15/51 (Call 05/15/31) | 200 | 132319 |
| University of California RB BAB, 5.77%, 05/15/43 | 50 | 53868 |
|  |  | 2865280 |
| **Colorado — 0.0%** |  |  |
| Regional Transportation District Sales Tax Revenue RB BAB, |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 5.84%, 11/01/50 | 20 | 22508 |
| **District of Columbia — 0.0%** |  |  |
| District of Columbia Water & Sewer Authority RB, 4.81%, 10/01/2114 | 50 | 43577 |
| **Georgia — 0.1%** |  |  |
| Municipal Electric Authority of Georgia RB BAB |  |  |
| Project J, Series 2010-A, 6.64%, 04/01/57 | 92 | 98391 |
| Project M, Series 2010-A, 6.66%, 04/01/57 | 48 | 51017 |
|  |  | 149408 |
| **Illinois — 0.3%** |  |  |
| Chicago O'Hare International Airport RB, Series C, 4.57%, 01/01/54 | 250 | 223475 |
| Metropolitan Water Reclamation District of Greater Chicago |  |  |
| &nbsp;&nbsp;&nbsp;GOL BAB, 5.72%, 12/01/38 | 55 | 59601 |
| State of Illinois GO, 5.10%, 06/01/33 | 575 | 554437 |
|  |  | 837513 |
| **Maryland — 0.0%** |  |  |
| Maryland Health & Higher Educational Facilities Authority, |  |  |
| &nbsp;&nbsp;&nbsp;Class D, 3.05%, 07/01/40 (Call 01/01/40) | 50 | 35786 |
| Maryland State Transportation Authority RB BAB, 5.89%, 07/01/43 | 50 | 54210 |
|  |  | 89996 |
| **Massachusetts — 0.1%** |  |  |
| Commonwealth of Massachusetts GOL BAB, Series E, 5.46%, 12/01/39 | 100 | 104314 |
| Commonwealth of Massachusetts Transportation Fund |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB BAB, Series A, 5.73%, 06/01/40 | 25 | 26321 |
| Massachusetts School Building Authority RB BAB, Series B, 5.72%, 08/15/39 | 50 | 52778 |
|  |  | 183413 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Michigan — 0.1%** |  |  |
| Great Lakes Water Authority Sewage Disposal System |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB, 3.06%, 07/01/39 | $100 | $77488 |
| University of Michigan RB, Series B, 2.44%, 04/01/40 (Call 10/01/39) | 200 | 143559 |
|  |  | 221047 |
| **Missouri — 0.0%** |  |  |
| Health & Educational Facilities Authority of the State of |  |  |
| Missouri RB, Series A, 3.23%, 05/15/50 (Call 11/15/49) | 100 | 74664 |
| **New Jersey — 0.1%** |  |  |
| New Jersey State Turnpike Authority RB BAB, Series F, 7.41%, 01/01/40 | 150 | 188568 |
| New Jersey Transportation Trust Fund Authority RB BAB, |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 6.56%, 12/15/40 | 50 | 53304 |
|  |  | 241872 |
| **New York — 0.4%** |  |  |
| City of New York NY GO BAB, Series C-1, 5.52%, 10/01/37 | 100 | 103245 |
| Metropolitan Transportation Authority RB BAB, 7.34%, 11/15/39 | 150 | 183584 |
| New York City Municipal Water Finance Authority RB, 5.44%, 06/15/43 | 200 | 212941 |
| New York City Transitional Finance Authority Future Tax |  |  |
| &nbsp;&nbsp;&nbsp;Secured Revenue RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;5.51%, 08/01/37 | 50 | 51654 |
| &nbsp;&nbsp;&nbsp;5.57%, 11/01/38 | 50 | 51991 |
| New York State Dormitory Authority RB, Series F, 3.11%, 02/15/39 | 100 | 75790 |
| New York State Dormitory Authority RB BAB, Series F, 5.63%, 03/15/39 | 100 | 103802 |
| New York State Thruway Authority RB, Series M, 3.50%, 01/01/42 (Call 01/01/30) | 75 | 59293 |
| New York State Urban Development Corp. RB BAB, 5.77%, 03/15/39 | 55 | 57284 |
| Port Authority of New York & New Jersey RB |  |  |
| &nbsp;&nbsp;&nbsp;3.29%, 08/01/69. | 150 | 100136 |
| &nbsp;&nbsp;&nbsp;Series 168, 4.93%, 10/01/51 | 80 | 77409 |
| &nbsp;&nbsp;&nbsp;Series 174, 4.46%, 10/01/62 | 100 | 88322 |
| &nbsp;&nbsp;&nbsp;Series 181, 4.96%, 08/01/46 | 50 | 49013 |
| &nbsp;&nbsp;&nbsp;Series 225, 3.18%, 07/15/60 (Call 07/15/31) | 70 | 46667 |
|  |  | 1261131 |
| **Ohio — 0.1%** |  |  |
| American Municipal Power Inc. RB BAB, Series B, 8.08%, 02/15/50 | 50 | 63909 |
| Ohio State University (The) RB, Series A, 4.80%, 06/01/2111 | 75 | 63900 |
| Ohio State University (The) RB BAB, Series C, 4.91%, 06/01/40 | 100 | 100543 |
| Ohio Water Development Authority Water Pollution Control |  |  |
| &nbsp;&nbsp;&nbsp;Loan Fund RB, Series B-2, 4.88%, 12/01/34 | 25 | 24811 |
|  |  | 253163 |
| **Oklahoma — 0.0%** |  |  |
| Oklahoma Development Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;4.62%, 06/01/44 | 85 | 80456 |
| &nbsp;&nbsp;&nbsp;4.71%, 05/01/52 | 25 | 23185 |
|  |  | 103641 |
| **Oregon — 0.1%** |  |  |
| State of Oregon Department of Transportation RB BAB, Series 2010-A, 5.83%, 11/15/34 | 100 | 106687 |
| **Tennessee — 0.0%** |  |  |
| Metropolitan Government of Nashville & Davidson County |  |  |
| &nbsp;&nbsp;&nbsp;Convention Center Authority RB BAB, Series B, 6.73%, 07/01/43 | 40 | 44842 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Texas — 0.3%** |  |  |
| City of San Antonio Texas Electric & Gas Systems Revenue |  |  |
| &nbsp;&nbsp;&nbsp;RB BAB |  |  |
| &nbsp;&nbsp;&nbsp;5.72%, 02/01/41 | $25 | $26892 |
| &nbsp;&nbsp;&nbsp;5.81%, 02/01/41 | 50 | 53550 |
| Dallas Area Rapid Transit RB BAB, Series B, 6.00%, 12/01/44 | 100 | 111713 |
| Dallas County Hospital District GOL BAB, Series C, 5.62%, 08/15/44 | 30 | 31575 |
| Dallas Fort Worth International Airport RB |  |  |
| &nbsp;&nbsp;&nbsp;4.51%, 11/01/51 (Call 11/01/32) | 45 | 40543 |
| &nbsp;&nbsp;&nbsp;Series C, Class C, 2.92%, 11/01/50 | 100 | 70113 |
| Dallas Independent School District GO BAB, Series C, 6.45%, 02/15/35 (Call 01/03/23) (PSF). | 40 | 40595 |
| Grand Parkway Transportation Corp. RB, 3.24%, 10/01/52 (Call 04/01/30) | 150 | 106221 |
| North Texas Tollway Authority RB BAB, Series B, 6.72%, 01/01/49 | 50 | 59871 |
| State of Texas GO BAB, Series A, 4.68%, 04/01/40 | 100 | 96933 |
| Texas Private Activity Bond Surface Transportation Corp. RB, |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 3.92%, 12/31/49 | 100 | 76080 |
| Texas Transportation Commission GO, 2.47%, 10/01/44 (Call 10/01/30) | 50 | 34447 |
| University of Texas System (The) RB BAB, Series C, 4.79%, 08/15/46 | 150 | 148670 |
|  |  | 897203 |
| **Virginia — 0.0%** |  |  |
| University of Virginia RB, Series C, 4.18%, 09/01/2117 (Call 03/01/2117) | 45 | 34309 |
| **Washington — 0.0%** |  |  |
| State of Washington GO BAB, Series F, 5.14%, 08/01/40 | 50 | 50545 |
| **Total Municipal Debt Obligations — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $8,799,792)** |  | 7530001 |
| **U.S. Government & Agency Obligations** |  |  |
| **Mortgage-Backed Securities — 0.2%** |  |  |
| Federal National Mortgage Association, Series 2019-M4, |  |  |
| &nbsp;&nbsp;&nbsp;Class A2, 3.61%, 02/25/31 | 300 | 282500 |
| Freddie Mac Multifamily Structured Pass Through Certificates, |  |  |
| &nbsp;&nbsp;&nbsp;Series K-1514, Class A2, 2.86%, 10/25/34 | 500 | 420534 |
|  |  | 703034 |
| **U.S. Government Agency Obligations — 0.6%** |  |  |
| Federal Home Loan Banks, 5.50%, 07/15/36 | 290 | 321909 |
| Federal Home Loan Mortgage Corp., 6.25%, 07/15/32 | 375 | 438949 |
| Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/42 | 50 | 41650 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/15/35 | 75 | 75787 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/15/39 | 65 | 69023 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/01/56 | 500 | 535160 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/01/36 | 200 | 224458 |
| &nbsp;&nbsp;&nbsp;Series B, 4.70%, 07/15/33 | 40 | 40705 |
|  |  | 1747641 |
| **U.S. Government Obligations — 37.5%** |  |  |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 05/15/40 | 2680 | 1714781 |
| &nbsp;&nbsp;&nbsp;1.13%, 08/15/40 | 7730 | 4909758 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/15/50 | 3600 | 2008125 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/15/31 | 2925 | 2420895 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/15/40 | 6800 | 4509250 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/15/50 | 3890 | 2242828 |
| &nbsp;&nbsp;&nbsp;1.63%, 11/15/50 | 4670 | 2883725 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/15/41 | $4450 | $3103875 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/41 | 3910 | 2825586 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/51 | 6100 | 4021234 |
| &nbsp;&nbsp;&nbsp;1.88%, 11/15/51 | 4240 | 2788462 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/41 | 3800 | 2768062 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/50 | 3050 | 2083055 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/51 | 4400 | 2990625 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/41 | 3350 | 2575312 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/46 | 1922 | 1394952 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/49 | 2700 | 1961297 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/52 | 4950 | 3577148 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/15/42 | 3790 | 2950278 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/49 | 2160 | 1613925 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/51 | 4400 | 3272500 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/45 | 1930 | 1488211 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/46 | 895 | 685514 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/46 | 1750 | 1337930 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/42 | 850 | 699922 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/42 | 1325 | 1088156 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/47 | 1600 | 1283250 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/47 | 2000 | 1604375 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/43 | 2150 | 1797266 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/45 | 500 | 411563 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/46 | 850 | 698461 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/49 | 2600 | 2154344 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/52 | 5300 | 4408937 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/42 | 1000 | 862344 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/45 | 500 | 420781 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/47 | 1300 | 1091187 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/47 | 1300 | 1092406 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/48 | 2550 | 2147578 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/48 | 2640 | 2230387 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/49 | 2755 | 2337015 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/52 | 2650 | 2270719 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/41 | 600 | 530719 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/42 | 800 | 706875 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/43 | 500 | 436484 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/44 | 1050 | 907102 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/48 | 2435 | 2103612 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/42 | 3050 | 2740234 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/44 | 1450 | 1307266 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/48 | 2500 | 2266797 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/39 | 400 | 384813 |
| &nbsp;&nbsp;&nbsp;3.63%, 08/15/43 | 1450 | 1366398 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/43 | 2300 | 2206562 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/40 | 650 | 648070 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42 | 700 | 703281 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/52 | 1000 | 1040313 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/39 | 630 | 672230 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/40 | 895 | 953175 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/36 | 400 | 435500 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/15/40 | 1000 | 1099687 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/37 | 200 | 223313 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/37 | 650 | 741813 |
|  |  | 110200263 |
| **Total U.S. Government & Agency Obligations — 38.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $144,348,959)** |  | 112650938 |
| **Total Long-Term Investments — 98.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $364,542,126)** |  | 288871244 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares <br> (000)* | *Value* |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 2.3%** |  |  |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(j)(k)(l)</sup> | 6917 | $6917214 |
| **Total Short-Term Securities — 2.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $6,917,214)** |  | 6917214 |
| **Total Investments — 100.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $371,459,340)** |  | 295788458 |
| **Liabilities in Excess of Other Assets — (0.6)%** |  | (1839207) |
| **Net Assets — 100.0%** |  | $293949251 |

---

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

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

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

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

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

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

<sup>(h)</sup> Issuer filed for bankruptcy and/or is in default.

<sup>(i)</sup> Non-income producing security.

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

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

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

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at <br> 02/28/22* | *Purchases <br> at Cost* | *Proceeds <br> from Sale* | *Net Realized <br> Gain (Loss)* | *Change in <br> Unrealized <br> Appreciation <br> (Depreciation)* | *Value at <br> 11/30/22* | *Shares <br> Held at <br> 11/30/22 <br> (000)* | *Income* | *Capital Gain <br> Distributions from <br> Underlying Funds* |
| BlackRock Cash Funds: Treasury, SL Agency Shares | $2513107 | $4404107 <sup>(a)</sup> | $– $|  | $— | $6917214 | 6917 | $43304 <sup>(b)</sup> | $— |

---

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 10+ Year USD 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;Corporate Bonds & Notes | $— | $146282658 | $— | $146282658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 22407647 |  | 22407647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Debt Obligations |  | 7530001 |  | 7530001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government & Agency Obligations |  | 112650938 |  | 112650938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 6917214 |  |  | 6917214 |
|  | $6917214 | $288871244 | $— | $295788458 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |  |  |
| BAB | Build America Bond | PSF | Permanent School Fund |
| GO | General Obligation | RB | Revenue Bond |
| GOL | General Obligation Limited | SOFR | Secured Overnight Financing Rate |
| LIBOR | London Interbank Offered Rate |  |  |
| PJSC | Public Joint Stock Company |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Core 10+ Year USD Bond ETF

- **b. EDGAR series identifier (if any):** S000026652

- **c. LEI of Series:** 549300AS0BPHN7FEW779

**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:** $301734554.89

**Total Liabilities:** $7784405.65

**Net Assets:** $293950149.24

**Cash Not Reported:** $9971.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.95000000 | **1-Year:** 0.00000000 | **5-Year:** 847.25000000 | **10-Year:** 40818.74000000 | **30-Year:** 179650.70000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 3454.94000000 | **30-Year:** 9163.24000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080010 | -8.32%               | -3.49%               | 8.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1466718.60             | $-25012668.57                              |
| Month 2  | $-373314.68              | $-10415981.66                              |
| Month 3  | $-285093.89              | $21715966.47                               |

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49946.05     | 0.02%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21762.75     | 0.01%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                            | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13983.00     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $83334.30     | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27976.90     | 0.01%             | 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        |     80000 | PA      | $50590.40     | 0.02%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                          | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $190492.00    | 0.06%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75231.00     | 0.03%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                      | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80490.00     | 0.03%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CF Industries Inc                                                             | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19173.66     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                        | Cox Communications Inc                                                          | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     96000 | PA      | $79253.76     | 0.03%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    126000 | PA      | $102984.84    | 0.04%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42161.50     | 0.01%             | 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        |     75000 | PA      | $72281.25     | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74472.00     | 0.03%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    113000 | PA      | $78069.44     | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2266796.88   | 0.77%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRISTATE GEN&TRANS ASSN                                                       | Tri-State Generation and Transmission Association Inc                           | CUSIP: 89566EAD0<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22743.00     | 0.01%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $201176.25    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                             | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $160804.00    | 0.05%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $127664.00    | 0.04%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                       | Bayer US Finance II LLC                                                         | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    148000 | PA      | $108504.72    | 0.04%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37741.00     | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $16162.50     | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $174520.70    | 0.06%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13192.50     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32296.05     | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                          | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $134234.00    | 0.05%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63666.40     | 0.02%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                            | DALLAS TX INDEP SCH DIST                                                        | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40594.52     | 0.01%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45246.00     | 0.02%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                               | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $120875.70    | 0.04%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139207.50    | 0.05%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     80000 | PA      | $77409.04     | 0.03%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $2008125.00   | 0.68%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31331.70     | 0.01%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                        | Lumen Technologies Inc                                                          | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16556.25     | 0.01%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $117884.00    | 0.04%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53303.95     | 0.02%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59595.00     | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44398.00     | 0.02%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54406.80     | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25901.60     | 0.01%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                       | Becton Dickinson and Co                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43966.08     | 0.01%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $411562.50    | 0.14%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36872.85     | 0.01%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth | MET GOVT NASHVILLE & DAVIDSON CNTY TN CONVENTION CENTER AUTH                    | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44841.60     | 0.02%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                 | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25422.08     | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                               | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12073.65     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16089.20     | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32334.40     | 0.01%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                 | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74128.50     | 0.03%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                     | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50503.50     | 0.02%             | 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        |    290000 | PA      | $271031.10    | 0.09%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                               | Cameron LNG LLC                                                                 | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33348.00     | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1283250.00   | 0.44%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                      | Magellan Midstream Partners LP                                                  | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27137.60     | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31758.30     | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                           | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60359.40     | 0.02%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $55867.80     | 0.02%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                      | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46060.30     | 0.02%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31711.40     | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                       | Hungary Government International Bond                                           | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $218364.00    | 0.07%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22158.30     | 0.01%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                      | Texas Eastern Transmission LP                                                   | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31391.88     | 0.01%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    173000 | PA      | $190971.24    | 0.06%             | 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        |     35000 | PA      | $28373.10     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                        | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $187808.00    | 0.06%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40826.70     | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51884.00     | 0.02%             | 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        |    150000 | PA      | $134538.00    | 0.05%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                     | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40271.50     | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $54880.50     | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                       | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26177.40     | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                             | Chile Government International Bond                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $158824.00    | 0.05%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                          | Colombia Government International Bond                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    150000 | PA      | $138660.00    | 0.05%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12998.25     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83026.00     | 0.03%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34442.40     | 0.01%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41884.80     | 0.01%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                                 | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39596.40     | 0.01%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                          | E.ON International Finance BV                                                   | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $55537.35     | 0.02%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $79938.60     | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                             | Tampa Electric Co                                                               | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4243.40      | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28203.68     | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FINANC                                                      | Great-West Lifeco Finance Delaware LP                                           | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19849.00     | 0.01%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77551.45     | 0.03%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                          | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26831.74     | 0.01%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121937.20    | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                                      | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                      | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $79559.65     | 0.03%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    188000 | PA      | $204252.60    | 0.07%             | 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        |    105000 | PA      | $88660.95     | 0.03%             | 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        |     75000 | PA      | $63672.75     | 0.02%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21457.00     | 0.01%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                      | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28427.20     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    790000 | PA      | $240831.50    | 0.08%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                             | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     50000 | PA      | $2931.50      | 0.00%             | 2037-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214767.50    | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                   | Embarq Corp                                                                     | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $41215.30     | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                      | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $78807.30     | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                      | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAT0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $222235.00    | 0.08%             | 2047-03-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60366.80     | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20091.90     | 0.01%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42421.50     | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $133144.00    | 0.05%             | 2047-11-28      | Fixed         | 7.63%                 | 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        |     40000 | PA      | $40284.00     | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                           | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18147.75     | 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        |    100000 | PA      | $88676.00     | 0.03%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12860.70     | 0.00%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                                       | Temasek Financial I Ltd                                                         | CUSIP: 87973PAW4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $153042.50    | 0.05%             | 2070-10-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC                                                        | Brookfield Finance LLC                                                          | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35924.35     | 0.01%             | 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        |    180000 | PA      | $142522.20    | 0.05%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42350.50     | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                              | United States Cellular Corp                                                     | CUSIP: 911684AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30633.05     | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                       | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3848.90      | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $254467.50    | 0.09%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37652.40     | 0.01%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8921.10      | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                         | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66873.80     | 0.02%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     80000 | PA      | $52102.40     | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $53187.12     | 0.02%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                           | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15154.25     | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38843.00     | 0.01%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                        | Brazilian Government International Bond                                         | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $166384.00    | 0.06%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                           | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34061.20     | 0.01%             | 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        |     95000 | PA      | $82763.05     | 0.03%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     56000 | PA      | $40863.76     | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                               | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14906.10     | 0.01%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69426.40     | 0.02%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     90000 | PA      | $59785.20     | 0.02%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69715.20     | 0.02%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134259.00    | 0.05%             | 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        |     68000 | PA      | $61813.36     | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82436.55     | 0.03%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26161.80     | 0.01%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123567.60    | 0.04%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26098.80     | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31726.40     | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue    | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX                                | CUSIP: 5447122H4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106325.60    | 0.04%             | 2039-06-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                         | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     25000 | PA      | $17726.00     | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $181198.40    | 0.06%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCG7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28127.40     | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22929.75     | 0.01%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9262.30      | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                             | Chile Government International Bond                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $128982.00    | 0.04%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179664.00    | 0.06%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                       | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    250000 | PA      | $202360.00    | 0.07%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49847.60     | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                      | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55474.30     | 0.02%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                                        | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41338.38     | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    166000 | PA      | $141252.72    | 0.05%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                     | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27252.50     | 0.01%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                      | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46752.75     | 0.02%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35112.50     | 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        |     50000 | PA      | $48942.50     | 0.02%             | 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        |    110000 | PA      | $112183.50    | 0.04%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                             | Xerox Corp                                                                      | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9905.40      | 0.00%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                  | Newmont Corp                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42196.00     | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                  | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18010.40     | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                          | Colombia Government International Bond                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $156558.00    | 0.05%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                          | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33550.40     | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                       | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17214.25     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80758.30     | 0.03%             | 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        |   4450000 | PA      | $3103875.00   | 1.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170962.20    | 0.06%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90708.75     | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39016.35     | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                      | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34963.65     | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21412.50     | 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        |   1000000 | PA      | $1099687.50   | 0.37%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79560.00     | 0.03%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67068.00     | 0.02%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                        | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64904.96     | 0.02%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                      | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15429.00     | 0.01%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $129932.00    | 0.04%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                              | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     80000 | PA      | $68789.60     | 0.02%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58082.70     | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                         | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32573.45     | 0.01%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5426.00      | 0.00%             | 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        |     85000 | PA      | $72646.95     | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                       | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34591.90     | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     91000 | PA      | $67491.06     | 0.02%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4169.10      | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23814.25     | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12475.35     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96219.20     | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $97331.25     | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                       | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75428.10     | 0.03%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35981.05     | 0.01%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                  | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51380.50     | 0.02%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36789.00     | 0.01%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $65110.50     | 0.02%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     88000 | PA      | $68322.32     | 0.02%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                             | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62799.00     | 0.02%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                | TEXAS ST                                                                        | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96932.70     | 0.03%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Nakilat Inc                                                                   | Nakilat Inc                                                                     | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     92008 | PA      | $94450.14     | 0.03%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156034.50    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47134.80     | 0.02%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3839.40      | 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        |     30000 | PA      | $22934.10     | 0.01%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9928.90      | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $132319.20    | 0.05%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91890.00     | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29729.10     | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                    | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32285.50     | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                       | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38292.80     | 0.01%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                  | 7-Eleven Inc                                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16776.75     | 0.01%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83150.00     | 0.03%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                        | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20569.80     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                 | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $15110.20     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                      | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42981.50     | 0.01%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                          | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    300000 | PA      | $274776.00    | 0.09%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129691.80    | 0.04%             | 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        |    255000 | PA      | $197492.40    | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                 | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44919.60     | 0.02%             | 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        |    127000 | PA      | $107128.31    | 0.04%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                           | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56292.60     | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                      | Farmers Exchange Capital III                                                    | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56022.60     | 0.02%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                   | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14642.60     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                         | Lincoln National Corp                                                           | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26947.20     | 0.01%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45392.00     | 0.02%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                      | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $160272.00    | 0.05%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20916.30     | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    207000 | PA      | $138122.82    | 0.05%             | 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        |     55000 | PA      | $46773.65     | 0.02%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32037.60     | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     77000 | PA      | $65082.71     | 0.02%             | 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        |    110000 | PA      | $99586.30     | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                             | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29177.40     | 0.01%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54963.00     | 0.02%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                        | Brazilian Government International Bond                                         | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     25000 | PA      | $26563.25     | 0.01%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                              | Peruvian Government International Bond                                          | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $30362.00     | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                      | Wisconsin Electric Power Co                                                     | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16672.00     | 0.01%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48626.05     | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $97795.10     | 0.03%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                        | Pertamina Persero PT                                                            | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $189286.00    | 0.06%             | 2043-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99481.00     | 0.03%             | 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        |     60000 | PA      | $52831.20     | 0.02%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142465.40    | 0.05%             | 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        |    140000 | PA      | $113828.40    | 0.04%             | 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        |    150000 | PA      | $157909.50    | 0.05%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51811.92     | 0.02%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106889.05    | 0.04%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                          | Enel Finance International NV                                                   | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    170000 | PA      | $168155.50    | 0.06%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $309523.50    | 0.11%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                           | Activision Blizzard Inc                                                         | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81499.50     | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                      | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74172.80     | 0.03%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                      | MSCI Inc                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35491.50     | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                       | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     84000 | PA      | $60232.20     | 0.02%             | 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        |     55000 | PA      | $45740.20     | 0.02%             | 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        |     50000 | PA      | $51433.50     | 0.02%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28044.38     | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29792.80     | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                  | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE                            | CUSIP: 68607DNL5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106687.10    | 0.04%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                       | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76750.00     | 0.03%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51418.40     | 0.02%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51845.25     | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $64371.20     | 0.02%             | 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        |     65000 | PA      | $55345.55     | 0.02%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                       | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25023.60     | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                      | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $138295.50    | 0.05%             | 2038-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                             | Marathon Oil Corp                                                               | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44407.00     | 0.02%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39977.85     | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $31435.50     | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $138378.90    | 0.05%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                                      | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $160676.00    | 0.05%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31604.00     | 0.01%             | 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        |     75000 | PA      | $78227.25     | 0.03%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33437.50     | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                                             | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17339.60     | 0.01%             | 2048-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412F7Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53868.30     | 0.02%             | 2043-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     48000 | PA      | $36768.00     | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36323.10     | 0.01%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3962.80      | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31662.00     | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                                       | Braskem America Finance Co                                                      | CUSIP: 000000000<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186354.00    | 0.06%             | 2041-07-22      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18256.00     | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27351.10     | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    500000 | PA      | $503385.00    | 0.17%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     50000 | PA      | $32652.00     | 0.01%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                              | Campbell Soup Co                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24251.50     | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113373.00    | 0.04%             | 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        |    114000 | PA      | $91638.90     | 0.03%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $50345.50     | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                               | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18559.25     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                              | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24768.25     | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FRB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $75790.20     | 0.03%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $130698.00    | 0.04%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                         | KeySpan Gas East Corp                                                           | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38785.20     | 0.01%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37013.50     | 0.01%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                        | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7024.70      | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66987.92     | 0.02%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185560.00    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                        | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33638.40     | 0.01%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                       | Bayer US Finance II LLC                                                         | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     61000 | PA      | $47726.40     | 0.02%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117019.35    | 0.04%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     97000 | PA      | $106472.05    | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7112.00      | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $142376.60    | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67172.95     | 0.02%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73376.10     | 0.02%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                         | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $115160.00    | 0.04%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $384812.50    | 0.13%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                       | QVC Inc                                                                         | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     15000 | PA      | $7645.35      | 0.00%             | 2043-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3910000 | PA      | $2825585.94   | 0.96%             | 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        |     43000 | PA      | $38203.78     | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119870.25    | 0.04%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO VIII                                                       | KKR Group Finance Co VIII LLC                                                   | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17328.75     | 0.01%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    125000 | PA      | $140535.00    | 0.05%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                           | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39655.00     | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36749.50     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16959.00     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                       | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $105252.60    | 0.04%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10706.20     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                      | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56018.95     | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                      | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17342.80     | 0.01%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42468.00     | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                      | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25314.90     | 0.01%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                             | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14310.20     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102682.00    | 0.03%             | 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        |     72000 | PA      | $73249.20     | 0.02%             | 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        |    175000 | PA      | $152857.25    | 0.05%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    449000 | PA      | $309904.29    | 0.11%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     36000 | PA      | $36599.76     | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                   | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65712.84     | 0.02%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                                                      | KKR Group Finance Co VII LLC                                                    | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $60254.80     | 0.02%             | 2050-02-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8608.80      | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54685.50     | 0.02%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                         | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99117.00     | 0.03%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                               | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65249.00     | 0.02%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                         | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    109000 | PA      | $82126.05     | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                       | Wisconsin Power and Light Co                                                    | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128047.20    | 0.04%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                   | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42770.50     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28798.70     | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149208.00    | 0.05%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                 | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    166000 | PA      | $141772.30    | 0.05%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54078.00     | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $140882.00    | 0.05%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                         | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $164824.00    | 0.06%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22448.40     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                             | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143506.00    | 0.05%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| IBERDROLA INTL BV                                                             | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $58201.55     | 0.02%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53946.20     | 0.02%             | 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        |    100000 | PA      | $77227.00     | 0.03%             | 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        |    210000 | PA      | $154016.10    | 0.05%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151830.00    | 0.05%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $134274.00    | 0.05%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32786.70     | 0.01%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90046.00     | 0.03%             | 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        |     61000 | PA      | $61228.75     | 0.02%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                       | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25001.00     | 0.01%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13017.60     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4240000 | PA      | $2788462.50   | 0.95%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                     | Aptiv PLC                                                                       | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     25000 | PA      | $18571.50     | 0.01%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38793.60     | 0.01%             | 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        |     84000 | PA      | $98493.36     | 0.03%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                        | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23185.13     | 0.01%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123BB5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     30000 | PA      | $26835.30     | 0.01%             | 2038-03-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178935.75    | 0.06%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73767.10     | 0.03%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21213.00     | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                                                          | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     95000 | PA      | $76977.55     | 0.03%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39867.75     | 0.01%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144736.00    | 0.05%             | 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     | 0.02%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75858.40     | 0.03%             | 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        |     45000 | PA      | $38683.35     | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                 | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38307.50     | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                      | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20114.64     | 0.01%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                 | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21661.60     | 0.01%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42962.80     | 0.01%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51152.20     | 0.02%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36101.20     | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65145.00     | 0.02%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                        | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     85000 | PA      | $80456.37     | 0.03%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                         | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $27546.00     | 0.01%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                         | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140987.12    | 0.05%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88174.00     | 0.03%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $131813.55    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAA7<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $51994.20     | 0.02%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                       | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50370.50     | 0.02%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                      | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17674.25     | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH                                                           | RWJ Barnabas Health Inc                                                         | CUSIP: 78349AAC7<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22155.30     | 0.01%             | 2049-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107485.20    | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    157000 | PA      | $114247.33    | 0.04%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                            | Roche Holdings Inc                                                              | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24583.80     | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                              | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71584.40     | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52557.60     | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49972.50     | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93823.40     | 0.03%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    400000 | PA      | $389132.00    | 0.13%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                   | Apache Corp                                                                     | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19858.25     | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                               | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20303.25     | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75007.86     | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                    | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29581.80     | 0.01%             | 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        |     20000 | PA      | $16374.40     | 0.01%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                      | MetLife Capital Trust IV                                                        | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105577.00    | 0.04%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     61000 | PA      | $65384.68     | 0.02%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                           | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25859.08     | 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        |   1930000 | PA      | $1488210.94   | 0.51%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                   | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16021.50     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117351.00    | 0.04%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10258.71     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $698460.94    | 0.24%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61742.25     | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $374956.00    | 0.13%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                               | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97579.80     | 0.03%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43603.00     | 0.01%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                     | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31014.40     | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                      | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27919.15     | 0.01%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     85000 | PA      | $64865.20     | 0.02%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                      | Mars Inc                                                                        | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32764.00     | 0.01%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                         | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32193.00     | 0.01%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81605.10     | 0.03%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                                                      | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29716.40     | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    255000 | PA      | $203614.95    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100935.50    | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                      | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13527.15     | 0.00%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22664.50     | 0.01%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106737.40    | 0.04%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                    | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19716.00     | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111198.00    | 0.04%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27982.15     | 0.01%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ABU DHABI GOVT INT'L                                                          | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $293836.00    | 0.10%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33488.80     | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16569.60     | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29714.04     | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                        | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49240.95     | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $71342.00     | 0.02%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42470.00     | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                       | MARYLAND ST TRANSPRTN AUTH TRANSPRTN FACS PROJ REVENUE                          | CUSIP: 574300HZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54210.40     | 0.02%             | 2043-07-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85434.40     | 0.03%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                   | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39293.10     | 0.01%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                             | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47674.50     | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $138310.00    | 0.05%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25201.50     | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                               | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29527.20     | 0.01%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     44000 | PA      | $33341.00     | 0.01%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                       | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19968.50     | 0.01%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $103968.95    | 0.04%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA LTD                                                         | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20449.00     | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49010.40     | 0.02%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                  | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     80000 | PA      | $55108.80     | 0.02%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200545.35    | 0.07%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                        | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9794.55      | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18535.00     | 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        |    200000 | PA      | $168524.00    | 0.06%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                    | Mattel Inc                                                                      | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12822.75     | 0.00%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $25334.75     | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                          | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    147000 | PA      | $113339.94    | 0.04%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                          | East Ohio Gas Co/The                                                            | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16403.75     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                          | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48794.90     | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83839.00     | 0.03%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6903.70      | 0.00%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $156836.00    | 0.05%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144243.00    | 0.05%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                      | Indianapolis Power & Light Co                                                   | CUSIP: 455434BT6<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17268.09     | 0.01%             | 2046-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35372.70     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $56211.35     | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                   | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5523.70      | 0.00%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                    | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45528.45     | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                     | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100542.90    | 0.03%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179592.50    | 0.06%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                      | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $27893.25     | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                   | Cargill Inc                                                                     | CUSIP: 141781BJ2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20234.75     | 0.01%             | 2049-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51041.40     | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                 | AIA Group Ltd                                                                   | CUSIP: 00131LAE5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    105000 | PA      | $89479.95     | 0.03%             | 2046-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                   | Markel Corp                                                                     | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52768.20     | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73565.10     | 0.03%             | 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        |     50000 | PA      | $43192.50     | 0.01%             | 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        |    175000 | PA      | $126017.50    | 0.04%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                               | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11646.60     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139528.95    | 0.05%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                            | Panama Government International Bond                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $149338.00    | 0.05%             | 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        |   3050000 | PA      | $2083054.69   | 0.71%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51292.80     | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46222.50     | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92341.00     | 0.03%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116281.10    | 0.04%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34081.25     | 0.01%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134374.00    | 0.05%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46792.90     | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22889.25     | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31444.00     | 0.01%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                               | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31585.05     | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    176000 | PA      | $143616.00    | 0.05%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20112.25     | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47852.70     | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69205.00     | 0.02%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     69000 | PA      | $48893.40     | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11975.40     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                            | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52373.75     | 0.02%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                      | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11647.65     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86681.48     | 0.03%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1922000 | PA      | $1394951.56   | 0.47%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                            | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     20000 | PA      | $16289.40     | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47900.87     | 0.02%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                      | Mars Inc                                                                        | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77991.30     | 0.03%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NYU HOSPITALS CENTER                                                          | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $46117.50     | 0.02%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                      | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242997.15    | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    122000 | PA      | $116067.14    | 0.04%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                    | Kellogg Co                                                                      | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39180.15     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                        | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $158239.80    | 0.05%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                      | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28292.25     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                   | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53058.00     | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    117000 | PA      | $79768.26     | 0.03%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43964.40     | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                              | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31020.30     | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    210000 | PA      | $177928.80    | 0.06%             | 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        |     76000 | PA      | $51982.48     | 0.02%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                      | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42139.50     | 0.01%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                       | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46233.00     | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                              | Peruvian Government International Bond                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $100244.00    | 0.03%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                    | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12739.80     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $6563.50      | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                         | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $111897.00    | 0.04%             | 2037-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                        | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36685.80     | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     55000 | PA      | $35295.15     | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                                                       | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26106.00     | 0.01%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2435000 | PA      | $2103611.72   | 0.72%             | 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     | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ashland LLC                                                                   | Ashland LLC                                                                     | CUSIP: 044209AM6<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19615.80     | 0.01%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Mastercard Inc                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    101000 | PA      | $87248.85     | 0.03%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16890.50     | 0.01%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35057.60     | 0.01%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                      | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19625.00     | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                               | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85444.20     | 0.03%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $105187.50    | 0.04%             | 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        |     25000 | PA      | $19433.00     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                      | Electricite de France SA                                                        | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4487.45      | 0.00%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                         | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28272.60     | 0.01%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5016.05      | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21014.75     | 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        |    400000 | PA      | $349472.00    | 0.12%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                      | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32465.20     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54289.20     | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                 | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111315.31    | 0.04%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34104.70     | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50815.54     | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                         | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16264.00     | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $699921.88    | 0.24%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                     | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57661.20     | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971M5L2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51990.65     | 0.02%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37712.50     | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4276.45      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130206.15    | 0.04%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8553.70      | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                           | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     53000 | PA      | $44870.86     | 0.02%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                            | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13200.80     | 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        |     90000 | PA      | $77278.50     | 0.03%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3270.60      | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                 | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     81000 | PA      | $65427.75     | 0.02%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35548.40     | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38918.00     | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                         | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    130000 | PA      | $163654.40    | 0.06%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    243000 | PA      | $263220.03    | 0.09%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                       | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28233.60     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $192782.20    | 0.07%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34925.50     | 0.01%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145740.80    | 0.05%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79991.18     | 0.03%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                    | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54244.20     | 0.02%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Newcrest Finance Pty Ltd                                                      | Newcrest Finance Pty Ltd                                                        | CUSIP: 65120FAB0<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $18088.60     | 0.01%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                          | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $120694.00    | 0.04%             | 2049-10-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                          | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28240.10     | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130961.05    | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43328.50     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36392.00     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104218.80    | 0.04%             | 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        |     35000 | PA      | $32041.10     | 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        |     70000 | PA      | $57458.80     | 0.02%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                       | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $90014.15     | 0.03%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $145378.00    | 0.05%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    141000 | PA      | $176560.20    | 0.06%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                             | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21406.25     | 0.01%             | 2036-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    121000 | PA      | $88246.51     | 0.03%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $34565.40     | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51352.62     | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $48004.65     | 0.02%             | 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        |     25000 | PA      | $18210.75     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                  | Centrica PLC                                                                    | CUSIP: 15639KAB8<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $185033.00    | 0.06%             | 2043-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                          | Colombia Government International Bond                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $143840.00    | 0.05%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42170.40     | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     10000 | PA      | $7060.70      | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125257.44    | 0.04%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                       | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4011.35      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                         | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116817.40    | 0.04%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56427.80     | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18429.00     | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $20343.50     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                   | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35552.40     | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                        | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11440.50     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61444.80     | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                             | Barrick Gold Corp                                                               | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31698.60     | 0.01%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                          | Tencent Holdings Ltd                                                            | CUSIP: 88032XAW4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $117750.00    | 0.04%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227404.80    | 0.08%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $80780.60     | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                       | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44668.25     | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                               | State of Israel                                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $314716.00    | 0.11%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                       | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    131000 | PA      | $141704.01    | 0.05%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                              | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39877.65     | 0.01%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7185.80      | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Polar Tankers Inc                                                             | Polar Tankers Inc                                                               | CUSIP: 73102QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29367 | PA      | $30281.40     | 0.01%             | 2037-05-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47842.62     | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue                    | GREAT LAKES MI WTR AUTH SEWAGE DISPOSAL SYS REVENUE                             | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77488.10     | 0.03%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84346.50     | 0.03%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48508.50     | 0.02%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49668.85     | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                     | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157318.00    | 0.05%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    106000 | PA      | $86331.70     | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                              | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40898.25     | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                         | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25989.47     | 0.01%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $183964.75    | 0.06%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154425.04    | 0.05%             | 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        |     34000 | PA      | $26625.74     | 0.01%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $4021234.38   | 1.37%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8592.50      | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3464.45      | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                             | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10150.90     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24381.30     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79236.12     | 0.03%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58196.45     | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                  | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11286.15     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Eastman Chemical Co                                                           | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    114000 | PA      | $93979.32     | 0.03%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130578.81    | 0.04%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                              | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     20000 | PA      | $15921.80     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                         | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143988.90    | 0.05%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43445.20     | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                           | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   3842076 | NS      | $3842076.38   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48508.25     | 0.02%             | 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        |     80000 | PA      | $67394.40     | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41149.35     | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                           | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6520.40      | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                              | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57926.25     | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63875.07     | 0.02%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                      | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21201.00     | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76534.00     | 0.03%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    305000 | PA      | $86196.05     | 0.03%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68654.16     | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                         | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26890.80     | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22445.36     | 0.01%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49086.40     | 0.02%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                      | Republic of South Africa Government International Bond                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $144690.00    | 0.05%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                                                    | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68657.00     | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44109.50     | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                   | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49292.10     | 0.02%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81041.40     | 0.03%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108426.36    | 0.04%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43119.45     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8281.20      | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     70000 | PA      | $57146.60     | 0.02%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                             | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63760.50     | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31140.00     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO III                                                      | KKR Group Finance Co III LLC                                                    | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45052.00     | 0.02%             | 2044-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                       | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100988.00    | 0.03%             | 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        |     25000 | PA      | $17745.25     | 0.01%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54503.90     | 0.02%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                             | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34954.00     | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18717.75     | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                       | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     48000 | PA      | $51016.46     | 0.02%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91084.00     | 0.03%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                       | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    594000 | PA      | $560278.62    | 0.19%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                    | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33013.80     | 0.01%             | 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        |   1450000 | PA      | $1366398.44   | 0.46%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $52717.60     | 0.02%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                    | TELUS Corp                                                                      | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $49715.40     | 0.02%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $182420.80    | 0.06%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                          | Tencent Holdings Ltd                                                            | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $125326.00    | 0.04%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                      | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     97000 | PA      | $77074.26     | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $219632.70    | 0.07%             | 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        |     50000 | PA      | $54377.50     | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     51000 | PA      | $37253.46     | 0.01%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                        | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    290000 | PA      | $321908.70    | 0.11%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                       | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $76079.80     | 0.03%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                        | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138199.10    | 0.05%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                             | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $68798.00     | 0.02%             | 2042-05-07      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     81000 | PA      | $55744.20     | 0.02%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                        | Standard Chartered PLC                                                          | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177520.00    | 0.06%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $28263.60     | 0.01%             | 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        |     70000 | PA      | $62270.60     | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                      | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32922.60     | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42615.00     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                      | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40070.50     | 0.01%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135094.90    | 0.05%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23302.25     | 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        |      5000 | PA      | $4494.10      | 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        |     40000 | PA      | $34995.20     | 0.01%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                       | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36046.00     | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40153.50     | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAH2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $13693.80     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25834.50     | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7611.10      | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     51000 | PA      | $56509.53     | 0.02%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81293.75     | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                   | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $149454.00    | 0.05%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60249.00     | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19942.00     | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84829.00     | 0.03%             | 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        |     40000 | PA      | $25446.40     | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3352.70      | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                                                                    | Lafarge SA                                                                      | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $27146.75     | 0.01%             | 2036-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SECURIAN FINANCIAL GROUP                                                      | Securian Financial Group Inc                                                    | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28593.95     | 0.01%             | 2048-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                      | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    175000 | PA      | $169793.75    | 0.06%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BHSH SYSTEM OBL GRP                                                           | BHSH System Obligated Group                                                     | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $22500.00     | 0.01%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60235.20     | 0.02%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                     | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $34349.60     | 0.01%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                                                      | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56898.40     | 0.02%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4792.25      | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    206000 | PA      | $143520.20    | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20043.00     | 0.01%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27578.70     | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $156917.01    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163962.00    | 0.06%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37376.80     | 0.01%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    185000 | PA      | $131451.75    | 0.04%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51442.68     | 0.02%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                 | Sempra Energy                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     66000 | PA      | $51251.64     | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                   | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17098.60     | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60274.20     | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                      | Corebridge Financial Inc                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28212.80     | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                          | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33135.84     | 0.01%             | 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        |     25000 | PA      | $25102.75     | 0.01%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $26273.45     | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28795.26     | 0.01%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                            | Morocco Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $137524.00    | 0.05%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55211.00     | 0.02%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24810.90     | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31290.80     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $243483.00    | 0.08%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $98305.20     | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                    | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53427.00     | 0.02%             | 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        |     50000 | PA      | $54972.00     | 0.02%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $133848.00    | 0.05%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                       | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33859.90     | 0.01%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63653.04     | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                         | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58308.25     | 0.02%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL                                                                    | Israel Government AID Bond                                                      | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     40000 | PA      | $43624.00     | 0.01%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                   | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61694.75     | 0.02%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                       | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $25715.20     | 0.01%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                            | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $131677.50    | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45269.50     | 0.02%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40591.08     | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                   | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8356.20      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51437.75     | 0.02%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35392.70     | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84632.00     | 0.03%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                            | Panama Government International Bond                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $146596.00    | 0.05%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Genworth Holdings Inc                                                         | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17396.40     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44498.70     | 0.02%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113628.20    | 0.04%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    160000 | PA      | $171766.40    | 0.06%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27038.40     | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14500.05     | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66286.20     | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31904.70     | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21196.50     | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38027.50     | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $648070.31    | 0.22%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                         | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111454.55    | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                      | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $170400.00    | 0.06%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     58000 | PA      | $62691.62     | 0.02%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                            | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $36983.60     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78436.00     | 0.03%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                        | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     40000 | PA      | $49362.40     | 0.02%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                          | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74465.10     | 0.03%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9091.35      | 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        |    100000 | PA      | $73221.00     | 0.02%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| FED REPUBLIC OF BRAZIL                                                        | Brazilian Government International Bond                                         | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $157670.00    | 0.05%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28116.92     | 0.01%             | 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        |   2600000 | PA      | $2154343.75   | 0.73%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $33838.50     | 0.01%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                         | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $187816.00    | 0.06%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123AT7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     95000 | PA      | $95457.90     | 0.03%             | 2034-02-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     68000 | PA      | $51029.92     | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| WISCONSIN PUBLIC SERVICE                                                      | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17735.00     | 0.01%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     81000 | PA      | $67358.79     | 0.02%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC INDUSTRY                                                            | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8254.50      | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                             | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75582.00     | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    142000 | PA      | $126276.34    | 0.04%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $88322.30     | 0.03%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $28581.00     | 0.01%             | 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        |    150000 | PA      | $139333.50    | 0.05%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     60000 | PA      | $40090.20     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                            | Boston Gas Co                                                                   | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4191.25      | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                              | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60849.54     | 0.02%             | 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        |     76000 | PA      | $54338.48     | 0.02%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394613.45    | 0.13%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                   | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $134093.80    | 0.05%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48125.40     | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9133.20      | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                              | Peruvian Government International Bond                                          | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    130000 | PA      | $161561.40    | 0.05%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                       | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $38954.08     | 0.01%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137217.50    | 0.05%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                        | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80047.58     | 0.03%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| New Jersey Turnpike Authority                                                 | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    150000 | PA      | $188568.30    | 0.06%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50159.25     | 0.02%             | 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        |     35000 | PA      | $33034.75     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $57477.00     | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27843.60     | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $49710.78     | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53114.05     | 0.02%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51008.65     | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $70659.75     | 0.02%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39741.65     | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                           | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80637.70     | 0.03%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                     | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $43796.00     | 0.01%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     26000 | PA      | $22624.94     | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     65000 | PA      | $69022.85     | 0.02%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8522.40      | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                      | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13141.95     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                          | Monongahela Power Co                                                            | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29068.80     | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55802.40     | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                      | Electricite de France SA                                                        | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     65000 | PA      | $56304.30     | 0.02%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                 | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26346.40     | 0.01%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $55974.20     | 0.02%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65619.90     | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $136600.00    | 0.05%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82628.10     | 0.03%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     55000 | PA      | $50647.85     | 0.02%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8061.50      | 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        |    155000 | PA      | $144219.75    | 0.05%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30148.65     | 0.01%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                        | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $179530.00    | 0.06%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36724.05     | 0.01%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $58227.00     | 0.02%             | 2046-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Great River Energy                                                            | Great River Energy                                                              | CUSIP: 39121JAE0<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |     81755 | PA      | $83901.71     | 0.03%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9357.90      | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                      | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40914.45     | 0.01%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                         | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90127.00     | 0.03%             | 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        |     63000 | PA      | $57366.54     | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                         | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15524.00     | 0.01%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49912.50     | 0.02%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                         | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47076.40     | 0.02%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                             | Xerox Corp                                                                      | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19390.25     | 0.01%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33612.95     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                      | Mars Inc                                                                        | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37445.85     | 0.01%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                        | Pertamina Persero PT                                                            | CUSIP: 69370RAG2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $314488.00    | 0.11%             | 2050-01-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                   | Heineken NV                                                                     | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $74731.50     | 0.03%             | 2047-03-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                        | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20386.00     | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55758.00     | 0.02%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                              | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17214.00     | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                           | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     87000 | PA      | $106575.00    | 0.04%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4435.80      | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $262884.00    | 0.09%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                        | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28159.50     | 0.01%             | 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        |     45000 | PA      | $40747.95     | 0.01%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92150.40     | 0.03%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                            | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43916.88     | 0.01%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                         | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38609.50     | 0.01%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33761.60     | 0.01%             | 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        |     63000 | PA      | $55746.18     | 0.02%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31164.90     | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                         | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25479.90     | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                      | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55264.30     | 0.02%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20318.50     | 0.01%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                        | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     55000 | PA      | $63844.55     | 0.02%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                      | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52875.75     | 0.02%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                               | Bermuda Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     10000 | PA      | $6783.90      | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    106000 | PA      | $67787.00     | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67396.00     | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $66814.00     | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                     | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     35000 | PA      | $33483.10     | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16972.35     | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                      | Children's Hospital Corp/The                                                    | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49693.60     | 0.02%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $70278.96     | 0.02%             | 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        |     50000 | PA      | $45308.50     | 0.02%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                    | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23037.25     | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                  | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9227.50      | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                             | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11269.05     | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                             | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    134000 | PA      | $146778.24    | 0.05%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                         | Indonesia Government International Bond                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $171902.00    | 0.06%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                    | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3325.30      | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    185000 | PA      | $122268.35    | 0.04%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                           | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23051.10     | 0.01%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     48000 | PA      | $40407.36     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56619.00     | 0.02%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                          | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $36640.00     | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6965.50      | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $420534.33    | 0.14%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21712.80     | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $189768.75    | 0.06%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230239.20    | 0.08%             | 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        |     58000 | PA      | $52208.70     | 0.02%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                            | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $30644.30     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59739.40     | 0.02%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                        | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35917.44     | 0.01%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25836.75     | 0.01%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38046.75     | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33628.80     | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207451.20    | 0.07%             | 2044-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21983.15     | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     83000 | PA      | $87416.43     | 0.03%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62268.80     | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65107.20     | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47839.00     | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                      | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    155000 | PA      | $121196.05    | 0.04%             | 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        |    388000 | PA      | $372996.04    | 0.13%             | 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        |     40000 | PA      | $39978.80     | 0.01%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                   | Mayo Clinic                                                                     | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45390.40     | 0.02%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ICL GROUP LIMITED                                                             | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |     90000 | PA      | $89197.20     | 0.03%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                        | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28984.20     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $33186.40     | 0.01%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                      | Mass General Brigham Inc                                                        | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32188.40     | 0.01%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59714.20     | 0.02%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33257.35     | 0.01%             | 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        |     50000 | PA      | $44182.00     | 0.02%             | 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        |     40000 | PA      | $40380.00     | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                          | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38166.40     | 0.01%             | 2037-02-01      | 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        |     30000 | PA      | $25515.30     | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147100.80    | 0.05%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74577.16     | 0.03%             | 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        |     30000 | PA      | $36671.70     | 0.01%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26706.75     | 0.01%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                                                      | Newcrest Finance Pty Ltd                                                        | CUSIP: 65120FAE4<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $29235.60     | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                               | Xcel Energy Inc                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38013.15     | 0.01%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $420781.25    | 0.14%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                      | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    225000 | PA      | $223859.25    | 0.08%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                     | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $103935.70    | 0.04%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    161000 | PA      | $173314.89    | 0.06%             | 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        |    200000 | PA      | $154828.00    | 0.05%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    141000 | PA      | $134064.21    | 0.05%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                               | BAE Systems PLC                                                                 | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $33676.00     | 0.01%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24210.50     | 0.01%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                       | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $74128.50     | 0.03%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                       | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31014.40     | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195099.75    | 0.07%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184167.75    | 0.06%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     53000 | PA      | $58571.36     | 0.02%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                    | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19331.00     | 0.01%             | 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        |     84000 | PA      | $75701.64     | 0.03%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26439.75     | 0.01%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCING TR I                                                      | Provident Financing Trust I                                                     | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.00     | 0.00%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     86000 | PA      | $63597.00     | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3807.15      | 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        |     70000 | PA      | $45584.70     | 0.02%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                      | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14444.94     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                       | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12688.95     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    174000 | PA      | $110088.06    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4216.10      | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14734.65     | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    155000 | PA      | $91062.50     | 0.03%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                              | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40002.00     | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                          | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $184736.00    | 0.06%             | 2045-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $67893.75     | 0.02%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63362.14     | 0.02%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49614.95     | 0.02%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118349.00    | 0.04%             | 2038-01-15      | Fixed         | 7.00%                 | 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        |    420000 | PA      | $393498.00    | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20858.00     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                             | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88352.50     | 0.03%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                      | Magellan Midstream Partners LP                                                  | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25081.50     | 0.01%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                       | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7491.50      | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                              | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34502.00     | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                   | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71682.72     | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130940.55    | 0.04%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56456.00     | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    245000 | PA      | $189331.10    | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                   | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82318.34     | 0.03%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                       | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34426.40     | 0.01%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143822.00    | 0.05%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                                          | New England Power Co                                                            | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6215.00      | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    128000 | PA      | $107078.40    | 0.04%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                         | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     96000 | PA      | $78615.36     | 0.03%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     51000 | PA      | $56905.80     | 0.02%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                       | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33841.15     | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                    | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26919.90     | 0.01%             | 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        |   4400000 | PA      | $3272500.00   | 1.11%             | 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        |     67000 | PA      | $62309.33     | 0.02%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31644.00     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                               | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51452.50     | 0.02%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97596.45     | 0.03%             | 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        |     84000 | PA      | $68890.08     | 0.02%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4591.60      | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                         | Healthpeak Properties Inc                                                       | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     15000 | PA      | $15816.45     | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55500.00     | 0.02%             | 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        |     50000 | PA      | $46211.50     | 0.02%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $16154.50     | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54018.90     | 0.02%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29242.50     | 0.01%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76413.78     | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5153.25      | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $158014.00    | 0.05%             | 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        |     30000 | PA      | $32472.00     | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                     | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111713.40    | 0.04%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64230.25     | 0.02%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                    | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23148.50     | 0.01%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                           | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $19753.50     | 0.01%             | 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        |     54000 | PA      | $40515.12     | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                            | Panama Government International Bond                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $157938.00    | 0.05%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    161000 | PA      | $142101.82    | 0.05%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    224000 | PA      | $183167.04    | 0.06%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                                               | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     40000 | PA      | $27977.60     | 0.01%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                      | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55204.80     | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                                      | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67371.75     | 0.02%             | 2044-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49323.40     | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25255.80     | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                              | Black Hills Corp                                                                | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22918.80     | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| LYONDELLBASELL IND NV                                                         | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     36000 | PA      | $28520.64     | 0.01%             | 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        |    171000 | PA      | $157867.20    | 0.05%             | 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        |     75000 | PA      | $49632.75     | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90704.10     | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                         | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85609.00     | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27120.75     | 0.01%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                      | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60848.64     | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                        | Massachusetts Electric Co                                                       | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29714.10     | 0.01%             | 2039-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20318.25     | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    148000 | PA      | $126393.48    | 0.04%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105717.15    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                               | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36976.80     | 0.01%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $48335.85     | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41583.00     | 0.01%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33466.50     | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $530718.75    | 0.18%             | 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        |    115000 | PA      | $96625.30     | 0.03%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217317.60    | 0.07%             | 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        |    198000 | PA      | $125322.12    | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                         | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81258.25     | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56379.00     | 0.02%             | 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        |     85000 | PA      | $70050.20     | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                               | Cameron LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    113000 | PA      | $93492.81     | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                          | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16931.25     | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36527.60     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44876.25     | 0.02%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                  | Navient Corp                                                                    | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31783.50     | 0.01%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Boston University                                                             | Trustees of Boston University                                                   | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50412.00     | 0.02%             | 2048-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                      | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $184552.00    | 0.06%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22494.75     | 0.01%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33616.00     | 0.01%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33703.00     | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                            | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123773.40    | 0.04%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44176.80     | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                     | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $99998.40     | 0.03%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                       | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47701.35     | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Bed Bath & Beyond Inc                                                         | Bed Bath & Beyond Inc                                                           | CUSIP: 075896AC4<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $5384.05      | 0.00%             | 2044-08-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60648.00     | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                    | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135633.75    | 0.05%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                            | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36267.50     | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                      | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $226377.50    | 0.08%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    310000 | PA      | $76706.40     | 0.03%             | 2046-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                                   | Exelon Corp                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28610.75     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                        | Brazilian Government International Bond                                         | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $228050.00    | 0.08%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                                                   | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63230.40     | 0.02%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                   | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67387.20     | 0.02%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                       | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54585.60     | 0.02%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9349.40      | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                             | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62529.60     | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     42000 | PA      | $27864.90     | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                      | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29053.85     | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59072.45     | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $41030.50     | 0.01%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                              | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     10000 | PA      | $7910.30      | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $38482.64     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21863.40     | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                             | Chile Government International Bond                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $148752.00    | 0.05%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50044.50     | 0.02%             | 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        |     15000 | PA      | $12822.15     | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                  | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $43577.25     | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180486.00    | 0.06%             | 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        |     61000 | PA      | $51311.98     | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66500.00     | 0.02%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25594.20     | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                                                         | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17648.75     | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67671.75     | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                   | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $167734.00    | 0.06%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                      | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     86000 | PA      | $64702.96     | 0.02%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26697.25     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    119000 | PA      | $101454.64    | 0.03%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                          | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $142760.00    | 0.05%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73993.35     | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25427.10     | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                                                      | Great-West Lifeco Finance 2018 LP                                               | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $71391.50     | 0.02%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                   | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138521.60    | 0.05%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                      | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24236.40     | 0.01%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78091.29     | 0.03%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24229.20     | 0.01%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70410.69     | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $34299.00     | 0.01%             | 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        |     96000 | PA      | $82825.92     | 0.03%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                                             | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49679.85     | 0.02%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21003.60     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $162444.00    | 0.06%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141944.60    | 0.05%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $39287.50     | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54100.50     | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38881.00     | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33826.80     | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    131000 | PA      | $139490.11    | 0.05%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                    | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65652.75     | 0.02%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                      | Magellan Midstream Partners LP                                                  | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22515.30     | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3984.30      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65036.16     | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                             | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39796.65     | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                               | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13481.80     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                       | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49065.50     | 0.02%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133975.65    | 0.05%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44043.50     | 0.01%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $178618.00    | 0.06%             | 2047-10-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                       | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27437.20     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130607.58    | 0.04%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                      | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40663.35     | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34903.60     | 0.01%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    310000 | PA      | $194990.00    | 0.07%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39395.70     | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79506.00     | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                                                        | John Sevier Combined Cycle Generation LLC                                       | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8330 | PA      | $8013.20      | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                      | American Transmission Systems Inc                                               | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4597.65      | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    375000 | PA      | $438948.75    | 0.15%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE HOLDINGS II FIN                                                       | Carlyle Holdings II Finance LLC                                                 | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45192.00     | 0.02%             | 2043-03-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127194.00    | 0.04%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20011.50     | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7617.80      | 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        |    217000 | PA      | $203138.04    | 0.07%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $70260.75     | 0.02%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146797.50    | 0.05%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49975.75     | 0.02%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32451.91     | 0.01%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                      | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39087.90     | 0.01%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38242.49     | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90641.00     | 0.03%             | 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        |     45000 | PA      | $49037.40     | 0.02%             | 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        |     40000 | PA      | $27364.00     | 0.01%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $14876.60     | 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        |     80000 | PA      | $92228.80     | 0.03%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69004.60     | 0.02%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     98000 | PA      | $62047.72     | 0.02%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                      | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34317.60     | 0.01%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2925000 | PA      | $2420894.53   | 0.82%             | 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        |    575000 | PA      | $554436.85    | 0.19%             | 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        |     60000 | PA      | $50713.80     | 0.02%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                            | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18227.10     | 0.01%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62535.84     | 0.02%             | 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        |    161000 | PA      | $111471.57    | 0.04%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                        | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434M2B7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $147840.00    | 0.05%             | 2050-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                               | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     50000 | PA      | $34447.45     | 0.01%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                      | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62664.55     | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                         | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45153.99     | 0.02%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                                                      | Republic of South Africa Government International Bond                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $152906.00    | 0.05%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund            | OHIO ST WTR DEV AUTH WTR POLL CONTROL REVENUE                                   | CUSIP: 67766WQG0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24811.35     | 0.01%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16037.75     | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                        | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10181.70     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    274000 | PA      | $260691.82    | 0.09%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                           | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16746.50     | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $160504.00    | 0.05%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $50930.10     | 0.02%             | 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        |     35000 | PA      | $28021.00     | 0.01%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                      | Electricite de France SA                                                        | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $113939.55    | 0.04%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61233.00     | 0.02%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51247.70     | 0.02%             | 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        |     35000 | PA      | $38620.40     | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57369.75     | 0.02%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71945.82     | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102204.00    | 0.03%             | 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        |    200000 | PA      | $175020.00    | 0.06%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                      | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30315.20     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $54235.75     | 0.02%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21454.00     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | 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        |     70000 | PA      | $60025.00     | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53453.40     | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                                         | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34256.80     | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                | Transocean Inc                                                                  | CUSIP: 893830AZ2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $6706.00      | 0.00%             | 2041-12-15      | Fixed         | 9.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36783.90     | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186946.20    | 0.06%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     80000 | PA      | $53134.40     | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27820.80     | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58060.20     | 0.02%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9719.38      | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26233.20     | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $67821.00     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                      | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81775.05     | 0.03%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $127554.02    | 0.04%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                        | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    184932 | PA      | $156341.51    | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91291.86     | 0.03%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37212.70     | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                              | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47940.75     | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    221000 | PA      | $192820.29    | 0.07%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                   | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    234000 | PA      | $212900.22    | 0.07%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                          | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39987.90     | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                       | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58829.40     | 0.02%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                           | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25997.75     | 0.01%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                      | Magellan Midstream Partners LP                                                  | CUSIP: 559080AM8<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23117.70     | 0.01%             | 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        |    120000 | PA      | $105217.20    | 0.04%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3934.40      | 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        |     10000 | PA      | $7322.50      | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                               | DALLAS CNTY TX HOSP DIST                                                        | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31575.36     | 0.01%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                       | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50440.53     | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                         | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33099.85     | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60003.75     | 0.02%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16295.20     | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     10000 | PA      | $6968.20      | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136579.50    | 0.05%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                      | National Retail Properties Inc                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     15000 | PA      | $12660.00     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46888.50     | 0.02%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94983.07     | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     80000 | PA      | $48780.00     | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                       | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21134.75     | 0.01%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                        | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7003.70      | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22918.25     | 0.01%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                             | Kimco Realty Corp                                                               | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     35000 | PA      | $26362.00     | 0.01%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                              | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21195.90     | 0.01%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46734.50     | 0.02%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84343.85     | 0.03%             | 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        |     95000 | PA      | $95418.00     | 0.03%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6633.70      | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42249.60     | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     63000 | PA      | $58070.88     | 0.02%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44915.20     | 0.02%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35142.75     | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                             | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62169.30     | 0.02%             | 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        |     15000 | PA      | $13314.00     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9647.80      | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    117000 | PA      | $113904.18    | 0.04%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25382.50     | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    520000 | PA      | $229621.60    | 0.08%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                              | Pacific LifeCorp                                                                | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17140.25     | 0.01%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79008.30     | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                          | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19674.00     | 0.01%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                         | Oglethorpe Power Corp                                                           | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16141.60     | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33279.70     | 0.01%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                              | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     75000 | PA      | $50440.50     | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                          | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $175016.00    | 0.06%             | 2047-10-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    118000 | PA      | $100394.40    | 0.03%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $35874.80     | 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        |    401000 | PA      | $371374.12    | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                            | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $122224.50    | 0.04%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67598.80     | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115968.00    | 0.04%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2640000 | PA      | $2230387.50   | 0.76%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                 | AEP Texas Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7364.90      | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                             | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $167718.00    | 0.06%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                             | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29497.60     | 0.01%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98385.00     | 0.03%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                        | Teck Resources Ltd                                                              | CUSIP: 878742AE5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69617.10     | 0.02%             | 2035-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52774.50     | 0.02%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                           | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53200.80     | 0.02%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                        | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $178740.00    | 0.06%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                            | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25392.85     | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78625.38     | 0.03%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $18042.50     | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32193.60     | 0.01%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34570.40     | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $81926.40     | 0.03%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56659.85     | 0.02%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                         | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26860.75     | 0.01%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $80272.00     | 0.03%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41251.05     | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                            | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    225000 | PA      | $240279.75    | 0.08%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49783.30     | 0.02%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                      | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149525.40    | 0.05%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72718.00     | 0.02%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                       | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26858.70     | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18124.40     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82722.20     | 0.03%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                        | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    142000 | PA      | $126184.04    | 0.04%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49066.50     | 0.02%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63980.98     | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                        | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49764.60     | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111676.25    | 0.04%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $104777.55    | 0.04%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45287.00     | 0.02%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                         | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45292.02     | 0.02%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                     | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4957.15      | 0.00%             | 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        |    130000 | PA      | $115458.20    | 0.04%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                               | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47942.40     | 0.02%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    153000 | PA      | $135013.32    | 0.05%             | 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        |    100000 | PA      | $82358.00     | 0.03%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                      | Nationwide Financial Services Inc                                               | CUSIP: 638612AL5<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26543.70     | 0.01%             | 2044-11-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103209.60    | 0.04%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72218.22     | 0.02%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAB5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $20998.00     | 0.01%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                            | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17866.75     | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $1961296.88   | 0.67%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                            | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $222771.00    | 0.08%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65223.20     | 0.02%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics Inc                                                          | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51878.75     | 0.02%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    185000 | PA      | $128476.95    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                          | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98913.10     | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34295.80     | 0.01%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                      | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22117.50     | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                  | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45241.35     | 0.02%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46219.00     | 0.02%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35181.60     | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21142.75     | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $167468.00    | 0.06%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3350000 | PA      | $2575312.50   | 0.88%             | 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        |     65000 | PA      | $46995.65     | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                       | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $52217.83     | 0.02%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                     | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62586.48     | 0.02%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                      | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19730.25     | 0.01%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $94444.90     | 0.03%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $123115.80    | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175882.50    | 0.06%             | 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        |     51000 | PA      | $52398.93     | 0.02%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                       | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21205.50     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                                          | China Government International Bond                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $161068.00    | 0.05%             | 2039-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25271.70     | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                      | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27665.05     | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7166.50      | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                           | WASHINGTON ST                                                                   | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50545.45     | 0.02%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                  | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                   | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49201.55     | 0.02%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                       | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $74216.00     | 0.03%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                          | Thomson Reuters Corp                                                            | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14133.75     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                      | Electricite de France SA                                                        | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $71217.90     | 0.02%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47122.20     | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52623.48     | 0.02%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67003.50     | 0.02%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62969.60     | 0.02%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                            | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40530.00     | 0.01%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41877.00     | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                          | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28125.00     | 0.01%             | 2050-06-27      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                   | Markel Corp                                                                     | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43941.00     | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                             | Kimco Realty Corp                                                               | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27724.55     | 0.01%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     31000 | PA      | $33553.47     | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                       | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23720.25     | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    125000 | PA      | $87642.50     | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $95199.60     | 0.03%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35930.30     | 0.01%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $38374.70     | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                         | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $71798.00     | 0.02%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                       | Becton Dickinson and Co                                                         | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    118000 | PA      | $107271.44    | 0.04%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48696.60     | 0.02%             | 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        |    170000 | PA      | $130259.10    | 0.04%             | 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        |     20000 | PA      | $16058.40     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64097.60     | 0.02%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                       | Duke Energy Florida LLC                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40600.50     | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                      | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     43000 | PA      | $36255.02     | 0.01%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38134.80     | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                      | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47151.60     | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50006.25     | 0.02%             | 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        |     35000 | PA      | $33387.55     | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26922.70     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                             | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20512.75     | 0.01%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78498.00     | 0.03%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45283.15     | 0.02%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31094.00     | 0.01%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $100135.95    | 0.03%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    255000 | PA      | $191645.25    | 0.07%             | 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        |     33000 | PA      | $38533.44     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122517.20    | 0.04%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26584.80     | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30097.90     | 0.01%             | 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        |    100000 | PA      | $69099.00     | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    295000 | PA      | $277226.25    | 0.09%             | 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        |     40000 | PA      | $31854.00     | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL                                                      | Saudi Electricity Global Sukuk Co 2                                             | CUSIP: 000000000<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187874.00    | 0.06%             | 2043-04-08      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37928.00     | 0.01%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                           | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8783.60      | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                        | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37377.48     | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                   | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136065.00    | 0.05%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                                                   | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      5000 | PA      | $5018.35      | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $42952.20     | 0.01%             | 2081-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                           | Minejesa Capital BV                                                             | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $154584.00    | 0.05%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7023.20      | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                         | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30606.40     | 0.01%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84024.00     | 0.03%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40373.20     | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $77345.00     | 0.03%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                                           | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $179042.00    | 0.06%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XPO CNW Inc                                                                   | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13484.85     | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121724.60    | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $143986.00    | 0.05%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27471.20     | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $57770.10     | 0.02%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33579.00     | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84549.15     | 0.03%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                    | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12402.75     | 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        |    301000 | PA      | $260620.85    | 0.09%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40135.20     | 0.01%             | 2061-02-04      | 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        |     30000 | PA      | $26190.00     | 0.01%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     31000 | PA      | $40941.70     | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                    | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $22357.00     | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98245.44     | 0.03%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    930000 | PA      | $225060.00    | 0.08%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    234000 | PA      | $150621.12    | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                      | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46715.35     | 0.02%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51384.30     | 0.02%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54119.00     | 0.02%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18039.80     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                               | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77885.60     | 0.03%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $128214.00    | 0.04%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25067.10     | 0.01%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25888.80     | 0.01%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49655.64     | 0.02%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32564.10     | 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        |    100000 | PA      | $69797.00     | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                              | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15820.50     | 0.01%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                                                        | CNOOC Finance 2014 ULC                                                          | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177780.00    | 0.06%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52681.20     | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                         | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $182544.00    | 0.06%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH                                                           | RWJ Barnabas Health Inc                                                         | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24703.20     | 0.01%             | 2046-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86185.05     | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84668.40     | 0.03%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                 | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19759.75     | 0.01%             | 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        |     60000 | PA      | $49144.80     | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $163712.00    | 0.06%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motiva Enterprises LLC                                                        | Motiva Enterprises LLC                                                          | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51580.50     | 0.02%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                         | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53549.45     | 0.02%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $535160.00    | 0.18%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                           | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62317.60     | 0.02%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MASSACHUSETTS ST TRANSPRTN FUND REVENUE                                         | CUSIP: 57604TAD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26321.40     | 0.01%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52142.72     | 0.02%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27061.20     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                               | Nevada Power Co                                                                 | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38210.90     | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                            | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    205000 | PA      | $206094.70    | 0.07%             | 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        |     97000 | PA      | $89171.13     | 0.03%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                        | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46002.00     | 0.02%             | 2043-07-15      | Fixed         | 4.75%                 | 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        |     40000 | PA      | $31400.80     | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $138458.00    | 0.05%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                         | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27383.72     | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $9139.20      | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23200.50     | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21725.20     | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10540.40     | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21377.40     | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25500.30     | 0.01%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                          | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45423.00     | 0.02%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                       | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18914.50     | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33847.60     | 0.01%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30609.90     | 0.01%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                       | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9940.65      | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                   | Markel Corp                                                                     | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19862.18     | 0.01%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                       | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16693.25     | 0.01%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53641.90     | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $43710.80     | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116971.80    | 0.04%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22994.75     | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37992.60     | 0.01%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                             | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23522.25     | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                        | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $10355.10     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75238.40     | 0.03%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248915.10    | 0.08%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                      | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139175.85    | 0.05%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115956.50    | 0.04%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7153.70      | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37754.50     | 0.01%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $130859.40    | 0.04%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     95000 | PA      | $65894.85     | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                         | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17422.96     | 0.01%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115222.25    | 0.04%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93044.20     | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $2950.05      | 0.00%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $2740234.38   | 0.93%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                      | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10630.05     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                    | Cigna Corp                                                                      | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     85000 | PA      | $61995.60     | 0.02%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97468.80     | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                         | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79649.10     | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                              | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56205.45     | 0.02%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                       | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43669.20     | 0.01%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109035.00    | 0.04%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                         | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27571.25     | 0.01%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                             | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27479.10     | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                        | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65762.20     | 0.02%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                      | Electricite de France SA                                                        | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $71102.70     | 0.02%             | 2048-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                          | Kansas City Southern/Old                                                        | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37850.85     | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $18659.25     | 0.01%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55227.20     | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                   | Cargill Inc                                                                     | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49692.50     | 0.02%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                             | Tampa Electric Co                                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24430.47     | 0.01%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    154000 | PA      | $173524.12    | 0.06%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35117.50     | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $26261.10     | 0.01%             | 2059-06-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $77709.10     | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110688.38    | 0.04%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $9122.40      | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45401.95     | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                           | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $59908.50     | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55081.50     | 0.02%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    113000 | PA      | $98062.53     | 0.03%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27616.00     | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                          | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32814.00     | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                              | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27237.70     | 0.01%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                       | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37169.00     | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                        | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34162.40     | 0.01%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111954.70    | 0.04%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                            | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $9371.85      | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                       | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    125000 | PA      | $116552.50    | 0.04%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                        | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $34308.90     | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                       | Basin Electric Power Cooperative                                                | CUSIP: 070101AH3<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23377.80     | 0.01%             | 2047-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                      | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73760.80     | 0.03%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                          | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62272.80     | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $62203.50     | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    103000 | PA      | $70252.18     | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101633.00    | 0.03%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    271000 | PA      | $235290.33    | 0.08%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                        | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40291.50     | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                         | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3590.80      | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                           | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131742.00    | 0.04%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     86000 | PA      | $67565.90     | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23001.65     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28815.15     | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                              | Peruvian Government International Bond                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     90000 | PA      | $54431.10     | 0.02%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $640333.50    | 0.22%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34259.40     | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28063.94     | 0.01%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40751.00     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29012.10     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                       | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $66232.34     | 0.02%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                        | CenterPoint Energy Inc                                                          | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7533.90      | 0.00%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                 | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95639.00     | 0.03%             | 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        |     18000 | PA      | $19928.52     | 0.01%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                         | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15666.00     | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2160000 | PA      | $1613925.00   | 0.55%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                          | Kansas City Southern/Old                                                        | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15935.43     | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                  | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     50000 | PA      | $63909.10     | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32346.40     | 0.01%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                      | Corebridge Financial Inc                                                        | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16417.60     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                    | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34850.55     | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $110097.00    | 0.04%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                 | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11261.10     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                               | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40013.60     | 0.01%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144999.80    | 0.05%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                | Transocean Inc                                                                  | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $22017.10     | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100281.00    | 0.03%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                        | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     50000 | PA      | $37755.50     | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32208.75     | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107773.75    | 0.04%             | 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        |    271000 | PA      | $255200.70    | 0.09%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38068.00     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                     | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91989.12     | 0.03%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7712.60      | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $163592.00    | 0.06%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $70906.00     | 0.02%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71980.00     | 0.02%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                        | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30011.10     | 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        |     20000 | PA      | $15932.00     | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                         | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56787.90     | 0.02%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                  | Linde Inc/CT                                                                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53527.50     | 0.02%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                         | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39343.50     | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                      | Montefiore Obligated Group                                                      | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $26076.75     | 0.01%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11820.00     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                   | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30379.30     | 0.01%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8860.50      | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                       | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81440.10     | 0.03%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                   | Apache Corp                                                                     | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18516.00     | 0.01%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                      | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23247.35     | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25121.95     | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $270540.00    | 0.09%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22147.40     | 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     | 0.01%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44989.80     | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54291.00     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1091187.50   | 0.37%             | 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        |   2300000 | PA      | $2206562.50   | 0.75%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                      | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12465.75     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | 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      |
| Regents of the University of California Medical Center Pooled Revenue         | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $43971.72     | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                       | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17283.75     | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    187000 | PA      | $157674.66    | 0.05%             | 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        |     10000 | PA      | $10510.30     | 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        |    129000 | PA      | $133259.58    | 0.05%             | 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        |     45000 | PA      | $39683.70     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91927.00     | 0.03%             | 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        |   1000000 | PA      | $862343.75    | 0.29%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44159.60     | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                       | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82538.25     | 0.03%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107470.80    | 0.04%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                        | Brazilian Government International Bond                                         | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $294396.00    | 0.10%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40726.80     | 0.01%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50434.20     | 0.02%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39369.05     | 0.01%             | 2039-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                        | Teck Resources Ltd                                                              | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28568.70     | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34102.16     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                                           | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    135000 | PA      | $75529.80     | 0.03%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                       | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     92000 | PA      | $98391.24     | 0.03%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71916.30     | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                      | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $53626.46     | 0.02%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                      | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84029.40     | 0.03%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                       | Eni SpA                                                                         | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      5000 | PA      | $4610.20      | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45432.00     | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                      | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $51316.00     | 0.02%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                        | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $80981.00     | 0.03%             | 2047-07-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4047.70      | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $33775.00     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                      | Adani Transmission Step-One Ltd                                                 | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    169000 | PA      | $125637.98    | 0.04%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26043.00     | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39092.85     | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $122270.00    | 0.04%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                       | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36358.80     | 0.01%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                              | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    185000 | PA      | $151459.50    | 0.05%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                         | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24872.25     | 0.01%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     61000 | PA      | $67237.86     | 0.02%             | 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        |    200000 | PA      | $167678.00    | 0.06%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                                      | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $168530.00    | 0.06%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                       | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41287.00     | 0.01%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165994.50    | 0.06%             | 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        |     70000 | PA      | $44829.40     | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                               | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    307000 | PA      | $284165.34    | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                            | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $155324.00    | 0.05%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62550.00     | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $2990625.00   | 1.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                         | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67814.00     | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96056.00     | 0.03%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                               | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     25000 | PA      | $19537.25     | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80883.00     | 0.03%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52050.00     | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                   | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93859.00     | 0.03%             | 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        |     35000 | PA      | $24165.75     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69850.40     | 0.02%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     50000 | PA      | $45240.00     | 0.02%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                            | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70024.52     | 0.02%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                           | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275742.50    | 0.09%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51102.80     | 0.02%             | 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        |     30000 | PA      | $25507.80     | 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        |     90000 | PA      | $77262.30     | 0.03%             | 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        |    200000 | PA      | $179474.00    | 0.06%             | 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        |     20000 | PA      | $17126.00     | 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        |     89000 | PA      | $81799.90     | 0.03%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                           | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11226.45     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26212.75     | 0.01%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39700.50     | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                       | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46386.00     | 0.02%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59769.75     | 0.02%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                        | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $140978.00    | 0.05%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                               | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10097.10     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    147000 | PA      | $102733.89    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                            | UNIV OF TEXAS TX                                                                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    150000 | PA      | $148669.80    | 0.05%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    132000 | PA      | $124090.56    | 0.04%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45478.50     | 0.02%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                      | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51978.55     | 0.02%             | 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        |     69000 | PA      | $79675.68     | 0.03%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                      | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42667.35     | 0.01%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     77000 | PA      | $64442.84     | 0.02%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                   | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $45227.00     | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                      | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20175.60     | 0.01%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV5 LABUAN LTD                                                        | Axiata Spv5 Labuan Ltd                                                          | CUSIP: 000000000<br>LEI: 2549002DHJ9LDV9BRC77 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $131500.00    | 0.04%             | 2050-08-19      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                          | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     83000 | PA      | $66623.27     | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                            | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107536.50    | 0.04%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                      | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    275000 | PA      | $209132.00    | 0.07%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60113.20     | 0.02%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17341.60     | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                         | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40503.50     | 0.01%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103960.00    | 0.04%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158964.00    | 0.05%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                         | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55359.50     | 0.02%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                          | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     70000 | PA      | $38197.60     | 0.01%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                      | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43294.35     | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                             | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13705.80     | 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        |     39000 | PA      | $30957.42     | 0.01%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98487.00     | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47756.18     | 0.02%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                      | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     47000 | PA      | $47832.84     | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104663.75    | 0.04%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38063.70     | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $93643.35     | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                      | Mars Inc                                                                        | CUSIP: 571676AG0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     48000 | PA      | $39509.28     | 0.01%             | 2054-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    103000 | PA      | $89761.41     | 0.03%             | 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        |     35000 | PA      | $23136.40     | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47067.35     | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                       | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $85720.80     | 0.03%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                      | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21114.00     | 0.01%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                      | Federal Realty Investment Trust                                                 | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     50000 | PA      | $40045.50     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $34316.40     | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                    | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22001.75     | 0.01%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51990.50     | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                  | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57995.70     | 0.02%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74358.20     | 0.03%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59829.80     | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107268.75    | 0.04%             | 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        |     45000 | PA      | $34892.55     | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30929.85     | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                           | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $168174.00    | 0.06%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                       | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21786.80     | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23008.25     | 0.01%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                   | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26051.50     | 0.01%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    203000 | PA      | $171384.78    | 0.06%             | 2038-10-31      | Fixed         | 4.02%                 | 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        |   3032000 | NS      | $3032000.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                       | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36173.20     | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25051.80     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                       | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21706.50     | 0.01%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146674.00    | 0.05%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                 | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24681.30     | 0.01%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48189.35     | 0.02%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $94596.00     | 0.03%             | 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        |    215000 | PA      | $166687.35    | 0.06%             | 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        |    170000 | PA      | $152615.80    | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134523.00    | 0.05%             | 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        |     52000 | PA      | $53590.16     | 0.02%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                   | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23407.00     | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                             | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95742.00     | 0.03%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                               | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212941.20    | 0.07%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                     | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $82133.10     | 0.03%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                  | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33163.00     | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                          | ERAC USA Finance LLC                                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12238.65     | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71549.50     | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                          | Cleveland-Cliffs Inc                                                            | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12346.65     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NIKE Inc                                                                      | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32150.00     | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7902.60      | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN LIFE                                                       | Western & Southern Life Insurance Co/The                                        | CUSIP: 95765PAA7<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22768.50     | 0.01%             | 2049-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper Inc                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25214.10     | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61699.40     | 0.02%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67239.90     | 0.02%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110279.00    | 0.04%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138549.15    | 0.05%             | 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        |      5000 | PA      | $5097.20      | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79960.55     | 0.03%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $223312.50    | 0.08%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43422.50     | 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        |    125000 | PA      | $102627.50    | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35297.31     | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                             | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43809.17     | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98009.00     | 0.03%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                             | Chile Government International Bond                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $160736.00    | 0.05%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                         | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48493 | PA      | $45600.39     | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                      | Electricite de France SA                                                        | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $113644.30    | 0.04%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39208.80     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $86918.45     | 0.03%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62055.90     | 0.02%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                     | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93228.00     | 0.03%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                             | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41166.45     | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                      | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21404.25     | 0.01%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $73242.40     | 0.02%             | 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        |     30000 | PA      | $25485.60     | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4225.00      | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                               | OhioHealth Corp                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28381.60     | 0.01%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $41475.00     | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66785.00     | 0.02%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $157680.60    | 0.05%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55129.75     | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                               | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19416.50     | 0.01%             | 2042-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $163090.00    | 0.06%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                        | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60519.69     | 0.02%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55307.00     | 0.02%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63865.80     | 0.02%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25628.05     | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                           | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8697.00      | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $131019.68    | 0.04%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                        | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    230000 | PA      | $157099.20    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                            | Cenovus Energy Inc                                                              | CUSIP: 448055AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10366.40     | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52570.20     | 0.02%             | 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        |    109000 | PA      | $105859.71    | 0.04%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $65251.90     | 0.02%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $953175.00    | 0.32%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     26000 | PA      | $16683.68     | 0.01%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66173.60     | 0.02%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92318.15     | 0.03%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20687.40     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $129583.10    | 0.04%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60940.80     | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    707000 | PA      | $196701.54    | 0.07%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co                                                           | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54837.90     | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                      | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     81000 | PA      | $86494.23     | 0.03%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60503.80     | 0.02%             | 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        |     51000 | PA      | $41024.40     | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $109039.50    | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6484.30      | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                       | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8271.10      | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $61013.40     | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18000.25     | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23343.32     | 0.01%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2680000 | PA      | $1714781.25   | 0.58%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                         | Grupo Bimbo SAB de CV                                                           | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173420.00    | 0.06%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68172.00     | 0.02%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                         | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6755.30      | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                               | WEA Finance LLC                                                                 | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55422.40     | 0.02%             | 2048-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51012.60     | 0.02%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                   | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $22467.60     | 0.01%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                    | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69094.00     | 0.02%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                    | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36458.10     | 0.01%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                       | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19871.40     | 0.01%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59878.00     | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $23581.80     | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                      | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69557.60     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    206000 | PA      | $184681.06    | 0.06%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52777.70     | 0.02%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $160290.90    | 0.05%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                        | AmerisourceBergen Corp                                                          | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29192.80     | 0.01%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12215.01     | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85176.00     | 0.03%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                           | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     81000 | PA      | $57543.21     | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38720.70     | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73705.50     | 0.03%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97588.00     | 0.03%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103801.40    | 0.04%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                | Fannie Mae-Aces                                                                 | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $282499.52    | 0.10%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148130.40    | 0.05%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87194.00     | 0.03%             | 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        |     55000 | PA      | $46043.80     | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                           | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106387.66    | 0.04%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27322.00     | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     31000 | PA      | $24282.30     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                     | Aptiv PLC                                                                       | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     90000 | PA      | $78462.90     | 0.03%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19192.58     | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                                                           | Carlyle Finance LLC                                                             | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22827.75     | 0.01%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50920.00     | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                           | Nestle Holdings Inc                                                             | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $342110.20    | 0.12%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                       | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38971.80     | 0.01%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                      | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $25600.80     | 0.01%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34650.40     | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                        | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $143558.80    | 0.05%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                        | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21328.50     | 0.01%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                             | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21369.60     | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72998.95     | 0.02%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    415000 | PA      | $293035.65    | 0.10%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                   | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     40000 | PA      | $23042.00     | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37081.80     | 0.01%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                         | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4122.80      | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                         | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    160000 | PA      | $113211.20    | 0.04%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                          | ERAC USA Finance LLC                                                            | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9517.20      | 0.00%             | 2042-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                      | Uruguay Government International Bond                                           | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $62462.50     | 0.02%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                       | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $155288.00    | 0.05%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     38000 | PA      | $50181.66     | 0.02%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126879.20    | 0.04%             | 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        |     60000 | PA      | $51418.80     | 0.02%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43506.90     | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66525.00     | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96043.20     | 0.03%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64501.20     | 0.02%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                               | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16219.60     | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1092406.25   | 0.37%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9734.10      | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                              | NEW YORK ST THRUWAY AUTH                                                        | CUSIP: 650009S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $59292.75     | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                         | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61895.25     | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                      | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39551.85     | 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        |    131000 | PA      | $136153.54    | 0.05%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                        | Teck Resources Ltd                                                              | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21947.00     | 0.01%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $29281.75     | 0.01%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    150000 | PA      | $183583.95    | 0.06%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                      | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34594.00     | 0.01%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23486.70     | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                    | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45103.89     | 0.02%             | 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        |    125000 | PA      | $158962.50    | 0.05%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40096.40     | 0.01%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                      | Wisconsin Public Service Corp                                                   | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27088.80     | 0.01%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                        | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13220.80     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                      | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10513.20     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28060.50     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7392.30      | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                 | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $59871.15     | 0.02%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                         | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34258.00     | 0.01%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                 | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207118.10    | 0.07%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18719.20     | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                        | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111186.00    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81269.35     | 0.03%             | 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        |     50000 | PA      | $47338.50     | 0.02%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                       | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    180000 | PA      | $200921.40    | 0.07%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69781.60     | 0.02%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     95000 | PA      | $99084.05     | 0.03%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                           | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40842.33     | 0.01%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $85505.95     | 0.03%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                               | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22060.50     | 0.01%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42407.50     | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48627.15     | 0.02%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24876.60     | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                   | Apache Corp                                                                     | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22874.40     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                      | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     94621 | PA      | $91036.69     | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                      | Interstate Power and Light Co                                                   | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41989.60     | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                    | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $188071.00    | 0.06%             | 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        |     65000 | PA      | $58962.15     | 0.02%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                        | AmerisourceBergen Corp                                                          | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33874.40     | 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        |    210000 | PA      | $172800.60    | 0.06%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                               | BAE Systems PLC                                                                 | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10252.50     | 0.00%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                      | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31210.20     | 0.01%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49012.95     | 0.02%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    186000 | PA      | $209858.22    | 0.07%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                           | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26154.90     | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60239.16     | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                     | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $55092.40     | 0.02%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                     | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56591.40     | 0.02%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                        | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32521.68     | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                      | Mexico Generadora de Energia S de rl                                            | CUSIP: 000000000<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    141538 | PA      | $134271.44    | 0.05%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                           | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19232.25     | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                       | California Institute of Technology                                              | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66366.75     | 0.02%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7280.50      | 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        |     15000 | PA      | $14486.55     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                        | Teck Resources Ltd                                                              | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21758.50     | 0.01%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                        | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8242.20      | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6796.70      | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                  | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17222.50     | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145290.24    | 0.05%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                                                           | UAE INTERNATIONAL GOVERNMENT BOND                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $146784.00    | 0.05%             | 2061-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                        | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $49338.10     | 0.02%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20979.00     | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39953.50     | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                             | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34983.00     | 0.01%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17341.50     | 0.01%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16583.25     | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78810.10     | 0.03%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $25762.82     | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                      | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8950.70      | 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     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PTT TREASURY CENTRE                                                           | PTT Treasury Center Co Ltd                                                      | CUSIP: 000000000<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $164330.00    | 0.06%             | 2042-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $61268.35     | 0.02%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                      | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26982.00     | 0.01%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                       | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    170000 | PA      | $212028.25    | 0.07%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35482.95     | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue            | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    100000 | PA      | $122357.00    | 0.04%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    131000 | PA      | $149459.21    | 0.05%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21802.25     | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24781.50     | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                          | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20179.00     | 0.01%             | 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        |     40000 | PA      | $31881.20     | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52408.80     | 0.02%             | 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        |     70000 | PA      | $68669.30     | 0.02%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                   | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56329.35     | 0.02%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                           | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27915.60     | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                       | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    115000 | PA      | $87725.45     | 0.03%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                                                      | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17939.20     | 0.01%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95854.05     | 0.03%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46837.35     | 0.02%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4950000 | PA      | $3577148.44   | 1.22%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEA 2015                                                      | Sinopec Group Overseas Development 2015 Ltd                                     | CUSIP: 000000000<br>LEI: 5299002Z28NLP3WPFH36 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $166302.00    | 0.06%             | 2045-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64470.80     | 0.02%             | 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        |     55000 | PA      | $39535.65     | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                          | Tencent Holdings Ltd                                                            | CUSIP: 88032XAQ7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $156030.00    | 0.05%             | 2049-04-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     89000 | PA      | $76299.70     | 0.03%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                        | Chubb INA Holdings Inc                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16966.25     | 0.01%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4053.00      | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $4408937.50   | 1.50%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                         | Mexico Government International Bond                                            | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $140619.00    | 0.05%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                    | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141343.50    | 0.05%             | 2041-10-01      | Fixed         | 4.80%                 | 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        |     30000 | PA      | $19277.70     | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 20 LTD                                                      | CK Hutchison International 20 Ltd                                               | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $143350.00    | 0.05%             | 2050-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60838.40     | 0.02%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                     | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181293.00    | 0.06%             | 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        |     55000 | PA      | $43408.75     | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     75000 | PA      | $75787.50     | 0.03%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18219.80     | 0.01%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                         | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253U91<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26892.23     | 0.01%             | 2041-02-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                       | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25361.70     | 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        |     70000 | PA      | $67618.60     | 0.02%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                      | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34064.00     | 0.01%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                    | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     77000 | PA      | $48453.02     | 0.02%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                      | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27140.75     | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $136942.00    | 0.05%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2270718.75   | 0.77%             | 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        |     40000 | PA      | $34733.60     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74172.80     | 0.03%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                      | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37280.25     | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                           | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                          | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $61793.00     | 0.02%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $137110.00    | 0.05%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ERAC USA Finance LLC                                                          | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163588.50    | 0.06%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    160000 | PA      | $134374.40    | 0.05%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $85305.85     | 0.03%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42757.00     | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194150.25    | 0.07%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                           | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74934.00     | 0.03%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                    | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $17168.16     | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                    | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52715.00     | 0.02%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                      | Celulosa Arauco y Constitucion SA                                               | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $165484.00    | 0.06%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Telefonica Emisiones SAU                                                      | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      5000 | PA      | $5224.50      | 0.00%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                      | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $123254.25    | 0.04%             | 2059-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri            | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $74663.90     | 0.03%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                               | CSL Finance PLC                                                                 | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $18215.00     | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35779.68     | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                             | Chile Government International Bond                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $172076.00    | 0.06%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135145.60    | 0.05%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44266.20     | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                      | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66900.00     | 0.02%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                  | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22944.00     | 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        |     40000 | PA      | $36522.40     | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                   | Mayo Clinic                                                                     | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42448.50     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75142.40     | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    110000 | PA      | $85894.60     | 0.03%             | 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        |     60000 | PA      | $55876.80     | 0.02%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                           | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34176.80     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34721.60     | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24303.75     | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                       | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25452.35     | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                    | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     99000 | PA      | $68803.02     | 0.02%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3583.30      | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9383.60      | 0.00%             | 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        |    385000 | PA      | $270393.20    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37895.90     | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                        | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31622.50     | 0.01%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                       | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $40543.11     | 0.01%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49780.90     | 0.02%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                       | Philippine Government International Bond                                        | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $254619.00    | 0.09%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $126829.50    | 0.04%             | 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        |     50000 | PA      | $35474.00     | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                             | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30663.85     | 0.01%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                      | XLIT Ltd                                                                        | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $37980.40     | 0.01%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                     | Tesco PLC                                                                       | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97463.00     | 0.03%             | 2037-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49558.80     | 0.02%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                      | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120129.60    | 0.04%             | 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        |     95000 | PA      | $83676.00     | 0.03%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                      | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19359.20     | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                                      | Apollo Management Holdings LP                                                   | CUSIP: 03765HAC5<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31228.05     | 0.01%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                              | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95795.70     | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $194710.00    | 0.07%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26667.20     | 0.01%             | 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        |    100000 | PA      | $79906.00     | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                        | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $92231.48     | 0.03%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4068.05      | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                      | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44514.40     | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $255518.50    | 0.09%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37937.52     | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $154072.00    | 0.05%             | 2045-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53820.50     | 0.02%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                           | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29141.60     | 0.01%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                                        | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42513.12     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                      | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4469.25      | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                               | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17168.20     | 0.01%             | 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        |     50000 | PA      | $47613.50     | 0.02%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    320000 | PA      | $237574.40    | 0.08%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                           | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30436.80     | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159244.50    | 0.05%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $672229.69    | 0.23%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                      | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27162.90     | 0.01%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                      | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    320000 | PA      | $108112.00    | 0.04%             | 2037-09-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                      | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22575.60     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $2768062.50   | 0.94%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                     | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $37174.00     | 0.01%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| TEACHERS INSUR & ANNUITY                                                      | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     52000 | PA      | $57646.16     | 0.02%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                            | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32194.00     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                      | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17907.80     | 0.01%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                    | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27055.75     | 0.01%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47625.60     | 0.02%             | 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        |     30000 | PA      | $23886.00     | 0.01%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEAS DEV                                                      | Sinopec Group Overseas Development 2017 Ltd                                     | CUSIP: 000000000<br>LEI: 5493001IPW8ZGQ181Z16 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $253416.00    | 0.09%             | 2047-04-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24992.70     | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                      | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     48000 | PA      | $31580.64     | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $176674.00    | 0.06%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                          | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $66121.50     | 0.02%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41100.80     | 0.01%             | 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        |     15000 | PA      | $14241.15     | 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        |     60000 | PA      | $48624.60     | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64640.00     | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42823.44     | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                   | Markel Corp                                                                     | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27328.70     | 0.01%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                      | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65317.00     | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7730000 | PA      | $4909757.81   | 1.67%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5503.70      | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                        | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20238.50     | 0.01%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                      | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41666.40     | 0.01%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp                                                                | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17737.80     | 0.01%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                      | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77409.50     | 0.03%             | 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        |     50000 | PA      | $41882.50     | 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        |     50000 | PA      | $47886.00     | 0.02%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                      | Perrigo Finance Unlimited Co                                                    | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     25000 | PA      | $16833.50     | 0.01%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     89000 | PA      | $72485.16     | 0.02%             | 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        |     50000 | PA      | $38775.50     | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                           | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46797.85     | 0.02%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33762.80     | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $685514.06    | 0.23%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                       | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29776.20     | 0.01%             | 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        |     35000 | PA      | $28742.00     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                       | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $70113.40     | 0.02%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62994.10     | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72321.20     | 0.02%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                                      | Export-Import Bank of China/The                                                 | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $173014.00    | 0.06%             | 2047-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                      | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAK3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38775.50     | 0.01%             | 2047-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                          | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $174866.00    | 0.06%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $435500.00    | 0.15%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                    | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $49016.34     | 0.02%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116177.60    | 0.04%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                            | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102349.20    | 0.03%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150143.00    | 0.05%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54733.80     | 0.02%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35934.30     | 0.01%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                        | Cox Communications Inc                                                          | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $55292.85     | 0.02%             | 2039-03-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                      | Electricite de France SA                                                        | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     95000 | PA      | $81263.00     | 0.03%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                              | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103980.00    | 0.04%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3511.95      | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28468.65     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                      | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43990.00     | 0.01%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                          | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $167656.00    | 0.06%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                           | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26470.50     | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                             | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50138.55     | 0.02%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7044.50      | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                                        | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3195.35      | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                      | EQM Midstream Partners LP                                                       | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27314.00     | 0.01%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                      | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207052.90    | 0.07%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58571.50     | 0.02%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89084.00     | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                           | NEW YORK NY                                                                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103245.20    | 0.04%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                              | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68524.20     | 0.02%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                   | Heineken NV                                                                     | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $11895.90     | 0.00%             | 2042-10-01      | 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        |    650000 | PA      | $741812.50    | 0.25%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                         | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $44270.20     | 0.02%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $40016.82     | 0.01%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2755000 | PA      | $2337014.84   | 0.80%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                      | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62641.10     | 0.02%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                  | 7-Eleven Inc                                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62323.00     | 0.02%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     75000 | PA      | $86268.00     | 0.03%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44176.00     | 0.02%             | 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        |     74000 | PA      | $64473.98     | 0.02%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                         | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37890.90     | 0.01%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380452.95    | 0.13%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67749.25     | 0.02%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60828.75     | 0.02%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1604375.00   | 0.55%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                  | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89434.00     | 0.03%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10093.50     | 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        |     57000 | PA      | $46016.67     | 0.02%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                      | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25786.25     | 0.01%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $37109.25     | 0.01%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66640.50     | 0.02%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                                             | Iowa Health System                                                              | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29682.00     | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45744.00     | 0.02%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148564.00    | 0.05%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                           | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25889.10     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                             | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42594.60     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25605.50     | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70247.20     | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                        | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     61000 | PA      | $50183.48     | 0.02%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                           | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18862.25     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                     | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9413.85      | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                          | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54591.00     | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                       | QVC Inc                                                                         | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     30000 | PA      | $16567.20     | 0.01%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                        | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63156.75     | 0.02%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                        | Commonwealth Bank of Australia                                                  | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $147454.00    | 0.05%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102094.00    | 0.03%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                      | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12194.40     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc                                                         | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8972.40      | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25977.00     | 0.01%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                   | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35747.60     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                               | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48415.95     | 0.02%             | 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        |     95000 | PA      | $92339.05     | 0.03%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                      | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20849.80     | 0.01%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                        | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5764.80      | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                    | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     62000 | PA      | $49887.06     | 0.02%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                         | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62968.20     | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9339.50      | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77910.84     | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $147554.50    | 0.05%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                     | OHIO ST UNIV                                                                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     75000 | PA      | $63899.40     | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104314.30    | 0.04%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                      | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39604.50     | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                        | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $153550.00    | 0.05%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                       | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43236.60     | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                      | Province of British Columbia Canada                                             | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $95567.25     | 0.03%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18637.40     | 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        |     35000 | PA      | $29266.30     | 0.01%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                      | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13040.10     | 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        |    155000 | PA      | $130506.90    | 0.04%             | 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        |     55000 | PA      | $44187.00     | 0.02%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                          | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     51000 | PA      | $57157.23     | 0.02%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                              | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44579.60     | 0.02%             | 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        |     25000 | PA      | $18170.00     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33719.60     | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23350.50     | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39584.40     | 0.01%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $80125.00     | 0.03%             | 2048-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                         | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $33040.50     | 0.01%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134123.55    | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                          | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     32000 | PA      | $23395.52     | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73675.20     | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                         | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59576.16     | 0.02%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89532.00     | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                                      | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $157218.00    | 0.05%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $907101.56    | 0.31%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $53601.50     | 0.02%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42309.60     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                        | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40656.00     | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                  | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $63614.85     | 0.02%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                            | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     55000 | PA      | $49727.15     | 0.02%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36054.00     | 0.01%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                       | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51468.50     | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35207.20     | 0.01%             | 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        |     71000 | PA      | $59853.00     | 0.02%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $41650.00     | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $92679.65     | 0.03%             | 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        |    312500 | PA      | $284350.00    | 0.10%             | 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        |     65000 | PA      | $54347.80     | 0.02%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56741.40     | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                      | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96040.35     | 0.03%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64653.55     | 0.02%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32164.80     | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                           | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108302.00    | 0.04%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                      | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47619.00     | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                      | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13590.60     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31586.40     | 0.01%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                           | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30674.00     | 0.01%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                          | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $110388.00    | 0.04%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                 | AIA Group Ltd                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    210000 | PA      | $153123.60    | 0.05%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                           | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86550.00     | 0.03%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                      | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13831.40     | 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        |     50000 | PA      | $37403.50     | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                    | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19030.20     | 0.01%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                               | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30049.25     | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                         | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $64961.00     | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                          | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33314.80     | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53435.90     | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $44418.00     | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                    | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16158.40     | 0.01%             | 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        |     81000 | PA      | $71262.18     | 0.02%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    198000 | PA      | $178041.60    | 0.06%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46846.00     | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                         | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41023.80     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                      | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55557.75     | 0.02%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $97683.60     | 0.03%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                              | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56380.80     | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135076.59    | 0.05%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1385000 | PA      | $307885.50    | 0.10%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                        | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48211.50     | 0.02%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                  | Qatar Energy                                                                    | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $145912.00    | 0.05%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                      | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30180.50     | 0.01%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                                          | New England Power Co                                                            | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $71924.10     | 0.02%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $83061.30     | 0.03%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                         | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121514.35    | 0.04%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45610.20     | 0.02%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     65000 | PA      | $48177.35     | 0.02%             | 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        |     65000 | PA      | $60409.70     | 0.02%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12463.20     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51661.00     | 0.02%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                               | CSL Finance PLC                                                                 | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4558.15      | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                           | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $42857.55     | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $706875.00    | 0.24%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40539.15     | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4157.05      | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                   | Apache Corp                                                                     | CUSIP: 037411BC8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14067.60     | 0.00%             | 2044-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                   | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $68550.30     | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                            | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $6938.60      | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34842.80     | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68534.65     | 0.02%             | 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        |     80000 | PA      | $75091.20     | 0.03%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217644.40    | 0.07%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    340000 | PA      | $214958.20    | 0.07%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                      | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $127978.50    | 0.04%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                   | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     62000 | PA      | $53466.32     | 0.02%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                      | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48867.00     | 0.02%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                          | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $271118.25    | 0.09%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33627.20     | 0.01%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $29441.50     | 0.01%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Regional Transportation District Sales Tax Revenue                            | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                        | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22507.70     | 0.01%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                           | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30531.60     | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67332.60     | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42218.00     | 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        |     55000 | PA      | $61014.25     | 0.02%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                              | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37075.08     | 0.01%             | 2047-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    188000 | PA      | $173072.80    | 0.06%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                    | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9323.40      | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                      | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     85000 | PA      | $61707.45     | 0.02%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                         | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84040.92     | 0.03%             | 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        |    115000 | PA      | $123715.85    | 0.04%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                      | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6961.30      | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48628.25     | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                         | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $48597.45     | 0.02%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72489.70     | 0.02%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                 | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60311.30     | 0.02%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9035.10      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    144000 | PA      | $106957.44    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                             | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149575.50    | 0.05%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72001.60     | 0.02%             | 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        |     35000 | PA      | $30703.40     | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41378.00     | 0.01%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32512.20     | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                            | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $134082.00    | 0.05%             | 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        |     42000 | PA      | $35659.26     | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                | Trust Fibra Uno                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $159038.00    | 0.05%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52462.80     | 0.02%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    275000 | PA      | $202127.75    | 0.07%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $436484.38    | 0.15%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89264.40     | 0.03%             | 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        |     15000 | PA      | $10826.10     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52687.20     | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $103831.20    | 0.04%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99726.00     | 0.03%             | 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        |     40000 | PA      | $32451.60     | 0.01%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                          | Airport Authority                                                               | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $146422.00    | 0.05%             | 2052-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $50664.90     | 0.02%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63410.85     | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18076.50     | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                         | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31617.00     | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                         | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     59000 | PA      | $14641.44     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                           | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75277.80     | 0.03%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bed Bath & Beyond Inc                                                         | Bed Bath & Beyond Inc                                                           | CUSIP: 075896AB6<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |     15000 | PA      | $2292.60      | 0.00%             | 2034-08-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $194241.60    | 0.07%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                              | Peruvian Government International Bond                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $75338.00     | 0.03%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                      | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37700.85     | 0.01%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Avon Products Inc                                                             | Avon Products Inc                                                               | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13758.45     | 0.00%             | 2043-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $24679.90     | 0.01%             | 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        |     45000 | PA      | $32251.95     | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                        | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $134678.00    | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                             | Suncor Energy Inc                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $156168.00    | 0.05%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                         | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64623.30     | 0.02%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                      | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 000000000<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $145144.00    | 0.05%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                      | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $16371.00     | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                                                           | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $22161.75     | 0.01%             | 2037-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100561.75    | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                      | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41090.00     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    136000 | PA      | $98485.76     | 0.03%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                   | Apache Corp                                                                     | CUSIP: 037411AM7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10040.10     | 0.00%             | 2047-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                               | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34865.10     | 0.01%             | 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        |     45000 | PA      | $36691.65     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58191.00     | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32904.80     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53181.15     | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $18093.25     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3890000 | PA      | $2242828.13   | 0.76%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11134.60     | 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        |    172000 | PA      | $106627.96    | 0.04%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11575.50     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                          | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $91776.00     | 0.03%             | 2044-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                 | Welltower Inc                                                                   | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     40000 | PA      | $40546.80     | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLONIAL PIPELINE CO                                                          | Colonial Pipeline Co                                                            | CUSIP: 195869AN2<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4051.70      | 0.00%             | 2043-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81224.00     | 0.03%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971M4P4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51653.65     | 0.02%             | 2037-08-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                              | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11579.25     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91254.90     | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63112.00     | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                           | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67870.50     | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    107000 | PA      | $87242.45     | 0.03%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31408.65     | 0.01%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160693.50    | 0.05%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13542.15     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                                       | Northern Natural Gas Co                                                         | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80565.00     | 0.03%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                 | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33984.40     | 0.01%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50121.00     | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27775.30     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9236.80      | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                         | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $137218.00    | 0.05%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    155000 | PA      | $99320.90     | 0.03%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     84000 | PA      | $76490.40     | 0.03%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                              | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42053.50     | 0.01%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48550.45     | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                       | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137181.60    | 0.05%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                          | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $138708.00    | 0.05%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58803.55     | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                        | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46837.35     | 0.02%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $223475.25    | 0.08%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16426.00     | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                           | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22120.00     | 0.01%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                            | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73339.56     | 0.02%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                       | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38084.78     | 0.01%             | 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        |    144000 | PA      | $123423.84    | 0.04%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69497.00     | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120987.00    | 0.04%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58985.25     | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                             | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6795.90      | 0.00%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                         | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22914.00     | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                       | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19878.30     | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87623.95     | 0.03%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                        | Cox Communications Inc                                                          | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63516.75     | 0.02%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55060.20     | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170763.30    | 0.06%             | 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        |      5000 | PA      | $4400.55      | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                          | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    335000 | PA      | $242111.20    | 0.08%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                    | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71980.80     | 0.02%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                         | Oglethorpe Power Corp                                                           | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136275.00    | 0.05%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                      | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $55077.50     | 0.02%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                               | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     38000 | PA      | $24469.72     | 0.01%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                        | Teck Resources Ltd                                                              | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15546.56     | 0.01%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                      | Wisconsin Electric Power Co                                                     | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30649.20     | 0.01%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                      | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1861.88      | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                       | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495UG7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    200000 | PA      | $216120.80    | 0.07%             | 2039-07-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                        | Puget Sound Energy Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35048.65     | 0.01%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                     | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138441.35    | 0.05%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32103.50     | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24388.25     | 0.01%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                        | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     49000 | PA      | $40892.46     | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                  | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $51048.54     | 0.02%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                        | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38568.67     | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                       | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40553.10     | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37501.20     | 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        |     25000 | PA      | $23163.75     | 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        |     95000 | PA      | $87541.55     | 0.03%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                      | Mars Inc                                                                        | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54352.35     | 0.02%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57435.50     | 0.02%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                         | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30276.40     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                       | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30371.40     | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32273.50     | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue         | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    150000 | PA      | $172141.95    | 0.06%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                      | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39240.90     | 0.01%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                               | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6967.40      | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $59382.00     | 0.02%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                   | Apache Corp                                                                     | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65774.40     | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                   | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $65685.85     | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                         | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58605.12     | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                          | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17529.80     | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                        | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64127.20     | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    400000 | PA      | $366320.00    | 0.12%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                      | XLIT Ltd                                                                        | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99660.00     | 0.03%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                           | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50183.00     | 0.02%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132315.00    | 0.05%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                  | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38642.80     | 0.01%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                         | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7346.00      | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                    | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $129670.80    | 0.04%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254669.40    | 0.09%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                            | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $94046.00     | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1337929.69   | 0.46%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     44000 | PA      | $38560.72     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                       | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97581.60     | 0.03%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                             | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    161000 | PA      | $184243.57    | 0.06%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4031.25      | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                    | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $133998.00    | 0.05%             | 2043-02-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                                                   | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    170000 | PA      | $132564.30    | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                      | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26702.90     | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                      | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99333.00     | 0.03%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                              | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59230.50     | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                             | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $148172.00    | 0.05%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76240.00     | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     80000 | PA      | $52042.40     | 0.02%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                          | ERAC USA Finance LLC                                                            | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54001.50     | 0.02%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     91000 | PA      | $70067.27     | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $209098.00    | 0.07%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $79340.40     | 0.03%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                     | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61972.40     | 0.02%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                        | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42712.00     | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43307.50     | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                               | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44400.95     | 0.02%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72632.28     | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $1797265.63   | 0.61%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37922.50     | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                      | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37022.40     | 0.01%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38299.60     | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                      | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39428.95     | 0.01%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                       | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102404.90    | 0.03%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IHC HEALTH SERVICES INC                                                       | IHC Health Services Inc                                                         | CUSIP: 45174XAA0<br>LEI: UHH3GVKP4EW0MPCVT846 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68376.80     | 0.02%             | 2048-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $49831.65     | 0.02%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    106000 | PA      | $86052.92     | 0.03%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                | Dignity Health                                                                  | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8371.40      | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $224458.00    | 0.08%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                       | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12764.96     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    100000 | PA      | $79275.00     | 0.03%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                     | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39451.95     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                             | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4618.10      | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                      | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6578.90      | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20304.75     | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48357.65     | 0.02%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                   | PepsiCo Inc                                                                     | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4554.20      | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                     | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58401.00     | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $126292.65    | 0.04%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138472.50    | 0.05%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                      | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4334.25      | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                            | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     80000 | PA      | $62938.40     | 0.02%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                      | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62927.20     | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                          | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $49021.00     | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                      | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59087.25     | 0.02%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                         | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $150392.00    | 0.05%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                          | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $142678.00    | 0.05%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                               | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18980.40     | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                              | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48801.00     | 0.02%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                       | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12718.05     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                         | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196596.00    | 0.07%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    386000 | PA      | $266135.42    | 0.09%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66836.25     | 0.02%             | 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        |    405000 | PA      | $332274.15    | 0.11%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                       | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $62545.50     | 0.02%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | Bayer US Finance II LLC                                                         | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4751.20      | 0.00%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2147578.13   | 0.73%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                   | Apache Corp                                                                     | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16319.80     | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                        | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $147184.00    | 0.05%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                      | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14997.00     | 0.01%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                   | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $164096.00    | 0.06%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75392.45     | 0.03%             | 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        |    162000 | PA      | $148332.06    | 0.05%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50498.25     | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                  | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58902.35     | 0.02%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                    | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15897.00     | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                            | Roche Holdings Inc                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134248.00    | 0.05%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                        | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    100000 | PA      | $65971.00     | 0.02%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                            | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    102000 | PA      | $80807.46     | 0.03%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                  | Qatar Energy                                                                    | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $152206.00    | 0.05%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                      | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9208.20      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                           | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17782.80     | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                       | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29973.30     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25283.65     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     53000 | PA      | $60372.83     | 0.02%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                      | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26959.75     | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106947.70    | 0.04%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53934.75     | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                           | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41583.60     | 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        |    100000 | PA      | $96693.00     | 0.03%             | 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        |    115000 | PA      | $98026.00     | 0.03%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                       | EIG Pearl Holdings Sarl                                                         | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $166862.00    | 0.06%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                      | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $121981.50    | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20843.75     | 0.01%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118383.75    | 0.04%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                   | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $124852.80    | 0.04%             | 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     | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                       | Northwestern University                                                         | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14481.15     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35866.73     | 0.01%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17280.20     | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                         | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57284.21     | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    310000 | PA      | $229886.70    | 0.08%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                      | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10074.45     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                      | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13396.60     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                      | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19705.50     | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72823.00     | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50720.04     | 0.02%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                         | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22243.50     | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71097.60     | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                          | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25247.25     | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                               | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63248.46     | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     77000 | PA      | $57053.92     | 0.02%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                      | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35389.20     | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                      | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6917.90      | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                             | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41199.20     | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    110000 | PA      | $122153.90    | 0.04%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                           | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24512.25     | 0.01%             | 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        |     50000 | PA      | $47494.00     | 0.02%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                          | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78125.20     | 0.03%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                                      | Pacific Life Insurance Co                                                       | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137469.50    | 0.05%             | 2067-10-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44124.40     | 0.02%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                            | Essex Portfolio LP                                                              | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     65000 | PA      | $53215.50     | 0.02%             | 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        |    115000 | PA      | $100945.85    | 0.03%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                        | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23441.70     | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                            | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $167224.00    | 0.06%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                              | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52674.58     | 0.02%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $128514.00    | 0.04%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                      | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34861.00     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                    | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59600.81     | 0.02%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                       | Public Service Co of Colorado                                                   | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33536.10     | 0.01%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31798.80     | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                               | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     76000 | PA      | $67337.52     | 0.02%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                   | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7634.00      | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $162387.35    | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $170692.00    | 0.06%             | 2051-04-27      | Fixed         | 5.00%                 | 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        |   6800000 | PA      | $4509250.00   | 1.53%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO II                                                           | KKR Group Finance Co II LLC                                                     | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70660.50     | 0.02%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51284.00     | 0.02%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                      | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35042.00     | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5342.10      | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                      | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154161.60    | 0.05%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15512.10     | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                        | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20885.70     | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                      | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $152736.00    | 0.05%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                            | Raytheon Technologies Corp                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96523.35     | 0.03%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                  | City of Hope                                                                    | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46092.75     | 0.02%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                                                         | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101712.45    | 0.03%             | 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        |     50000 | PA      | $60038.50     | 0.02%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                            | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $25114.50     | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                             | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34109.95     | 0.01%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                       | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     40000 | PA      | $15139.20     | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8015.40      | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    101000 | PA      | $87513.47     | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                       | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25917.85     | 0.01%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                                                          | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73656.75     | 0.03%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                      | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36886.30     | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                         | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8396.70      | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                   | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $61368.30     | 0.02%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                  | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42084.40     | 0.01%             | 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        |     45000 | PA      | $51232.50     | 0.02%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                         | Tennessee Valley Authority                                                      | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     40000 | PA      | $40705.20     | 0.01%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                              | Ascension Health                                                                | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59415.84     | 0.02%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                                      | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |     79000 | PA      | $61604.20     | 0.02%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                        | Chubb INA Holdings Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66670.00     | 0.02%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                  | Ecopetrol SA                                                                    | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     50000 | PA      | $41672.50     | 0.01%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                                      | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36704.70     | 0.01%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $60823.75     | 0.02%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                             | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $66212.00     | 0.02%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                        | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33397.80     | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17425.00     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    112000 | PA      | $123643.52    | 0.04%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                  | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29976.80     | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                     | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35553.00     | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                        | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28307.70     | 0.01%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141838.50    | 0.05%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                             | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27427.29     | 0.01%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                        | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264242.20    | 0.09%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                      | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10244.70     | 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        |     60000 | PA      | $58524.00     | 0.02%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $46667.11     | 0.02%             | 2060-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48935.25     | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49565.75     | 0.02%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                      | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31734.60     | 0.01%             | 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        |     90000 | PA      | $84849.30     | 0.03%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     32000 | PA      | $35089.28     | 0.01%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66227.20     | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180028.95    | 0.06%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                       | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $17627.25     | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                      | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4979.15      | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | 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        |     50000 | PA      | $38795.50     | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                        | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57201.90     | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                 | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29891.16     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9580.40      | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                             | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $106221.15    | 0.04%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $24558.25     | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                                      | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3634.35      | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12464.00     | 0.00%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                      | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $177034.00    | 0.06%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                       | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33219.60     | 0.01%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                             | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25385.10     | 0.01%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                     | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37352.70     | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     78000 | PA      | $66278.16     | 0.02%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                           | Progress Energy Inc                                                             | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25339.50     | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                      | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60060.00     | 0.02%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ENTERGY MISSISSIPPI LLC                                                       | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18673.68     | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                      | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $155998.00    | 0.05%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                        | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9538.35      | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                         | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4256.35      | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                   | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     90000 | PA      | $74057.40     | 0.03%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                      | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12972.75     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66646.50     | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36557.40     | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25854.50     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                            | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19602.80     | 0.01%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                         | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34958.80     | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                     | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $35785.75     | 0.01%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                            | Turkey Government International Bond                                            | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $218502.00    | 0.07%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30393.60     | 0.01%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                  | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4767.20      | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4430.15      | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                              | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42492.00     | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                   | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42358.20     | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                     | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16843.40     | 0.01%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70198.70     | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                            | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16342.25     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                       | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20218.50     | 0.01%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122352.10    | 0.04%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48347.75     | 0.02%             | 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        |     95000 | PA      | $87213.80     | 0.03%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                      | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120302.50    | 0.04%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                            | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12262.05     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                        | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $120876.25    | 0.04%             | 2052-06-01      | Fixed         | 5.10%                 | 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        |    115000 | PA      | $94954.35     | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                           | Deutsche Telekom AG                                                             | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $110247.00    | 0.04%             | 2050-01-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                             | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136519.50    | 0.05%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                               | Duke University                                                                 | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26792.00     | 0.01%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                       | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56927.65     | 0.02%             | 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        |   3790000 | PA      | $2950278.13   | 1.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                               | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20328.75     | 0.01%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                         | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116907.70    | 0.04%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    244000 | PA      | $164290.08    | 0.06%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                       | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163356.90    | 0.06%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    136000 | PA      | $106871.52    | 0.04%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                             | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53537.55     | 0.02%             | 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        |     25000 | PA      | $26365.00     | 0.01%             | 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        |     15000 | PA      | $13757.40     | 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        |     70000 | PA      | $57739.50     | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                  | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50611.60     | 0.02%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1325000 | PA      | $1088156.25   | 0.37%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                           | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71099.10     | 0.02%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                       | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39951.00     | 0.01%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17253.25     | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                          | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58040.60     | 0.02%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106918.50    | 0.04%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                         | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $43043.58     | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                            | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $46402.95     | 0.02%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                        | Massachusetts Electric Co                                                       | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3728.00      | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46349.60     | 0.02%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                             | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31471.00     | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                      | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53335.50     | 0.02%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                         | Indonesia Government International Bond                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $143520.00    | 0.05%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON (S.C.) & SON INC                                                      | SC Johnson & Son Inc                                                            | CUSIP: 478165AG8<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46434.50     | 0.02%             | 2040-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                               | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6863.70      | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                   | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58444.40     | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                      | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96813.75     | 0.03%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FDG TRUST II                                                      | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $94514.20     | 0.03%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                         | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $193024.00    | 0.07%             | 2045-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192958.30    | 0.07%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                        | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $32261.40     | 0.01%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1307265.63   | 0.44%             | 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        |    100000 | PA      | $70775.00     | 0.02%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                       | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83953.20     | 0.03%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                            | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300EIRQ0Z2B9C1W06 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $139432.50    | 0.05%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                  | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $166219.20    | 0.06%             | 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        |     45000 | PA      | $37313.10     | 0.01%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    289000 | PA      | $201389.65    | 0.07%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                   | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     15000 | PA      | $11311.05     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $38696.50     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144226.25    | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                    | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39282.62     | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                      | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33267.15     | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5670000 | PA      | $3501225.00   | 1.19%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                       | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33799.85     | 0.01%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                      | Johns Hopkins University                                                        | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21460.25     | 0.01%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                      | President and Fellows of Harvard College                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65098.15     | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                         | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73649.16     | 0.03%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81582.20     | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     96000 | PA      | $100083.84    | 0.03%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                              | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46152.50     | 0.02%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica                                                         | Jamaica Government International Bond                                           | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $222116.00    | 0.08%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     75000 | PA      | $46008.00     | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                        | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $49769.79     | 0.02%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                   | Cargill Inc                                                                     | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60146.00     | 0.02%             | 2051-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                        | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56092.50     | 0.02%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     20000 | PA      | $13476.60     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Aetna Inc                                                                     | Aetna Inc                                                                       | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24779.10     | 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        |     35000 | PA      | $29671.25     | 0.01%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                          | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30622.20     | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                   | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7481.20      | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer