# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012265
**Filing Date:** 2023-1
**Character Count:** 1282655
**Document Hash:** e9b15efcbf6a5d970d957030cc3bfcf7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012265.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012265

**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:** 23551421

**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 5-10 Year USD Bond ETF (Series ID: S000055401)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000174365 | iShares Core 5-10 Year USD Bond ETF | IMTB            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Collaterized Mortgage Obligations** |  |  |
| **Mortgage-Backed Securities — 0.7%** |  |  |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B4, Class A5, 4.12%, 07/15/51 (Call 07/15/28)<sup>(a)</sup> | $200 | $189669 |
| &nbsp;&nbsp;&nbsp;Series 2019-B9, Class A5, 4.02%, 03/15/52 | 50 | 46955 |
| Citigroup Commercial Mortgage Trust, Series 2019-GC43, Class A4, 3.04%, 11/10/52 | 340 | 295690 |
| Morgan Stanley Capital I Trust, Series 2019-H6, Class A4, 3.42%, 06/15/52 | 110 | 97763 |
| UBS Commercial Mortgage Trust, Series 2018-C08, Class A4, 3.98%, 02/15/51 | 125 | 117057 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 03/15/51 (Call 03/15/28)<sup>(a)</sup> | 250 | 235727 |
| &nbsp;&nbsp;&nbsp;Series 2020-C56, Class A5, 2.45%, 06/15/53 (Call 04/15/30) | 30 | 24912 |
|  |  | 1007773 |
| **Total Collaterized Mortgage Obligations — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,161,655)** |  | 1007773 |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.1%** |  |  |
| Advantage Sales & Marketing Inc., 6.50%, 11/15/28 (Call 11/15/23)<sup>(b)</sup> | 11 | 8615 |
| Clear Channel Outdoor Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 8 | 5939 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 04/15/28 (Call 04/15/24)<sup>(b)(c)</sup> | 17 | 12755 |
| Interpublic Group of Companies Inc. (The), 4.65%, 10/01/28 (Call 07/01/28) | 15 | 14362 |
| Lamar Media Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/31 (Call 01/15/26) | 5 | 4265 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/28 (Call 02/15/23) | 14 | 12612 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/30 (Call 02/15/25) | 3 | 2622 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/15/29 (Call 01/15/24)<sup>(c)</sup> | 3 | 2790 |
| National CineMedia LLC, 5.88%, 04/15/28 (Call 04/15/23)<sup>(b)(c)</sup> | 3 | 1073 |
| Omnicom Group Inc., 2.60%, 08/01/31 (Call 05/01/31) | 20 | 16596 |
| Outfront Media Capital LLC/Outfront Media Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 5 | 4215 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/30 (Call 03/15/25)<sup>(b)</sup> | 5 | 4220 |
| Stagwell Global LLC, 5.63%, 08/15/29 (Call 08/15/24)<sup>(b)</sup> | 8 | 6868 |
| Terrier Media Buyer Inc., 8.88%, 12/15/27 (Call 12/15/22)<sup>(b)</sup> | 13 | 9983 |
|  |  | 106915 |
| **Aerospace & Defense — 0.3%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 03/01/29 (Call 12/01/28) | 60 | 52941 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/01/31 (Call 11/01/30) | 30 | 26457 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/30 (Call 02/01/30) | 50 | 48781 |
| Bombardier Inc., 6.00%, 02/15/28 (Call 02/15/24)<sup>(b)</sup> | 16 | 15000 |
| General Dynamics Corp., 3.63%, 04/01/30 (Call 01/01/30) | 30 | 28361 |
| Howmet Aerospace Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/29 (Call 11/15/28) | 15 | 12672 |
| &nbsp;&nbsp;&nbsp;6.75%, 01/15/28 | 2 | 2043 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 12/15/29 (Call 09/15/29) | 10 | 8611 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/15/28 (Call 03/15/28) | 60 | 58151 |
| Lockheed Martin Corp., 1.85%, 06/15/30 (Call 03/15/30) | 10 | 8270 |
| Moog Inc., 4.25%, 12/15/27 (Call 01/03/23)<sup>(b)</sup> | 10 | 9062 |
| Northrop Grumman Corp., 3.25%, 01/15/28 (Call 10/15/27) | 35 | 32527 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
| Raytheon Technologies Corp., 4.13%, 11/16/28 (Call 08/16/28) | $75 | $72663 |
| Spirit AeroSystems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/28 (Call 03/15/28) | 7 | 5495 |
| &nbsp;&nbsp;&nbsp;9.38%, 11/30/29 | 15 | 15786 |
| TransDigm Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 01/15/29 (Call 01/15/24) | 20 | 17595 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/01/29 (Call 05/01/24) | 5 | 4386 |
|  |  | 418801 |
| **Agriculture — 0.2%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 02/04/32 (Call 11/04/31) | 25 | 18996 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/14/29 (Call 11/14/28) | 25 | 24044 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.26%, 03/25/28 (Call 01/25/28) | 20 | 16777 |
| &nbsp;&nbsp;&nbsp;3.46%, 09/06/29 (Call 06/06/29) | 20 | 17210 |
| &nbsp;&nbsp;&nbsp;4.74%, 03/16/32 (Call 12/16/31) | 10 | 9005 |
| &nbsp;&nbsp;&nbsp;4.91%, 04/02/30 (Call 01/02/30) | 20 | 18555 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/19/32 (Call 07/19/32) | 10 | 11006 |
| BAT International Finance PLC, 4.45%, 03/16/28 (Call 02/16/28) | 25 | 23299 |
| Cargill Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 02/02/31 (Call 11/02/30)<sup>(b)</sup> | 20 | 15692 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/23/29 (Call 02/23/29)<sup>(b)</sup> | 15 | 13737 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/22/32 (Call 03/22/32)<sup>(b)</sup> | 25 | 23246 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 10/11/32 (Call 07/11/32)<sup>(b)(c)</sup> | 5 | 5075 |
| Darling Ingredients Inc., 6.00%, 06/15/30 (Call 06/15/25)<sup>(b)</sup> | 10 | 9797 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/29 (Call 05/15/29) | 25 | 22491 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/17/29 (Call 09/17/29) | 10 | 10168 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/17/32 | 50 | 51499 |
| Vector Group Ltd., 5.75%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 12 | 10428 |
|  |  | 301025 |
| **Airlines — 0.1%** |  |  |
| Air Canada Pass Through Trust, Series 2017-1, Class AA, 3.30%, 07/15/31<sup>(b)</sup> | 4 | 3387 |
| American Airlines 2016-2 Class AA Pass Through Trust, Series 2016-2, Class AA, 3.20%, 12/15/29 | 11 | 9708 |
| American Airlines 2017-2 Class AA Pass Through Trust, Series 2017-2, Class AA, 3.35%, 04/15/31 | 11 | 9907 |
| American Airlines 2021-1 Class B Pass Through Trust, Series B, 3.95%, 01/11/32 | 2 | 1582 |
| American Airlines Inc./AAdvantage Loyalty IP Ltd., 5.75%, 04/20/29<sup>(b)</sup> | 37 | 34551 |
| Delta Air Lines Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 10/28/29 (Call 07/28/29)<sup>(c)</sup> | 5 | 4272 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/19/28 (Call 01/19/28) | 10 | 9142 |
| Delta Air Lines Inc./SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(b)</sup> | 25 | 23688 |
| United Airlines Inc., 4.63%, 04/15/29 (Call 10/15/28)<sup>(b)</sup> | 25 | 22133 |
| United Airlines Pass Through Trust, Series 2016-2, Class AA, 2.88%, 04/07/30 | 4 | 3098 |
|  |  | 121468 |
| **Apparel — 0.0%** |  |  |
| Crocs Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/15/31 (Call 08/15/26)<sup>(b)</sup> | 8 | 6407 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/15/29 (Call 03/15/24)<sup>(b)(c)</sup> | 3 | 2491 |
| Kontoor Brands Inc., 4.13%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 5 | 4134 |
| Levi Strauss & Co., 3.50%, 03/01/31 (Call 03/01/26)<sup>(b)</sup> | 5 | 4123 |
| Wolverine World Wide Inc., 4.00%, 08/15/29 (Call 08/15/24)<sup>(b)(c)</sup> | 10 | 7557 |
|  |  | 24712 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Auto Manufacturers — 0.4%** |  |  |
| Allison Transmission Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/30/31 (Call 01/30/26)<sup>(b)</sup> | $12 | $10052 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 4 | 3807 |
| American Honda Finance Corp., 3.50%, 02/15/28 | 16 | 15039 |
| BMW U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/01/32 (Call 01/01/32)<sup>(b)(c)</sup> | 10 | 9070 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/12/28 (Call 01/12/28)<sup>(b)</sup> | 35 | 33228 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/09/30 (Call 01/09/30)<sup>(b)</sup> | 25 | 23841 |
| Ford Holdings LLC, 9.30%, 03/01/30 | 2 | 2256 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/12/32 (Call 11/12/31) | 23 | 18228 |
| &nbsp;&nbsp;&nbsp;6.10%, 08/19/32 (Call 05/19/32) | 20 | 19195 |
| &nbsp;&nbsp;&nbsp;6.38%, 02/01/29 | 1 | 978 |
| &nbsp;&nbsp;&nbsp;6.63%, 10/01/28 | 3 | 3020 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.45%, 07/16/31<sup>(c)</sup> | 40 | 42239 |
| &nbsp;&nbsp;&nbsp;9.63%, 04/22/30 (Call 01/22/30) | 3 | 3452 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 02/16/28 (Call 12/16/27) | 5 | 4206 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/10/29 (Call 12/10/28) | 10 | 8244 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/17/31 (Call 03/17/31) | 8 | 6552 |
| &nbsp;&nbsp;&nbsp;3.82%, 11/02/27 (Call 08/02/27) | 5 | 4472 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/13/30 (Call 08/13/30) | 10 | 8461 |
| &nbsp;&nbsp;&nbsp;5.11%, 05/03/29 (Call 02/03/29) | 10 | 9274 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/28 (Call 07/01/28) | 60 | 57744 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/15/29 (Call 08/15/29) | 10 | 9666 |
| &nbsp;&nbsp;&nbsp;5.60%, 10/15/32 (Call 07/15/32) | 30 | 28833 |
| General Motors Financial Co. Inc., 5.65%, 01/17/29 (Call 10/17/28) | 30 | 29638 |
| Honda Motor Co. Ltd., 2.97%, 03/10/32 (Call 12/10/31) | 10 | 8717 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/15/28 (Call 04/15/28)<sup>(b)</sup> | 10 | 8097 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 09/15/28 (Call 07/17/28)<sup>(b)</sup> | 5 | 4055 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 04/08/30 (Call 01/08/30)<sup>(b)(c)</sup> | 40 | 40667 |
| Jaguar Land Rover Automotive PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/15/29 (Call 07/15/24)<sup>(b)</sup> | 3 | 2159 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 10 | 7707 |
| Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 | 20 | 24831 |
| Nissan Motor Acceptance Co. LLC, 2.45%, 09/15/28 (Call 07/15/28)<sup>(b)</sup> | 40 | 30864 |
| PM General Purchaser LLC, 9.50%, 10/01/28 (Call 10/01/23)<sup>(b)</sup> | 5 | 4374 |
| Toyota Motor Corp., 2.76%, 07/02/29 | 14 | 12512 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/30 | 85 | 77974 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/29/29 | 10 | 9902 |
| Wabash National Corp., 4.50%, 10/15/28 (Call 10/15/24)<sup>(b)</sup> | 3 | 2546 |
|  |  | 585900 |
| **Auto Parts & Equipment — 0.0%** |  |  |
| American Axle & Manufacturing Inc., 5.00%, 10/01/29 (Call 10/01/24)<sup>(c)</sup> | 7 | 6084 |
| Dana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/30 (Call 05/01/26) | 5 | 4047 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/32 (Call 02/15/27) | 5 | 3954 |
| &nbsp;&nbsp;&nbsp;5.63%, 06/15/28 (Call 06/15/23) | 7 | 6439 |
| Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28 (Call 08/01/23)<sup>(b)</sup> | 5 | 4299 |
| Dornoch Debt Merger Sub Inc., 6.63%, 10/15/29 (Call 10/15/24)<sup>(b)</sup> | 8 | 5338 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Auto Parts & Equipment (continued)** |  |  |
| Goodyear Tire & Rubber Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/29 (Call 04/15/29) | $9 | $7783 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/30/31 (Call 01/30/31)<sup>(c)</sup> | 5 | 4277 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/15/31 (Call 04/15/31)<sup>(c)</sup> | 14 | 11993 |
| Real Hero Merger Sub 2 Inc., 6.25%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 5 | 3451 |
| Titan International Inc., 7.00%, 04/30/28 (Call 04/30/24) | 5 | 4750 |
| Wheel Pros Inc., 6.50%, 05/15/29 (Call 05/15/24)<sup>(b)(c)</sup> | 3 | 1124 |
|  |  | 63539 |
| **Banks — 3.9%** |  |  |
| Banco Santander SA, 2.75%, 12/03/30 | 20 | 15022 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 07/23/31 (Call 07/23/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.530%)<sup>(a)</sup> | 25 | 19491 |
| &nbsp;&nbsp;&nbsp;1.92%, 10/24/31 (Call 10/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.370%)<sup>(a)</sup> | 95 | 73631 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(a)</sup> | 30 | 23505 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/13/31 (Call 02/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.990%)<sup>(a)</sup> | 35 | 28829 |
| &nbsp;&nbsp;&nbsp;2.57%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.210%)<sup>(a)</sup> | 60 | 47784 |
| &nbsp;&nbsp;&nbsp;2.59%, 04/29/31 (Call 04/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.150%)<sup>(a)</sup> | 35 | 28925 |
| &nbsp;&nbsp;&nbsp;2.69%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(a)</sup> | 50 | 40565 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/22/30 (Call 10/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.190%)<sup>(a)</sup> | 10 | 8518 |
| &nbsp;&nbsp;&nbsp;2.97%, 02/04/33 (Call 02/04/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.330%)<sup>(a)</sup> | 45 | 36874 |
| &nbsp;&nbsp;&nbsp;3.19%, 07/23/30 (Call 07/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.180%)<sup>(a)</sup> | 25 | 21807 |
| &nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (Call 12/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.040%)<sup>(a)</sup> | 135 | 123131 |
| &nbsp;&nbsp;&nbsp;3.97%, 02/07/30 (Call 02/07/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.210%)<sup>(a)</sup> | 40 | 36786 |
| &nbsp;&nbsp;&nbsp;4.27%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.310%)<sup>(a)</sup> | 30 | 28236 |
| &nbsp;&nbsp;&nbsp;4.57%, 04/27/33 (Call 04/27/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.830%)<sup>(a)</sup> | 65 | 60583 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/33 (Call 07/22/32)<sup>(a)</sup> | 65 | 62800 |
| &nbsp;&nbsp;&nbsp;Series N, 2.65%, 03/11/32 (Call 03/11/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(a)</sup> | 50 | 40606 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 01/10/37 (Call 01/10/32)<sup>(a)</sup> | 30 | 22828 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/32 (Call 12/15/27)<sup>(a)</sup> | 35 | 30917 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/28/31 (Call 10/28/30) | 30 | 23580 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/26/32 (Call 10/26/31) | 35 | 28772 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/28 (Call 07/30/28) | 10 | 9077 |
| &nbsp;&nbsp;&nbsp;3.30%, 08/23/29 (Call 05/23/29) | 20 | 18034 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/29/28 (Call 10/29/27) | 10 | 9370 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/28/28 | 15 | 14456 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/26/29 (Call 02/26/29) | 10 | 9323 |
| &nbsp;&nbsp;&nbsp;5.83%, 10/25/33 | 15 | 15796 |
| &nbsp;&nbsp;&nbsp;Series J, 1.90%, 01/25/29 (Call 11/25/28) | 10 | 8340 |
| Bank of Nova Scotia (The), 2.45%, 02/02/32 | 70 | 56683 |
| BankUnited Inc., 5.13%, 06/11/30 (Call 03/11/30) | 5 | 4642 |
| Barclays PLC, 4.97%, 05/16/29 (Call 05/16/28), (3 mo. LIBOR US + 1.902%)<sup>(a)</sup> | 220 | 206391 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| BNP Paribas SA, 2.16%, 09/15/29 (Call 09/15/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.218%)<sup>(a)(b)</sup> | $200 | $163056 |
| Canadian Imperial Bank of Commerce, 3.60%, 04/07/32 (Call 03/07/32) | 21 | 18719 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.52%, 11/03/32 (Call 11/03/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.177%)<sup>(a)</sup> | 45 | 35510 |
| &nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (Call 05/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.167%)<sup>(a)</sup> | 35 | 28020 |
| &nbsp;&nbsp;&nbsp;2.57%, 06/03/31 (Call 06/03/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.107%)<sup>(a)</sup> | 90 | 73848 |
| &nbsp;&nbsp;&nbsp;2.67%, 01/29/31 (Call 01/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.146%)<sup>(a)</sup> | 75 | 62388 |
| &nbsp;&nbsp;&nbsp;2.98%, 11/05/30 (Call 11/05/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.422%)<sup>(a)</sup> | 25 | 21358 |
| &nbsp;&nbsp;&nbsp;3.06%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.351%)<sup>(a)</sup> | 25 | 20566 |
| &nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (Call 03/17/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.939%)<sup>(a)</sup> | 25 | 21828 |
| &nbsp;&nbsp;&nbsp;3.98%, 03/20/30 (Call 03/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.338%)<sup>(a)</sup> | 35 | 32055 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.192%)<sup>(a)</sup> | 10 | 9343 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/25/28 | 25 | 23634 |
| &nbsp;&nbsp;&nbsp;4.41%, 03/31/31 (Call 03/31/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.914%)<sup>(a)</sup> | 60 | 55978 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/06/30 (Call 11/06/29) | 35 | 28605 |
| &nbsp;&nbsp;&nbsp;2.64%, 09/30/32 (Call 07/02/32) | 20 | 15024 |
| Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28) | 10 | 9429 |
| Commonwealth Bank of Australia, 3.90%, 03/16/28<sup>(b)</sup> | 50 | 47858 |
| Credit Suisse Group AG, 4.28%, 01/09/28 (Call 01/09/27)<sup>(b)</sup> | 210 | 170564 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;3.73%, 01/14/32 (Call 10/14/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.757%)<sup>(a)</sup> | 10 | 7371 |
| &nbsp;&nbsp;&nbsp;3.74%, 01/07/33 (Call 10/07/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.257%)<sup>(a)</sup> | 10 | 7148 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/01/32 (Call 12/01/27)<sup>(a)</sup> | 5 | 4087 |
| &nbsp;&nbsp;&nbsp;5.88%, 07/08/31 (Call 04/08/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 5.438%)<sup>(a)</sup> | 5 | 4327 |
| Dresdner Funding Trust I, 8.15%, 06/30/31 (Call 06/30/29)<sup>(b)</sup> | 10 | 10138 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/14/28 (Call 02/14/28) | 30 | 28476 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 07/28/30 (Call 07/28/29)<sup>(a)</sup> | 10 | 9479 |
| First-Citizens Bank & Trust Co., 6.13%, 03/09/28 | 5 | 5131 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.99%, 01/27/32 (Call 01/27/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.090%)<sup>(a)</sup> | 30 | 23186 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.248%)<sup>(a)</sup> | 35 | 27684 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/07/30 (Call 11/07/29) | 25 | 20966 |
| &nbsp;&nbsp;&nbsp;2.62%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.281%)<sup>(a)</sup> | 50 | 40393 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/21/32 (Call 10/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.264%)<sup>(a)</sup> | 65 | 52164 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/24/33 (Call 02/24/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(a)</sup> | 60 | 49835 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/30 (Call 12/15/29) | 20 | 18200 |
| &nbsp;&nbsp;&nbsp;3.81%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.158%)<sup>(a)</sup> | 35 | 32217 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.22%, 05/01/29 (Call 05/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.301%)<sup>(a)</sup> | $75 | $70403 |
| HSBC Holdings PLC, 2.80%, 05/24/32 (Call 05/24/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.187%)<sup>(a)</sup> | 270 | 209093 |
| Huntington Bancshares Inc., 2.49%, 08/15/36 (Call 08/15/31)<sup>(a)</sup> | 15 | 11024 |
| Huntington Bancshares Inc./OH, 2.55%, 02/04/30 (Call 11/04/29) | 40 | 33158 |
| Intesa Sanpaolo SpA, 4.20%, 06/01/32 (Call 06/01/31)<sup>(a)(b)</sup> | 10 | 7332 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.76%, 11/19/31 (Call 11/19/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.105%)<sup>(a)</sup> | 40 | 30820 |
| &nbsp;&nbsp;&nbsp;2.07%, 06/01/29 (Call 06/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.015%)<sup>(a)</sup> | 25 | 21042 |
| &nbsp;&nbsp;&nbsp;2.52%, 04/22/31 (Call 04/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.040%)<sup>(a)</sup> | 60 | 49766 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/08/32 (Call 11/08/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.180%)<sup>(a)</sup> | 70 | 56097 |
| &nbsp;&nbsp;&nbsp;2.58%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.250%)<sup>(a)</sup> | 75 | 60929 |
| &nbsp;&nbsp;&nbsp;2.74%, 10/15/30 (Call 10/15/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(a)</sup> | 20 | 16985 |
| &nbsp;&nbsp;&nbsp;2.96%, 05/13/31 (Call 05/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.515%)<sup>(a)</sup> | 80 | 66287 |
| &nbsp;&nbsp;&nbsp;2.96%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.260%)<sup>(a)</sup> | 40 | 33044 |
| &nbsp;&nbsp;&nbsp;3.51%, 01/23/29 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.945%)<sup>(a)</sup> | 85 | 77682 |
| &nbsp;&nbsp;&nbsp;4.01%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.120%)<sup>(a)</sup> | 25 | 23330 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.260%)<sup>(a)</sup> | 35 | 32934 |
| &nbsp;&nbsp;&nbsp;4.49%, 03/24/31 (Call 03/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.790%)<sup>(a)</sup> | 25 | 23715 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 06/14/30 (Call 06/14/29)<sup>(a)</sup> | 10 | 9537 |
| &nbsp;&nbsp;&nbsp;4.59%, 04/26/33 (Call 04/26/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.800%)<sup>(a)</sup> | 75 | 70579 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/25/33 (Call 07/25/32)<sup>(a)</sup> | 45 | 43425 |
| KeyCorp, 2.55%, 10/01/29 | 25 | 21151 |
| Kreditanstalt fuer Wiederaufbau, 1.75%, 09/14/29 | 80 | 70178 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.69%, 06/23/32 (Call 06/23/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.440%)<sup>(a)(b)</sup> | 20 | 15378 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/27/29 (Call 03/27/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.727%)<sup>(a)(b)</sup> | 50 | 46975 |
| &nbsp;&nbsp;&nbsp;5.03%, 01/15/30 (Call 01/15/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.750%)<sup>(a)(b)</sup> | 80 | 75462 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.74%, 03/07/29 | 65 | 59965 |
| &nbsp;&nbsp;&nbsp;3.96%, 03/02/28 | 25 | 23573 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/11/28 | 35 | 32885 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.56%, 09/13/31 | 20 | 15276 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 09/13/33 (Call 09/13/32)<sup>(a)</sup> | 70 | 70141 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;1.79%, 02/13/32 (Call 02/13/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.034%)<sup>(a)</sup> | 35 | 26660 |
| &nbsp;&nbsp;&nbsp;1.93%, 04/28/32 (Call 04/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.020%)<sup>(a)</sup> | 50 | 38316 |
| &nbsp;&nbsp;&nbsp;2.48%, 09/16/36 (Call 09/16/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.360%)<sup>(a)</sup> | 35 | 25967 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.51%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.200%)<sup>(a)</sup> | $45 | $35791 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/22/31 (Call 01/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.143%)<sup>(a)</sup> | 30 | 25199 |
| &nbsp;&nbsp;&nbsp;2.94%, 01/21/33 (Call 01/21/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(a)</sup> | 70 | 57369 |
| &nbsp;&nbsp;&nbsp;3.62%, 04/01/31 (Call 04/01/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.120%)<sup>(a)</sup> | 30 | 26754 |
| &nbsp;&nbsp;&nbsp;3.77%, 01/24/29 (Call 01/24/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.140%)<sup>(a)</sup> | 60 | 55370 |
| &nbsp;&nbsp;&nbsp;4.43%, 01/23/30 (Call 01/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.628%)<sup>(a)</sup> | 10 | 9478 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 07/20/33 (Call 07/20/32)<sup>(a)</sup> | 25 | 23855 |
| &nbsp;&nbsp;&nbsp;6.34%, 10/18/33 | 20 | 21261 |
| &nbsp;&nbsp;&nbsp;7.25%, 04/01/32 | 50 | 57363 |
| National Australia Bank Ltd., 2.33%, 08/21/30<sup>(b)</sup> | 20 | 15236 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 05/01/30 (Call 02/01/30) | 35 | 29090 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/03/29 (Call 02/03/29) | 10 | 9171 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 01/22/30 (Call 10/24/29) | 80 | 67998 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/23/29 (Call 01/23/29) | 50 | 46059 |
| &nbsp;&nbsp;&nbsp;6.04%, 10/28/33 | 25 | 26269 |
| Regions Financial Corp., 1.80%, 08/12/28 (Call 06/12/28) | 40 | 33992 |
| Royal Bank of Canada, 2.30%, 11/03/31 | 80 | 64566 |
| Societe Generale SA, 3.00%, 01/22/30<sup>(b)</sup> | 20 | 16213 |
| Standard Chartered PLC, 4.64%, 04/01/31 (Call 04/01/30)<sup>(a)(b)</sup> | 100 | 89797 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 01/24/30 | 10 | 8535 |
| &nbsp;&nbsp;&nbsp;2.62%, 02/07/33 (Call 02/07/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.002%)<sup>(a)</sup> | 65 | 53518 |
| &nbsp;&nbsp;&nbsp;3.03%, 11/01/34 (Call 11/01/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.490%)<sup>(a)</sup> | 15 | 12713 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 08/04/33 (Call 08/04/32)<sup>(a)</sup> | 10 | 9311 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.14%, 09/23/30 | 25 | 19373 |
| &nbsp;&nbsp;&nbsp;3.04%, 07/16/29 | 40 | 34862 |
| &nbsp;&nbsp;&nbsp;4.31%, 10/16/28 | 15 | 14141 |
| SVB Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/02/31 (Call 11/02/30) | 25 | 17877 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/15/28 (Call 03/15/28) | 10 | 8200 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 04/29/33 (Call 04/29/32)<sup>(a)</sup> | 10 | 8924 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 09/10/31 | 30 | 23635 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/10/32 | 20 | 17311 |
| &nbsp;&nbsp;&nbsp;4.46%, 06/08/32 | 30 | 28725 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/29 (Call 02/16/29) | 15 | 13890 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.92%, 07/28/33 (Call 07/28/32)<sup>(a)</sup> | 20 | 18862 |
| &nbsp;&nbsp;&nbsp;6.12%, 10/28/33 | 25 | 26347 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 07/22/30 (Call 04/22/30) | 50 | 39056 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 11/03/36 (Call 11/03/31)<sup>(a)</sup> | 20 | 15505 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/29 (Call 04/30/29) | 25 | 22206 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 07/22/33 (Call 07/22/32)<sup>(a)</sup> | 20 | 19057 |
| &nbsp;&nbsp;&nbsp;5.85%, 10/21/33 | 10 | 10433 |
| UBS Group AG, 2.10%, 02/11/32 (Call 02/11/31)<sup>(a)(b)</sup> | 20 | 15162 |
| UniCredit SpA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.46%, 06/30/35 (Call 06/30/30)<sup>(a)(b)</sup> | 20 | 15823 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 04/02/34 (Call 04/02/29)<sup>(a)(b)</sup> | $10 | $9053 |
| Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) | 25 | 22743 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.57%, 02/11/31 (Call 02/11/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.262%)<sup>(a)</sup> | 35 | 29343 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/30/30 (Call 10/30/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.432%)<sup>(a)</sup> | 60 | 51656 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/02/33 (Call 03/02/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.500%)<sup>(a)</sup> | 75 | 64127 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/24/29 (Call 10/24/28) | 45 | 42484 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/25/33 (Call 07/25/32)<sup>(a)</sup> | 50 | 48178 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 06/03/31 | 55 | 45635 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 11/15/35 (Call 11/15/30)<sup>(a)</sup> | 35 | 25698 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 07/24/34 (Call 07/24/29)<sup>(a)</sup> | 51 | 43444 |
|  |  | 5349654 |
| **Beverages — 0.4%** |  |  |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | 35 | 32305 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/28 (Call 01/13/28) | 37 | 35858 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/23/29 (Call 10/23/28) | 60 | 60008 |
| Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL, 5.25%, 04/27/29 (Call 04/27/26)<sup>(d)</sup> | 60 | 53920 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 03/15/28 | 25 | 21200 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 | 75 | 65326 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/05/32 | 35 | 29531 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 08/01/29 (Call 05/01/29) | 15 | 13324 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/28 (Call 08/15/28) | 25 | 24464 |
| Heineken NV, 3.50%, 01/29/28 (Call 10/29/27)<sup>(b)</sup> | 7 | 6643 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 05/01/30 (Call 02/01/30) | 15 | 13217 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/15/29 (Call 02/15/29) | 70 | 66079 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/32 (Call 01/15/32) | 10 | 9208 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/30 (Call 02/01/30) | 10 | 8298 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/31 (Call 07/21/31) | 30 | 24703 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/29/29 (Call 04/29/29) | 75 | 67054 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/19/30 (Call 12/19/29) | 60 | 53467 |
| Primo Water Holdings Inc., 4.38%, 04/30/29 (Call 04/30/24)<sup>(b)</sup> | 6 | 5172 |
| Triton Water Holdings Inc., 6.25%, 04/01/29 (Call 04/01/24)<sup>(b)</sup> | 6 | 4673 |
|  |  | 594450 |
| **Biotechnology — 0.2%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 08/15/28 (Call 06/15/28) | 50 | 42492 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/15/32 (Call 10/15/31) | 40 | 31878 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/21/30 (Call 11/21/29) | 25 | 21451 |
| &nbsp;&nbsp;&nbsp;3.35%, 02/22/32 (Call 11/22/31) | 10 | 8940 |
| Biogen Inc., 2.25%, 05/01/30 (Call 02/01/30) | 30 | 24768 |
| CSL Finance PLC, 4.25%, 04/27/32 (Call 01/27/32)<sup>(b)</sup> | 20 | 19026 |
| Emergent BioSolutions Inc., 3.88%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 6 | 2700 |
| Gilead Sciences Inc., 1.65%, 10/01/30 (Call 07/01/30) | 20 | 16118 |
| Grifols Escrow Issuer SA, 4.75%, 10/15/28 (Call 10/15/24)<sup>(b)</sup> | 5 | 4183 |
| Regeneron Pharmaceuticals Inc., 1.75%, 09/15/30 (Call 06/15/30) | 50 | 39304 |
| Royalty Pharma PLC, 2.15%, 09/02/31 (Call 06/02/31) | 30 | 23129 |
|  |  | 233989 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Building Materials — 0.2%** |  |  |
| Boise Cascade Co., 4.88%, 07/01/30 (Call 07/01/25)<sup>(b)</sup> | $3 | $2589 |
| Builders FirstSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/01/32 (Call 08/01/26)<sup>(b)</sup> | 15 | 12167 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/30 (Call 03/01/25)<sup>(b)</sup> | 5 | 4434 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 06/15/32 (Call 06/15/27)<sup>(b)</sup> | 10 | 9268 |
| Camelot Return Merger Sub Inc., 8.75%, 08/01/28 (Call 07/22/24)<sup>(b)</sup> | 10 | 8998 |
| Carrier Global Corp., 2.72%, 02/15/30 (Call 11/15/29) | 15 | 12804 |
| Cornerstone Building Brands Inc., 6.13%, 01/15/29 (Call 09/15/23)<sup>(b)</sup> | 5 | 3378 |
| CP Atlas Buyer Inc., 7.00%, 12/01/28 (Call 12/01/23)<sup>(b)(c)</sup> | 5 | 3658 |
| Fortune Brands Home & Security Inc., 3.25%, 09/15/29 (Call 06/15/29) | 25 | 21573 |
| Griffon Corp., 5.75%, 03/01/28 (Call 03/01/23) | 10 | 9301 |
| Jeld-Wen Inc., 4.88%, 12/15/27 (Call 01/03/23)<sup>(b)</sup> | 3 | 2347 |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA, 2.00%, 09/16/31 (Call 06/16/31) | 55 | 43608 |
| Louisiana-Pacific Corp., 3.63%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 3 | 2553 |
| Masco Corp., 2.00%, 02/15/31 (Call 11/15/30) | 25 | 19509 |
| Masonite International Corp., 3.50%, 02/15/30 (Call 08/15/29)<sup>(b)(c)</sup> | 5 | 3914 |
| MIWD Holdco II LLC/MIWD Finance Corp., 5.50%, 02/01/30 (Call 02/01/25)<sup>(b)</sup> | 5 | 4098 |
| New Enterprise Stone & Lime Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/15/28 (Call 07/15/24)<sup>(b)</sup> | 4 | 3616 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.75%, 07/15/28 (Call 07/15/23)<sup>(b)</sup> | 2 | 1846 |
| Oscar AcquisitionCo LLC/Oscar Finance Inc., 9.50%, 04/15/30 (Call 04/15/25)<sup>(b)</sup> | 7 | 6188 |
| Owens Corning, 3.95%, 08/15/29 (Call 05/15/29) | 25 | 22762 |
| PGT Innovations Inc., 4.38%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 7 | 5894 |
| SRM Escrow Issuer LLC, 6.00%, 11/01/28 (Call 11/01/23)<sup>(b)</sup> | 18 | 16019 |
| Standard Industries Inc./NJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/15/31 (Call 07/15/25)<sup>(b)</sup> | 8 | 6140 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/15/30 (Call 07/15/25)<sup>(b)</sup> | 27 | 22134 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 7 | 6349 |
| Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29 (Call 07/15/23)<sup>(b)</sup> | 5 | 4616 |
| Victors Merger Corp., 6.38%, 05/15/29 (Call 05/15/24)<sup>(b)(c)</sup> | 5 | 3202 |
|  |  | 262965 |
| **Chemicals — 0.3%** |  |  |
| Air Products and Chemicals Inc., 2.05%, 05/15/30 (Call 02/15/30) | 30 | 25236 |
| Ashland LLC, 3.38%, 09/01/31 (Call 06/01/31)<sup>(b)</sup> | 5 | 4005 |
| ASP Unifrax Holdings Inc |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 09/30/28 (Call 09/30/24)<sup>(b)</sup> | 11 | 9087 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/30/29 (Call 09/30/24)<sup>(b)(c)</sup> | 3 | 2006 |
| Avient Corp., 7.13%, 08/01/30 (Call 08/01/25)<sup>(b)</sup> | 10 | 9810 |
| Axalta Coating Systems LLC, 3.38%, 02/15/29 (Call 02/15/24)<sup>(b)(c)</sup> | 5 | 4095 |
| Cabot Corp., 4.00%, 07/01/29 (Call 04/01/29) | 5 | 4494 |
| Celanese U.S. Holdings LLC, 6.38%, 07/15/32 (Call 04/15/32) | 35 | 33418 |
| Chemours Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 15 | 12054 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/15/28 (Call 11/15/23)<sup>(b)</sup> | 6 | 5273 |
| Consolidated Energy Finance SA, 5.63%, 10/15/28 (Call 10/15/24)<sup>(b)</sup> | 4 | 3493 |
| CVR Partners LP/CVR Nitrogen Finance Corp., 6.13%, 06/15/28 (Call 06/15/24)<sup>(b)</sup> | 5 | 4516 |
| Diamond BC BV, 4.63%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 5 | 3769 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 11/15/30 (Call 08/15/30) | 20 | 16004 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 11/30/28 (Call 08/30/28) | $10 | $9885 |
| DuPont de Nemours Inc., 4.73%, 11/15/28 (Call 08/15/28) | 40 | 39836 |
| Ecolab Inc., 2.13%, 02/01/32 (Call 11/01/31)<sup>(c)</sup> | 25 | 20213 |
| Element Solutions Inc., 3.88%, 09/01/28 (Call 09/01/23)<sup>(b)</sup> | 11 | 9411 |
| EverArc Escrow Sarl, 5.00%, 10/30/29 (Call 10/30/24)<sup>(b)</sup> | 5 | 3999 |
| HB Fuller Co., 4.25%, 10/15/28 (Call 10/15/23) | 2 | 1782 |
| Huntsman International LLC, 4.50%, 05/01/29 (Call 02/01/29) | 20 | 18130 |
| Illuminate Buyer LLC/Illuminate Holdings IV Inc., 9.00%, 07/01/28 (Call 07/01/23)<sup>(b)</sup> | 5 | 4147 |
| Ingevity Corp., 3.88%, 11/01/28 (Call 11/01/23)<sup>(b)</sup> | 5 | 4263 |
| Innophos Holdings Inc., 9.38%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 3 | 2943 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 11/01/30 (Call 08/01/30)<sup>(b)</sup> | 25 | 19807 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/26/28 (Call 06/26/28) | 5 | 4717 |
| Iris Holdings Inc., 10.00%, 12/15/28 (Call 06/15/25)<sup>(b)</sup> | 5 | 4370 |
| LSF11 A5 HoldCo LLC, 6.63%, 10/15/29 (Call 10/15/24)<sup>(b)(c)</sup> | 8 | 6501 |
| Methanex Corp., 5.25%, 12/15/29 (Call 09/15/29) | 5 | 4468 |
| Minerals Technologies Inc., 5.00%, 07/01/28 (Call 07/01/23)<sup>(b)</sup> | 3 | 2647 |
| Nufarm Australia Ltd./Nufarm Americas Inc., 5.00%, 01/27/30 (Call 01/27/25)<sup>(b)</sup> | 5 | 4325 |
| Nutrien Ltd., 4.20%, 04/01/29 (Call 01/01/29) | 10 | 9465 |
| Olin Corp., 5.63%, 08/01/29 (Call 08/01/24) | 10 | 9476 |
| Olympus Water U.S. Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/01/28 (Call 10/01/24)<sup>(b)</sup> | 5 | 4051 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 7 | 5037 |
| PPG Industries Inc., 2.80%, 08/15/29 (Call 05/15/29) | 20 | 17431 |
| RPM International Inc., 2.95%, 01/15/32 (Call 10/15/31) | 20 | 15956 |
| SCIH Salt Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/01/28 (Call 05/01/24)<sup>(b)</sup> | 8 | 7123 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 10 | 8346 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/15/32 (Call 12/15/31) | 10 | 7931 |
| &nbsp;&nbsp;&nbsp;2.95%, 08/15/29 (Call 05/15/29) | 10 | 8810 |
| Trinseo Materials Operating SCA/Trinseo Materials |  |  |
| Finance Inc., 5.13%, 04/01/29 (Call 04/01/24)<sup>(b)(c)</sup> | 5 | 3207 |
| Tronox Inc., 4.63%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 13 | 10491 |
| Valvoline Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 06/15/31 (Call 06/15/26)<sup>(b)</sup> | 5 | 4073 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/15/30 (Call 02/15/25)<sup>(b)</sup> | 5 | 4864 |
| Vibrantz Technologies Inc., 9.00%, 02/15/30 (Call 02/15/25)<sup>(b)(c)</sup> | 6 | 4501 |
| WR Grace Holdings LLC, 5.63%, 08/15/29 (Call 08/15/24)<sup>(b)</sup> | 19 | 15658 |
| Yara International ASA, 4.75%, 06/01/28 (Call 03/01/28)<sup>(b)</sup> | 21 | 19473 |
| YPF SA, 2.50%, 06/30/29 (Call 12/30/28)<sup>(d)</sup> | 25 | 17844 |
|  |  | 472441 |
| **Coal — 0.0%** |  |  |
| SunCoke Energy Inc., 4.88%, 06/30/29 (Call 06/30/24)<sup>(b)</sup> | 5 | 4247 |
| Warrior Met Coal Inc., 7.88%, 12/01/28 (Call 12/01/24)<sup>(b)</sup> | 3 | 2969 |
|  |  | 7216 |
| **Commercial Services — 0.4%** |  |  |
| ADT Security Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/01/29 (Call 08/01/28)<sup>(b)(c)</sup> | 7 | 6104 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/15/32<sup>(b)</sup> | 15 | 13081 |
| Adtalem Global Education Inc., 5.50%, 03/01/28 (Call 03/01/24)<sup>(b)</sup> | 3 | 2803 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.00%, 06/01/29 (Call 06/01/24)<sup>(b)(c)</sup> | 7 | 5035 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl 4.63%, 06/01/28 (Call 06/01/24)<sup>(b)</sup> | 30 | 25328 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| AMN Healthcare Inc., 4.00%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | $5 | $4386 |
| APi Group DE Inc., 4.13%, 07/15/29 (Call 07/15/24)<sup>(b)(c)</sup> | 5 | 4161 |
| APX Group Inc., 5.75%, 07/15/29 (Call 07/15/24)<sup>(b)</sup> | 6 | 5112 |
| ASGN Inc., 4.63%, 05/15/28 (Call 05/15/23)<sup>(b)</sup> | 5 | 4464 |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/01/28 (Call 04/01/24)<sup>(b)(c)</sup> | 5 | 4390 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 03/01/29 (Call 03/01/24)<sup>(b)(c)</sup> | 7 | 6186 |
| Block Financial LLC, 3.88%, 08/15/30 (Call 05/15/30) | 10 | 8851 |
| Block Inc., 3.50%, 06/01/31 (Call 03/01/31)<sup>(c)</sup> | 8 | 6497 |
| Carriage Services Inc., 4.25%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 3 | 2249 |
| CoreLogic Inc., 4.50%, 05/01/28 (Call 05/01/24)<sup>(b)(c)</sup> | 5 | 3690 |
| Deluxe Corp., 8.00%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 10 | 8276 |
| Equifax Inc., 2.35%, 09/15/31 (Call 06/15/31) | 25 | 19366 |
| Garda World Security Corp., 6.00%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 5 | 4018 |
| Gartner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 5 | 4383 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 10/01/30 (Call 10/01/25)<sup>(b)</sup> | 16 | 13842 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/01/28 (Call 07/01/23)<sup>(b)</sup> | 6 | 5646 |
| GEO Group Inc., 10.50%, 06/30/28 (Call 12/12/22) | 10 | 10131 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/30 (Call 02/15/30) | 20 | 16476 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/01/28 (Call 03/01/28) | 60 | 56130 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/15/32 (Call 05/15/32) | 5 | 4808 |
| Grand Canyon University, 5.13%, 10/01/28 (Call 08/01/28) | 3 | 2788 |
| GXO Logistics Inc., 2.65%, 07/15/31 (Call 04/15/31) | 30 | 22260 |
| HealthEquity Inc., 4.50%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 5 | 4380 |
| Hertz Corp. (The), 5.00%, 12/01/29 (Call 12/01/24)<sup>(b)</sup> | 18 | 14242 |
| Korn Ferry, 4.63%, 12/15/27 (Call 01/03/23)<sup>(b)</sup> | 3 | 2745 |
| Metis Merger Sub LLC, 6.50%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 5 | 4066 |
| Moody's Corp., 4.25%, 02/01/29 (Call 11/01/28) | 5 | 4808 |
| MPH Acquisition Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/28 (Call 09/01/24)<sup>(b)</sup> | 10 | 7990 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/01/28 (Call 11/01/23)<sup>(b)(c)</sup> | 17 | 12126 |
| Neptune Bidco U.S. Inc., 9.29%, 04/15/29 (Call 10/15/25)<sup>(b)</sup> | 25 | 24073 |
| NESCO Holdings II Inc., 5.50%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 12 | 10619 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30)<sup>(c)</sup> | 15 | 12452 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/29 (Call 07/01/29) | 15 | 13134 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/32 (Call 03/01/32) | 10 | 9528 |
| Paysafe Finance PLC/Paysafe Holdings U.S. Corp., 4.00%, 06/15/29 (Call 06/15/24)<sup>(b)(c)</sup> | 3 | 2214 |
| PECF USS Intermediate Holding III Corp., 8.00%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 4 | 2370 |
| Prime Security Services Borrower LLC/Prime Finance Inc., 6.25%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 10 | 9333 |
| PROG Holdings Inc., 6.00%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 5 | 4364 |
| RELX Capital Inc., 3.00%, 05/22/30 (Call 02/22/30) | 35 | 30401 |
| Rent-A-Center Inc./TX, 6.38%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 5 | 4124 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 25 | 21670 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/28 (Call 05/01/28)<sup>(b)</sup> | 20 | 19907 |
| Sabre GLBL Inc., 11.25%, 12/15/27 (Call 06/15/25)<sup>(b)</sup> | 10 | 10254 |
| Service Corp. International/U.S. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/30 (Call 08/15/25) | 10 | 8325 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/31 (Call 05/15/26) | 10 | 8567 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/01/29 (Call 06/01/24) | 15 | 14220 |
| Signal Parent Inc., 6.13%, 04/01/29 (Call 04/01/24)<sup>(b)</sup> | 3 | 1238 |
| StoneMor Inc., 8.50%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 4 | 3312 |
| TriNet Group Inc., 3.50%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 5 | 4155 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| Triton Container International Ltd., 3.15%, 06/15/31 (Call 03/15/31)<sup>(b)</sup> | $10 | $7894 |
| United Rentals North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/32 (Call 07/15/26) | 6 | 4952 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/15/31 (Call 08/15/25) | 18 | 15484 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/30 (Call 07/15/25) | 5 | 4344 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/15/28 (Call 01/15/23) | 22 | 21004 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/30 (Call 01/15/25) | 5 | 4731 |
| Verisk Analytics Inc., 4.13%, 03/15/29 (Call 12/15/28) | 10 | 9480 |
| Williams Scotsman International Inc., 4.63%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 5 | 4545 |
| WW International Inc., 4.50%, 04/15/29 (Call 04/15/24)<sup>(b)(c)</sup> | 5 | 2881 |
| ZipRecruiter Inc., 5.00%, 01/15/30 (Call 01/15/25)<sup>(b)</sup> | 5 | 4086 |
|  |  | 614479 |
| **Computers — 0.4%** |  |  |
| Ahead DB Holdings LLC, 6.63%, 05/01/28 (Call 05/01/24)<sup>(b)</sup> | 3 | 2445 |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/28 (Call 06/05/28) | 25 | 21461 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/11/30 (Call 02/11/30) | 15 | 12507 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/05/31 (Call 05/05/31) | 40 | 32569 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/11/29 (Call 06/11/29) | 20 | 17531 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/08/29 (Call 06/08/29) | 5 | 4692 |
| &nbsp;&nbsp;&nbsp;3.35%, 08/08/32 (Call 05/08/32) | 80 | 73763 |
| Booz Allen Hamilton Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/01/28 (Call 09/01/23)<sup>(b)</sup> | 15 | 13518 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/29 (Call 07/01/24)<sup>(b)</sup> | 5 | 4448 |
| Condor Merger Sub Inc., 7.38%, 02/15/30 (Call 02/15/25)<sup>(b)(c)</sup> | 20 | 16542 |
| Conduent Business Services LLC/Conduent State & Local Solutions Inc., 6.00%, 11/01/29 (Call 11/01/24)<sup>(b)</sup> | 9 | 7461 |
| Crowdstrike Holdings Inc., 3.00%, 02/15/29 (Call 02/15/24) | 6 | 5067 |
| Dell Inc., 7.10%, 04/15/28 | 15 | 15841 |
| Dell International LLC/EMC Corp., 6.20%, 07/15/30 (Call 04/15/30) | 25 | 25758 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 06/17/30 (Call 03/17/30) | 20 | 17190 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 10 | 8763 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/33 (Call 10/15/32) | 10 | 9551 |
| International Business Machines Corp., 1.95%, 05/15/30 (Call 02/15/30) | 100 | 82364 |
| KBR Inc., 4.75%, 09/30/28 (Call 09/30/23)<sup>(b)</sup> | 2 | 1781 |
| Kyndryl Holdings Inc., 3.15%, 10/15/31 (Call 07/15/31) | 15 | 9944 |
| Leidos Inc., 2.30%, 02/15/31 (Call 11/15/30) | 10 | 7738 |
| NCR Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/28 (Call 10/01/23)<sup>(b)</sup> | 7 | 6089 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 20 | 17207 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/01/30 (Call 10/01/25)<sup>(b)</sup> | 3 | 2535 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 09/01/29 (Call 09/01/24)<sup>(b)(c)</sup> | 5 | 4853 |
| NetApp Inc., 2.70%, 06/22/30 (Call 03/22/30) | 25 | 20925 |
| Presidio Holdings Inc., 8.25%, 02/01/28 (Call 02/01/23)<sup>(b)(c)</sup> | 15 | 13629 |
| Science Applications International Corp., 4.88%, 04/01/28 (Call 04/01/23)<sup>(b)</sup> | 8 | 7370 |
| Seagate HDD Cayman |  |  |
| &nbsp;&nbsp;&nbsp;4.09%, 06/01/29 (Call 03/01/29) | 5 | 4138 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/31 (Call 10/15/30) | 5 | 3918 |
| &nbsp;&nbsp;&nbsp;9.63%, 12/01/32 | 8 | 8898 |
| Virtusa Corp., 7.13%, 12/15/28 (Call 12/15/23)<sup>(b)</sup> | 3 | 2252 |
| Western Digital Corp., 3.10%, 02/01/32 (Call 11/01/31) | 10 | 7432 |
|  |  | 490180 |
| **Cosmetics & Personal Care — 0.1%** |  |  |
| Coty Inc./HFC Prestige Products Inc./HFC Prestige |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;International U.S. LLC, 4.75%, 01/15/29 (Call 01/15/25)<sup>(b)</sup> | 5 | 4457 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Cosmetics & Personal Care (continued)** |  |  |
| Edgewell Personal Care Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/29 (Call 04/01/24)<sup>(b)</sup> | $5 | $4373 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/28 (Call 06/01/23)<sup>(b)</sup> | 5 | 4755 |
| Estee Lauder Companies Inc. (The), 2.38%, 12/01/29 (Call 09/01/29) | 5 | 4312 |
| Procter & Gamble Co. (The), 2.30%, 02/01/32<sup>(c)</sup> | 50 | 42861 |
| Unilever Capital Corp., 1.75%, 08/12/31 (Call 05/12/31) | 100 | 79955 |
|  |  | 140713 |
| **Distribution & Wholesale — 0.0%** |  |  |
| American Builders & Contractors Supply Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 5 | 4127 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 10 | 9049 |
| H&E Equipment Services Inc., 3.88%, 12/15/28 (Call 12/15/23)<sup>(b)</sup> | 13 | 11241 |
| Resideo Funding Inc., 4.00%, 09/01/29 (Call 09/01/24)<sup>(b)</sup> | 2 | 1584 |
|  |  | 26001 |
| **Diversified Financial Services — 1.0%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.00%, 10/29/28 (Call 08/29/28) | 150 | 125935 |
| AG Issuer LLC, 6.25%, 03/01/28 (Call 03/01/23)<sup>(b)</sup> | 5 | 4671 |
| Air Lease Corp., 2.10%, 09/01/28 (Call 07/01/28) | 65 | 52924 |
| Ally Financial Inc. 8.00%, 11/01/31 | 45 | 48158 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/29 (Call 03/03/29) | 10 | 9567 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 08/03/33 (Call 08/03/32)<sup>(a)</sup> | 10 | 9490 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 05/26/33 (Call 02/26/32)<sup>(a)</sup> | 25 | 24035 |
| Aretec Escrow Issuer Inc., 7.50%, 04/01/29 (Call 04/01/24)<sup>(b)</sup> | 3 | 2475 |
| Armor Holdco Inc., 8.50%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 3 | 2258 |
| Avolon Holdings Funding Ltd., 2.75%, 02/21/28 (Call 12/21/27)<sup>(b)</sup> | 40 | 32052 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 08/05/28 (Call 06/05/28)<sup>(b)</sup> | 10 | 8188 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/30/32 (Call 10/30/31)<sup>(b)</sup> | 10 | 7501 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/10/30 (Call 10/10/29)<sup>(b)</sup> | 70 | 57496 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 03/30/32 (Call 12/30/31)<sup>(b)</sup> | 5 | 4004 |
| Blue Owl Finance LLC, 4.38%, 02/15/32 (Call 11/15/31)<sup>(b)</sup> | 10 | 7919 |
| Brookfield Finance Inc., 4.35%, 04/15/30 (Call 01/15/30) | 25 | 22987 |
| Burford Capital Global Finance LLC, 6.88%, 04/15/30 (Call 04/15/25)<sup>(b)</sup> | 5 | 4538 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.36%, 07/29/32 (Call 07/29/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.337%)<sup>(a)</sup> | 55 | 40145 |
| &nbsp;&nbsp;&nbsp;2.62%, 11/02/32 (Call 11/02/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.265%)<sup>(a)</sup> | 5 | 3865 |
| &nbsp;&nbsp;&nbsp;3.27%, 03/01/30 (Call 03/01/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.790%)<sup>(a)</sup> | 20 | 17206 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/31/28 (Call 12/31/27) | 25 | 23467 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 12/01/31 (Call 09/01/31) | 40 | 31734 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/32 (Call 12/03/31) | 50 | 42968 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/25/28 (Call 10/25/27) | 10 | 9369 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/22/29 (Call 02/22/29) | 10 | 9148 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/29 (Call 11/01/28) | 5 | 4799 |
| CI Financial Corp., 3.20%, 12/17/30 (Call 09/17/30) | 30 | 23097 |
| CME Group Inc., 3.75%, 06/15/28 (Call 03/15/28) | 10 | 9678 |
| Cobra AcquisitionCo LLC, 6.38%, 11/01/29 (Call 11/01/24)<sup>(b)</sup> | 8 | 5093 |
| Coinbase Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/01/28 (Call 10/01/24)<sup>(b)</sup> | 17 | 9834 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/01/31 (Call 10/01/26)<sup>(b)(c)</sup> | 8 | 4316 |
| Curo Group Holdings Corp., 7.50%, 08/01/28 (Call 08/01/24)<sup>(b)</sup> | 13 | 5329 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| GPS Hospitality Holding Co. LLC/GPS Finco Inc., 7.00%, 08/15/28 (Call 08/15/24)<sup>(b)</sup> | $3 | $2049 |
| Hightower Holding LLC, 6.75%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 3 | 2490 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/29 (Call 04/15/29) | 20 | 19735 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/33 (Call 12/15/32) | 20 | 19428 |
| Jane Street Group/JSG Finance Inc., 4.50%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 5 | 4398 |
| Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, 08/15/28 (Call 08/15/24)<sup>(b)</sup> | 10 | 8438 |
| Jefferies Group LLC/Jefferies Group Capital Finance Inc., 2.63%, 10/15/31 (Call 07/15/31) | 40 | 30367 |
| Lazard Group LLC, 4.38%, 03/11/29 (Call 12/11/28) | 55 | 51468 |
| LD Holdings Group LLC, 6.13%, 04/01/28 (Call 04/01/24)<sup>(b)</sup> | 5 | 2526 |
| LPL Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 10 | 8743 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/15/31 (Call 05/15/26)<sup>(b)</sup> | 3 | 2592 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/29 (Call 03/01/29) | 10 | 9163 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/26/30 (Call 12/26/29) | 40 | 37290 |
| Midcap Financial Issuer Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 01/15/30 (Call 01/15/25)<sup>(b)</sup> | 3 | 2389 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/01/28 (Call 05/01/24)<sup>(b)</sup> | 8 | 6976 |
| Nationstar Mortgage Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/15/30 (Call 12/15/25)<sup>(b)</sup> | 5 | 3954 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 6 | 5084 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/15/31 (Call 11/15/26)<sup>(b)</sup> | 14 | 11168 |
| Navient Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/28 (Call 06/15/27) | 5 | 4085 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/29 (Call 06/15/28) | 10 | 8221 |
| NFP Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 5 | 4357 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 20 | 16919 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 10/01/30 (Call 10/01/25)<sup>(b)</sup> | 10 | 9617 |
| Nomura Holdings Inc., 5.61%, 07/06/29 | 100 | 98678 |
| Nuveen LLC, 4.00%, 11/01/28 (Call 08/01/28)<sup>(b)</sup> | 20 | 18789 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/28 (Call 09/15/24) | 5 | 3970 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/30 (Call 09/15/25) | 21 | 15861 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/15/29 (Call 05/15/29) | 5 | 4178 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/28 (Call 07/15/27) | 6 | 5516 |
| PennyMac Financial Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 5 | 3919 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 09/15/31 (Call 09/15/26)<sup>(b)</sup> | 5 | 4003 |
| Power Finance Corp. Ltd., 3.90%, 09/16/29<sup>(d)</sup> | 200 | 179108 |
| PRA Group Inc., 5.00%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 3 | 2469 |
| Raymond James Financial Inc., 4.65%, 04/01/30 (Call 01/01/30) | 25 | 24425 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 5 | 4024 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/01/31 (Call 03/01/26)<sup>(b)</sup> | 20 | 15467 |
| Stifel Financial Corp., 4.00%, 05/15/30 (Call 02/15/30) | 25 | 21935 |
| Synchrony Financial, 5.15%, 03/19/29 (Call 12/19/28) | 40 | 38196 |
| United Wholesale Mortgage LLC, 5.50%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 7 | 5795 |
| Visa Inc., 2.05%, 04/15/30 (Call 01/15/30) | 35 | 30239 |
| VistaJet Malta Finance PLC/XO Management Holding Inc., 6.38%, 02/01/30 (Call 02/01/25)<sup>(b)</sup> | 8 | 6566 |
|  |  | 1418841 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric — 1.2%** |  |  |
| Alliant Energy Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 03/01/32 (Call 12/01/31)<sup>(b)</sup> | $20 | $17489 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/28 (Call 03/15/28)<sup>(b)</sup> | 10 | 9462 |
| Ameren Corp., 3.50%, 01/15/31 (Call 10/15/30) | 25 | 22293 |
| Ameren Illinois Co., 3.80%, 05/15/28 (Call 02/15/28) | 5 | 4785 |
| American Electric Power Co. Inc., 5.95%, 11/01/32 | 10 | 10577 |
| Appalachian Power Co., 4.50%, 08/01/32 (Call 05/01/32) | 25 | 23483 |
| Arizona Public Service Co., 2.20%, 12/15/31 (Call 09/15/31) | 25 | 19238 |
| Berkshire Hathaway Energy Co., 3.70%, 07/15/30 (Call 04/15/30) | 25 | 23218 |
| Black Hills Corp., 3.05%, 10/15/29 (Call 07/15/29) | 20 | 17014 |
| Calpine Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/01/31 (Call 03/01/26)<sup>(b)</sup> | 7 | 5765 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 9 | 8234 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 5 | 4328 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/31 (Call 02/01/26)<sup>(b)</sup> | 16 | 13822 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/15/28 (Call 03/15/23)<sup>(b)</sup> | 25 | 22513 |
| CenterPoint Energy Inc., 2.65%, 06/01/31 (Call 03/01/31) | 25 | 20752 |
| Clearway Energy Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 10 | 8441 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/15/32 (Call 01/15/27)<sup>(b)</sup> | 5 | 4019 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/28 (Call 03/15/23)<sup>(b)</sup> | 6 | 5598 |
| Cleveland Electric Illuminating Co. (The), 4.55%, 11/15/30 (Call 08/15/30)<sup>(b)</sup> | 10 | 9450 |
| Connecticut Light & Power Co. (The), Series A, 2.05%, 07/01/31 (Call 04/01/31) | 15 | 12207 |
| Consolidated Edison Co. of New York Inc., Series 20A, 3.35%, 04/01/30 (Call 01/01/30) | 25 | 22634 |
| Consumers Energy Co., 3.80%, 11/15/28 (Call 08/15/28) | 10 | 9556 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 06/01/28 (Call 03/01/28) | 25 | 23967 |
| &nbsp;&nbsp;&nbsp;Series C, 3.38%, 04/01/30 (Call 01/01/30) | 35 | 31049 |
| DPL Inc., 4.35%, 04/15/29 (Call 01/15/29) | 13 | 11514 |
| DTE Energy Co., Series C, 3.40%, 06/15/29 (Call 03/15/29) | 12 | 10740 |
| Duke Energy Carolinas LLC, 2.45%, 08/15/29 (Call 05/15/29) | 10 | 8679 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 06/01/30 (Call 03/01/30) | 15 | 12562 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/31 (Call 03/15/31) | 15 | 12389 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/32 (Call 05/15/32) | 10 | 9494 |
| Duke Energy Florida LLC, 2.50%, 12/01/29 (Call 09/01/29) | 35 | 30265 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 04/01/32 (Call 01/01/32) | 25 | 22335 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/01/28 (Call 06/01/28) | 70 | 66785 |
| Duquesne Light Holdings Inc., 2.78%, 01/07/32 (Call 10/07/31)<sup>(b)</sup> | 10 | 7838 |
| Edison International, 4.13%, 03/15/28 (Call 12/15/27) | 15 | 13899 |
| Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28) | 45 | 43299 |
| EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA, 5.38%, 12/30/30 (Call 12/30/25)<sup>(b)</sup> | 5 | 3336 |
| Entergy Corp., 1.90%, 06/15/28 (Call 04/15/28) | 25 | 21215 |
| Entergy Mississippi LLC, 2.85%, 06/01/28 (Call 03/01/28) | 20 | 17847 |
| Entergy Texas Inc., 1.75%, 03/15/31 (Call 12/15/30) | 75 | 58985 |
| Evergy Inc., 2.90%, 09/15/29 (Call 06/15/29) | 15 | 12958 |
| Eversource Energy, Series O, 4.25%, 04/01/29 (Call 01/01/29) | 5 | 4757 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 20 | 17562 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (Call 01/15/30) | 35 | 33027 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 2.25%, 09/01/30 (Call 06/01/30) | 15 | 11942 |
| &nbsp;&nbsp;&nbsp;Series C, 7.38%, 11/15/31 | 10 | 11252 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| FirstEnergy Transmission LLC, 2.87%, 09/15/28 (Call 07/15/28)<sup>(b)(c)</sup> | $5 | $4354 |
| Georgia Power Co., 4.70%, 05/15/32 (Call 02/15/32) | 10 | 9735 |
| Indiana Michigan Power Co., 3.85%, 05/15/28 (Call 02/15/28) | 5 | 4750 |
| Interstate Power & Light Co., 4.10%, 09/26/28 (Call 06/26/28) | 25 | 24018 |
| IPALCO Enterprises Inc., 4.25%, 05/01/30 (Call 02/01/30) | 10 | 8987 |
| ITC Holdings Corp., 2.95%, 05/14/30 (Call 02/14/30)<sup>(b)</sup> | 10 | 8493 |
| Jersey Central Power & Light Co., 2.75%, 03/01/32 (Call 12/01/31)<sup>(b)</sup> | 10 | 8150 |
| Leeward Renewable Energy Operations LLC, 4.25%, 07/01/29 (Call 07/01/24)<sup>(b)</sup> | 3 | 2503 |
| Metropolitan Edison Co., 4.30%, 01/15/29 (Call 10/15/28)<sup>(b)</sup> | 10 | 9435 |
| MidAmerican Energy Co., 3.65%, 04/15/29 (Call 01/15/29) | 25 | 23639 |
| Mid-Atlantic Interstate Transmission LLC, 4.10%, 05/15/28 (Call 02/15/28)<sup>(b)</sup> | 6 | 5680 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 10 | 8420 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/01/28 (Call 08/01/28) | 15 | 14213 |
| &nbsp;&nbsp;&nbsp;Series C, 8.00%, 03/01/32 | 10 | 11952 |
| New York State Electric & Gas Corp., 2.15%, 10/01/31 (Call 07/01/31)<sup>(b)</sup> | 10 | 7883 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 25 | 20760 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/01/29 (Call 08/01/29) | 50 | 43571 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/32 (Call 04/15/32) | 55 | 54959 |
| Niagara Mohawk Power Corp., 4.28%, 12/15/28 (Call 09/15/28)<sup>(b)</sup> | 20 | 18642 |
| NRG Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 4 | 3340 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 22 | 17716 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/32 (Call 02/15/27)<sup>(b)</sup> | 8 | 6511 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 5 | 4610 |
| &nbsp;&nbsp;&nbsp;5.75%, 01/15/28 (Call 01/15/23) | 6 | 5743 |
| NSTAR Electric Co., 3.25%, 05/15/29 (Call 02/15/29) | 10 | 9195 |
| Oklahoma Gas & Electric Co., 3.80%, 08/15/28 (Call 02/15/28) | 5 | 4707 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/30 (Call 02/15/30) | 35 | 30616 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/28 (Call 08/15/28) | 15 | 14218 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 09/15/32 (Call 06/15/32)<sup>(b)</sup> | 20 | 19781 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/31 (Call 11/01/30) | 15 | 11782 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/01/30 (Call 01/01/30) | 125 | 114499 |
| Pattern Energy Operations LP/Pattern Energy Operations Inc., 4.50%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 5 | 4534 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/28 (Call 07/01/23) | 7 | 6390 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/01/30 (Call 07/01/25) | 18 | 16283 |
| Pike Corp., 5.50%, 09/01/28 (Call 09/01/23)<sup>(b)</sup> | 5 | 4427 |
| Progress Energy Inc., 7.75%, 03/01/31 | 20 | 22937 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/15/31 (Call 12/15/30) | 25 | 20178 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/28 (Call 12/15/27) | 25 | 23834 |
| Public Service Co. of New Hampshire, Series V, 2.20%, 06/15/31 (Call 03/15/31) | 10 | 8274 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 08/15/31 (Call 05/15/31) | 15 | 12108 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/01/28 (Call 02/01/28) | 15 | 14374 |
| Public Service Enterprise Group Inc., 2.45%, 11/15/31 (Call 08/15/31) | 25 | 20176 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/28 (Call 11/01/27) | 20 | 18564 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/29 (Call 02/01/29) | $5 | $4577 |
| Southern California Edison Co., Series A, 4.20%, 03/01/29 (Call 12/01/28) | 10 | 9526 |
| Southern Co. (The), Series A, 3.70%, 04/30/30 (Call 01/30/30) | 45 | 40881 |
| Southwestern Electric Power Co., Series M, 4.10%, 09/15/28 (Call 06/15/28) | 50 | 47850 |
| TransAlta Corp., 7.75%, 11/15/29 | 10 | 10274 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/31 (Call 08/15/31) | 30 | 24532 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/30/32 (Call 12/30/31) | 25 | 20431 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 07/15/29 (Call 04/15/29)<sup>(b)</sup> | 10 | 9045 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 19 | 16995 |
| Wisconsin Electric Power Co., 1.70%, 06/15/28 (Call 04/15/28) | 15 | 12853 |
|  |  | 1694479 |
| **Electrical Components & Equipment — 0.1%** |  |  |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 12/21/28 (Call 10/21/28) | 20 | 17268 |
| &nbsp;&nbsp;&nbsp;2.20%, 12/21/31 (Call 09/21/31) | 25 | 20556 |
| Energizer Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/31/29 (Call 09/30/23)<sup>(b)</sup> | 7 | 5961 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/15/28 (Call 06/15/23)<sup>(b)</sup> | 15 | 13151 |
| WESCO Distribution Inc., 7.25%, 06/15/28 (Call 06/15/23)<sup>(b)</sup> | 10 | 10136 |
|  |  | 67072 |
| **Electronics — 0.2%** |  |  |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/15/31 (Call 06/15/31) | 10 | 8035 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/29 (Call 03/01/29) | 5 | 4832 |
| Arrow Electronics Inc., 3.88%, 01/12/28 (Call 10/12/27) | 21 | 19326 |
| Atkore Inc., 4.25%, 06/01/31 (Call 06/01/26)<sup>(b)</sup> | 3 | 2548 |
| Flex Ltd., 4.88%, 06/15/29 (Call 03/15/29) | 20 | 18640 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/31 (Call 06/01/31) | 45 | 36202 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/33 | 10 | 10307 |
| II-VI Inc., 5.00%, 12/15/29 (Call 12/14/24)<sup>(b)</sup> | 12 | 10605 |
| Imola Merger Corp., 4.75%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 20 | 17961 |
| Jabil Inc., 3.60%, 01/15/30 (Call 10/15/29) | 5 | 4446 |
| Keysight Technologies Inc., 3.00%, 10/30/29 (Call 07/30/29) | 10 | 8757 |
| Sensata Technologies BV, 4.00%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 17 | 14926 |
| Sensata Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 16 | 13304 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/15/30 (Call 11/15/29)<sup>(b)</sup> | 10 | 8857 |
| TD SYNNEX Corp., 2.65%, 08/09/31 (Call 05/09/31) | 5 | 3884 |
| Trimble Inc., 4.90%, 06/15/28 (Call 03/15/28) | 25 | 24279 |
| TTM Technologies Inc., 4.00%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 5 | 4271 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/01/28 (Call 02/01/28) | 10 | 7912 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/31 (Call 01/01/31) | 22 | 15929 |
|  |  | 235021 |
| **Energy - Alternate Sources — 0.0%** |  |  |
| TerraForm Power Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/30 (Call 01/15/25)<sup>(b)</sup> | 7 | 6316 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/31/28 (Call 07/31/27)<sup>(b)</sup> | 5 | 4665 |
|  |  | 10981 |
| **Engineering & Construction — 0.1%** |  |  |
| Arcosa Inc., 4.38%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 8 | 6968 |
| Dycom Industries Inc., 4.50%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 5 | 4295 |
| Fluor Corp., 4.25%, 09/15/28 (Call 06/15/28)<sup>(c)</sup> | 15 | 13649 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Engineering & Construction (continued)** |  |  |
| Global Infrastructure Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | $3 | $2328 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/15/32 (Call 04/15/27)<sup>(b)</sup> | 2 | 1570 |
| Great Lakes Dredge & Dock Corp., 5.25%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 3 | 2454 |
| MasTec Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 15 | 13634 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/15/29 | 3 | 2848 |
| Railworks Holdings LP/Railworks Rally Inc., 8.25%, 11/15/28 (Call 11/15/24)<sup>(b)</sup> | 5 | 4638 |
| TopBuild Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 3 | 2436 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/15/32 (Call 10/15/26)<sup>(b)(c)</sup> | 5 | 4024 |
| VM Consolidated Inc., 5.50%, 04/15/29 (Call 04/15/24)<sup>(b)(c)</sup> | 3 | 2714 |
| Weekley Homes LLC/Weekley Finance Corp., 4.88%, 09/15/28 (Call 09/15/23)<sup>(b)</sup> | 5 | 4091 |
|  |  | 65649 |
| **Entertainment — 0.2%** |  |  |
| Affinity Gaming, 6.88%, 12/15/27 (Call 12/01/23)<sup>(b)</sup> | 5 | 4287 |
| Allen Media LLC/Allen Media Co-Issuer Inc., 10.50%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 6 | 2580 |
| AMC Entertainment Holdings Inc., 7.50%, 02/15/29 (Call 02/15/25)<sup>(b)(c)</sup> | 7 | 3995 |
| Boyne USA Inc., 4.75%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 5 | 4449 |
| Caesars Entertainment Inc., 4.63%, 10/15/29 (Call 10/15/24)<sup>(b)(c)</sup> | 10 | 8413 |
| CDI Escrow Issuer Inc., 5.75%, 04/01/30 (Call 04/01/25)<sup>(b)</sup> | 12 | 11130 |
| Cedar Fair LP, 5.25%, 07/15/29 (Call 07/15/24) | 5 | 4414 |
| Cedar Fair LP/Canada's Wonderland Co./Magnum |  |  |
| Management Corp./Millennium Op, 6.50%, 10/01/28 (Call 10/01/23) | 3 | 2883 |
| Churchill Downs Inc., 4.75%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 5 | 4600 |
| Cinemark USA Inc., 5.25%, 07/15/28 (Call 07/15/24)<sup>(b)(c)</sup> | 10 | 7988 |
| Everi Holdings Inc., 5.00%, 07/15/29 (Call 07/15/24)<sup>(b)</sup> | 3 | 2611 |
| International Game Technology PLC, 5.25%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 5 | 4707 |
| Jacobs Entertainment Inc., 6.75%, 02/15/29 (Call 02/15/25)<sup>(b)</sup> | 14 | 12600 |
| Lions Gate Capital Holdings LLC, 5.50%, 04/15/29 (Call 04/15/24)<sup>(b)(c)</sup> | 13 | 8450 |
| Live Nation Entertainment Inc., 3.75%, 01/15/28 (Call 01/15/24)<sup>(b)</sup> | 4 | 3504 |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/29 (Call 01/15/29)<sup>(b)</sup> | 65 | 56954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 35 | 29743 |
| Midwest Gaming Borrower LLC, 4.88%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 6 | 5181 |
| Motion Bondco DAC, 6.63%, 11/15/27 (Call 01/02/23)<sup>(b)</sup> | 5 | 4358 |
| Odeon Finco PLC, 12.75%, 11/01/27 | 5 | 4296 |
| Penn National Gaming Inc., 4.13%, 07/01/29 (Call 07/01/24)<sup>(b)(c)</sup> | 3 | 2472 |
| Premier Entertainment Sub LLC/Premier Entertainment Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/01/29 (Call 09/01/24)<sup>(b)(c)</sup> | 10 | 8001 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 09/01/31 (Call 09/01/26)<sup>(b)</sup> | 6 | 4570 |
| Scientific Games Holdings LP/Scientific Games U.S. FinCo Inc., 6.63%, 03/01/30 (Call 03/01/25)<sup>(b)</sup> | 16 | 13540 |
| Scientific Games International Inc., 7.25%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 10 | 9842 |
| SeaWorld Parks & Entertainment Inc., 5.25%, 08/15/29 (Call 08/15/24)<sup>(b)(c)</sup> | 16 | 13883 |
| WMG Acquisition Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 6 | 4976 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Entertainment (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/01/29 (Call 12/01/24)<sup>(b)</sup> | $4 | $3483 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/15/30 (Call 07/15/25)<sup>(b)</sup> | 7 | 6093 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 10/01/29 (Call 07/01/29)<sup>(b)</sup> | 15 | 13045 |
|  |  | 267048 |
| **Environmental Control — 0.1%** |  |  |
| Covanta Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/01/29 (Call 12/01/24)<sup>(b)</sup> | 6 | 5095 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/30 (Call 09/01/25) | 3 | 2562 |
| GFL Environmental Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/28 (Call 03/01/28)<sup>(b)</sup> | 5 | 4446 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/28 (Call 08/01/23)<sup>(b)</sup> | 15 | 12880 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/15/29 (Call 08/15/24)<sup>(b)</sup> | 15 | 12872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 5 | 4389 |
| Madison IAQ LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/30/28 (Call 06/30/24)<sup>(b)</sup> | 5 | 4324 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/30/29 (Call 06/30/24)<sup>(b)</sup> | 13 | 9539 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/15/32 (Call 11/15/31) | 25 | 19507 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/28 (Call 02/15/28) | 20 | 19200 |
| Stericycle Inc., 3.88%, 01/15/29 (Call 11/15/23)<sup>(b)</sup> | 4 | 3510 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/29 (Call 02/01/29) | 9 | 8344 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/28 (Call 09/01/28) | 15 | 14503 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/29 (Call 04/01/29) | 25 | 21432 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32)<sup>(c)</sup> | 25 | 24133 |
|  |  | 166736 |
| **Food — 0.5%** |  |  |
| Albertsons Companies Inc./Safeway Inc./New |  |  |
| &nbsp;&nbsp;&nbsp;Albertsons LP/Albertsons LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/29 (Call 09/15/23)<sup>(b)</sup> | 25 | 20841 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/15/30 (Call 02/15/25)<sup>(b)</sup> | 10 | 8923 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/15/28 (Call 01/03/23)<sup>(b)</sup> | 15 | 14356 |
| C&S Group Enterprises LLC, 5.00%, 12/15/28 (Call 12/15/23)<sup>(b)</sup> | 3 | 2233 |
| Campbell Soup Co., 4.15%, 03/15/28 (Call 12/15/27) | 25 | 24209 |
| Chobani LLC/Chobani Finance Corp. Inc., 4.63%, 11/15/28 (Call 11/15/23)<sup>(b)</sup> | 5 | 4424 |
| Conagra Brands Inc., 4.85%, 11/01/28 (Call 08/01/28) | 35 | 34222 |
| General Mills Inc., 2.88%, 04/15/30 (Call 01/15/30) | 30 | 26344 |
| Hershey Co. (The), 2.45%, 11/15/29 (Call 08/15/29) | 5 | 4346 |
| Ingles Markets Inc., 4.00%, 06/15/31 (Call 06/15/26)<sup>(b)</sup> | 3 | 2536 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/02/29 (Call 12/02/28)<sup>(b)</sup> | 15 | 12618 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 02/01/28 (Call 01/01/28)<sup>(b)</sup> | 25 | 23985 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/30 (Call 01/15/25)<sup>(b)(c)</sup> | 50 | 48024 |
| JM Smucker Co. (The), 2.13%, 03/15/32 (Call 12/15/31) | 15 | 11744 |
| Kellogg Co., 4.30%, 05/15/28 (Call 02/15/28) | 10 | 9830 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/31 (Call 12/01/30) | 15 | 14251 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/30/29 (Call 10/30/28) | 2 | 1992 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 05/01/30 (Call 02/01/30) | 15 | 12265 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/29 (Call 10/15/28) | 5 | 4852 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/01/31 | 10 | 11376 |
| Lamb Weston Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/31/30 (Call 01/31/25)<sup>(b)</sup> | 17 | 15190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/31/32 (Call 01/31/27)<sup>(b)</sup> | 7 | 6197 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/15/28 (Call 11/15/27)<sup>(b)</sup> | 4 | 3785 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Food (continued)** |  |  |
| Mars Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 07/16/32 (Call 04/16/32)<sup>(b)</sup> | $10 | $7670 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 04/01/30 (Call 01/01/30)<sup>(b)</sup> | 5 | 4522 |
| Mondelez International Inc., 3.00%, 03/17/32 (Call 12/17/31) | 25 | 21594 |
| Nestle Holdings Inc., 3.63%, 09/24/28 (Call 06/24/28)<sup>(b)</sup> | 150 | 143737 |
| Performance Food Group Inc., 4.25%, 08/01/29 (Call 08/01/24)<sup>(b)</sup> | 11 | 9862 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/32 (Call 09/01/26)<sup>(b)</sup> | 10 | 8087 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/15/31 (Call 04/15/26)<sup>(b)</sup> | 10 | 8690 |
| Post Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/31 (Call 09/15/26)<sup>(b)</sup> | 15 | 12671 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/15/30 (Call 04/15/25)<sup>(b)</sup> | 22 | 19313 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/15/29 (Call 12/15/24)<sup>(b)</sup> | 19 | 17466 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 01/15/28 (Call 12/16/22)<sup>(b)</sup> | 7 | 6677 |
| Safeway Inc., 7.25%, 02/01/31 | 3 | 3000 |
| SEG Holding LLC/SEG Finance Corp., 5.63%, 10/15/28 (Call 10/15/23)<sup>(b)</sup> | 3 | 2847 |
| Simmons Foods Inc./Simmons Prepared Foods Inc./Simmons Pet Food Inc./Simmons Feed, 4.63%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 6 | 4963 |
| Smithfield Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/13/31 (Call 06/13/31)<sup>(b)</sup> | 5 | 3638 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/15/30 (Call 07/15/30)<sup>(b)</sup> | 5 | 3857 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 04/01/29 (Call 01/01/29)<sup>(b)</sup> | 25 | 23213 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 30 | 25201 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (Call 01/01/30) | 10 | 10505 |
| TreeHouse Foods Inc., 4.00%, 09/01/28 (Call 09/01/23) | 5 | 4271 |
| Tyson Foods Inc., 4.35%, 03/01/29 (Call 12/01/28) | 20 | 19413 |
| U.S. Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/01/30 (Call 06/01/25)<sup>(b)</sup> | 5 | 4383 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 6 | 5410 |
| United Natural Foods Inc., 6.75%, 10/15/28 (Call 10/15/23)<sup>(b)</sup> | 5 | 4851 |
|  |  | 694384 |
| **Food Service — 0.0%** |  |  |
| Aramark Services Inc., 5.00%, 02/01/28 (Call 02/01/23)<sup>(b)</sup> | 9 | 8430 |
| TKC Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 05/15/28 (Call 05/15/24)<sup>(b)</sup> | 3 | 2362 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.50%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 10 | 5701 |
|  |  | 16493 |
| **Forest Products & Paper — 0.1%** |  |  |
| Clearwater Paper Corp., 4.75%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 12 | 10617 |
| Domtar Corp., 6.75%, 10/01/28 (Call 10/01/24)<sup>(b)</sup> | 5 | 4363 |
| Georgia-Pacific LLC, 2.30%, 04/30/30 (Call 01/30/30)<sup>(b)</sup> | 15 | 12573 |
| Glatfelter Corp., 4.75%, 11/15/29 (Call 11/01/24)<sup>(b)</sup> | 5 | 3262 |
| Mercer International Inc., 5.13%, 02/01/29 (Call 02/01/24) | 7 | 6009 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/32 (Call 10/15/31) | 40 | 31391 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/31 (Call 10/15/30) | 20 | 16785 |
| Sylvamo Corp., 7.00%, 09/01/29 (Call 09/01/24)<sup>(b)</sup> | 5 | 4834 |
|  |  | 89834 |
| **Gas — 0.1%** |  |  |
| Atmos Energy Corp., 1.50%, 01/15/31 (Call 10/15/30) | 25 | 19546 |
| Boston Gas Co., 3.00%, 08/01/29 (Call 05/01/29)<sup>(b)</sup> | 25 | 21411 |
| CenterPoint Energy Resources Corp., 4.00%, 04/01/28 (Call 01/01/28) | 10 | 9571 |
| NiSource Inc., 1.70%, 02/15/31 (Call 11/15/30) | 30 | 23118 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Gas (continued)** |  |  |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 06/15/30 (Call 03/15/30) | $5 | $3889 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/32 (Call 12/15/31) | 30 | 26302 |
|  |  | 103837 |
| **Health Care - Products — 0.2%** |  |  |
| Avantor Funding Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/01/29 (Call 11/01/24)<sup>(b)</sup> | 8 | 6861 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/15/28 (Call 07/15/23)<sup>(b)</sup> | 16 | 14718 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.27%, 12/01/28 (Call 10/01/28) | 28 | 24197 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/01/30 (Call 01/01/30) | 15 | 13870 |
| Boston Scientific Corp., 2.65%, 06/01/30 (Call 03/01/30) | 15 | 12938 |
| DH Europe Finance II Sarl, 2.60%, 11/15/29 (Call 08/15/29) | 5 | 4421 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28) | 25 | 24154 |
| Garden Spinco Corp., 8.63%, 07/20/30 (Call 07/20/27)<sup>(b)</sup> | 5 | 5343 |
| Hologic Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/15/29 (Call 09/28/23)<sup>(b)</sup> | 7 | 6149 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/01/28 (Call 02/01/23)<sup>(b)</sup> | 3 | 2879 |
| Mozart Debt Merger Sub Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/01/29 (Call 10/01/24)<sup>(b)</sup> | 47 | 40401 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 33 | 26902 |
| PerkinElmer Inc., 3.30%, 09/15/29 (Call 06/15/29) | 30 | 26299 |
| Stryker Corp., 3.65%, 03/07/28 (Call 12/07/27) | 20 | 19189 |
| Teleflex Inc., 4.25%, 06/01/28 (Call 06/01/23)<sup>(b)</sup> | 7 | 6500 |
| Thermo Fisher Scientific Inc., 2.00%, 10/15/31 (Call 07/15/31) | 80 | 65746 |
|  |  | 300567 |
| **Health Care - Services — 0.8%** |  |  |
| Acadia Healthcare Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/29 (Call 10/15/23)<sup>(b)</sup> | 4 | 3689 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/01/28 (Call 07/01/23)<sup>(b)</sup> | 5 | 4711 |
| AHP Health Partners Inc., 5.75%, 07/15/29 (Call 07/15/24)<sup>(b)(c)</sup> | 3 | 2378 |
| Akumin Escrow Inc., 7.50%, 08/01/28 (Call 08/01/24)<sup>(b)</sup> | 3 | 2048 |
| Cano Health LLC, 6.25%, 10/01/28 (Call 10/01/24)<sup>(b)(c)</sup> | 4 | 2023 |
| Catalent Pharma Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 6 | 4908 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/30 (Call 04/01/25)<sup>(b)(c)</sup> | 5 | 4125 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 07/15/28 (Call 05/15/28) | 36 | 30438 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/31 (Call 12/01/30) | 41 | 32470 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/31 (Call 05/01/31) | 18 | 14263 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30 (Call 07/15/30) | 16 | 13203 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/30 (Call 02/15/25) | 19 | 16214 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/15/29 (Call 12/15/24) | 65 | 60419 |
| Charles River Laboratories International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 4 | 3502 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/31 (Call 03/15/26)<sup>(b)</sup> | 5 | 4320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/01/28 (Call 05/01/23)<sup>(b)(c)</sup> | 3 | 2733 |
| CHS/Community Health Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 13 | 9547 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/30 (Call 05/15/25)<sup>(b)</sup> | 36 | 27500 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 6 | 5017 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 04/01/30 (Call 04/01/25)<sup>(b)(c)</sup> | 10 | 5101 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 04/01/28 (Call 04/01/23)<sup>(b)(c)</sup> | 6 | 2883 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 04/15/29 (Call 04/15/24)<sup>(b)(c)</sup> | 18 | 9624 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 12/15/27 (Call 12/16/22)<sup>(b)</sup> | 5 | 4432 |
| DaVita Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 11 | 8079 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/01/30 (Call 06/01/25)<sup>(b)</sup> | 35 | 28327 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/29 (Call 06/15/29) | $40 | $35345 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/32 (Call 07/15/32) | 65 | 67149 |
| Encompass Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/28 (Call 02/01/23) | 5 | 4507 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/01/31 (Call 04/01/26) | 10 | 8634 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/01/30 (Call 02/01/25) | 10 | 8869 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 07/15/31 (Call 04/15/31) | 15 | 11784 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/30 (Call 03/01/30) | 25 | 21651 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29) | 15 | 13754 |
| &nbsp;&nbsp;&nbsp;5.63%, 09/01/28 (Call 03/01/28) | 70 | 69964 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/01/29 (Call 08/01/28) | 10 | 10098 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 02/03/32 (Call 11/03/31) | 25 | 19785 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/29 (Call 05/15/29) | 25 | 22094 |
| Lifepoint Health Inc., 5.38%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 5 | 2916 |
| ModivCare Escrow Issuer Inc., 5.00%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 4 | 3363 |
| Molina Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/15/30 (Call 08/17/30)<sup>(b)</sup> | 10 | 8599 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/15/32 (Call 02/15/32)<sup>(b)</sup> | 8 | 6752 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/28 (Call 06/15/23)<sup>(b)</sup> | 13 | 11795 |
| Pediatrix Medical Group Inc., 5.38%, 02/15/30 (Call 02/15/25)<sup>(b)</sup> | 3 | 2535 |
| Providence St Joseph Health Obligated Group, Series 19A, 2.53%, 10/01/29 (Call 07/01/29) | 5 | 4226 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/30/31 (Call 03/30/31) | 25 | 21118 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/30/29 (Call 03/30/29) | 5 | 4810 |
| Radiology Partners Inc., 9.25%, 02/01/28 (Call 02/01/23)<sup>(b)</sup> | 7 | 4150 |
| Roche Holdings Inc., 1.93%, 12/13/28 (Call 10/13/28)<sup>(b)</sup> | 200 | 173216 |
| Syneos Health Inc., 3.63%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 15 | 11703 |
| Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 10 | 8641 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/15/30 (Call 12/01/24)<sup>(b)</sup> | 20 | 17419 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/15/28 (Call 06/15/23)<sup>(b)</sup> | 5 | 4501 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 10/01/28 (Call 10/01/23)<sup>(b)(c)</sup> | 30 | 26463 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 06/15/30 (Call 06/15/25)<sup>(b)</sup> | 30 | 28438 |
| &nbsp;&nbsp;&nbsp;6.88%, 11/15/31 | 3 | 2648 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/29 | 25 | 22504 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/28 | 35 | 33681 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/32 (Call 02/15/32) | 30 | 28950 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/15/30 | 25 | 25889 |
| &nbsp;&nbsp;&nbsp;5.35%, 02/15/33 | 10 | 10414 |
| Universal Health Services Inc., 2.65%, 10/15/30 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/15/30)<sup>(b)</sup> | 20 | 16044 |
|  |  | 1076363 |
| **Holding Companies - Diversified — 0.1%** |  |  |
| Ares Capital Corp., 3.20%, 11/15/31 (Call 08/15/31) | 25 | 18745 |
| Blackstone Private Credit Fund, 4.00%, 01/15/29 (Call 11/15/28) | 10 | 8570 |
| Compass Group Diversified Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/32 (Call 01/15/27)<sup>(b)</sup> | 3 | 2286 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 17 | 14853 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.38%, 02/01/29 (Call 08/01/28) | 17 | 14293 |
| Owl Rock Capital Corp., 2.88%, 06/11/28 (Call 04/11/28) | 25 | 20072 |
|  |  | 78819 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Home Builders — 0.1%** |  |  |
| Ashton Woods USA LLC/Ashton Woods Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 08/01/29 (Call 08/01/24)<sup>(b)</sup> | $10 | $7868 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/01/30 (Call 04/01/25)<sup>(b)</sup> | 3 | 2311 |
| Beazer Homes USA Inc., 7.25%, 10/15/29 (Call 10/15/24) | 5 | 4416 |
| Brookfield Residential Properties Inc./Brookfield Residential U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/15/30 (Call 02/15/25)<sup>(b)(c)</sup> | 5 | 3941 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 3 | 2404 |
| Century Communities Inc., 3.88%, 08/15/29 (Call 02/15/29)<sup>(b)</sup> | 5 | 4035 |
| Forestar Group Inc., 5.00%, 03/01/28 (Call 03/01/23)<sup>(b)(c)</sup> | 2 | 1706 |
| KB Home |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/31 (Call 12/15/30) | 10 | 7979 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/15/29 (Call 05/15/29) | 2 | 1736 |
| LGI Homes Inc., 4.00%, 07/15/29 (Call 01/15/29)<sup>(b)</sup> | 3 | 2279 |
| M/I Homes Inc., 3.95%, 02/15/30 (Call 08/15/29) | 5 | 3837 |
| Mattamy Group Corp., 4.63%, 03/01/30 (Call 03/01/25)<sup>(b)</sup> | 8 | 6602 |
| MDC Holdings Inc., 3.85%, 01/15/30 (Call 07/15/29) | 15 | 12137 |
| Meritage Homes Corp., 3.88%, 04/15/29 (Call 10/15/28)<sup>(b)</sup> | 5 | 4237 |
| NVR Inc., 3.00%, 05/15/30 (Call 11/15/29) | 10 | 8479 |
| Shea Homes LP/Shea Homes Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 02/15/23) | 5 | 4317 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/01/29 (Call 04/01/24) | 2 | 1660 |
| Taylor Morrison Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 08/01/30 (Call 02/01/30)<sup>(b)</sup> | 13 | 11344 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/28 (Call 10/15/27)<sup>(b)</sup> | 3 | 2804 |
| Thor Industries Inc., 4.00%, 10/15/29 (Call 10/15/24)<sup>(b)</sup> | 6 | 4858 |
| Toll Brothers Finance Corp., 4.35%, 02/15/28 (Call 11/15/27) | 10 | 9013 |
| Tri Pointe Homes Inc., 5.70%, 06/15/28 (Call 12/15/27) | 3 | 2709 |
| Winnebago Industries Inc., 6.25%, 07/15/28 (Call 07/15/23)<sup>(b)</sup> | 2 | 1852 |
|  |  | 112524 |
| **Home Furnishings — 0.1%** |  |  |
| Leggett & Platt Inc., 4.40%, 03/15/29 (Call 12/15/28) | 45 | 42800 |
| Tempur Sealy International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/15/31 (Call 10/15/26)<sup>(b)</sup> | 17 | 13215 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 8 | 6706 |
| Whirlpool Corp., 4.75%, 02/26/29 (Call 11/26/28) | 20 | 19468 |
|  |  | 82189 |
| **Household Products & Wares — 0.1%** |  |  |
| ACCO Brands Corp., 4.25%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 5 | 4182 |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/32 (Call 11/15/31) | 25 | 19285 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/06/28 (Call 09/06/28) | 10 | 9825 |
| Central Garden & Pet Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/30 (Call 10/15/25) | 5 | 4185 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/30/31 (Call 04/30/26)<sup>(b)</sup> | 5 | 4180 |
| Clorox Co. (The), 3.90%, 05/15/28 (Call 02/15/28) | 40 | 38501 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/26/30 (Call 12/26/29) | 20 | 18070 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/25/29 (Call 01/25/29) | 5 | 4594 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/28 (Call 08/01/28) | 35 | 34000 |
| Kronos Acquisition Holdings Inc./KIK Custom Products Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 12/31/27 (Call 12/31/23)<sup>(b)</sup> | 5 | 4153 |
| Spectrum Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/31 (Call 03/15/26)<sup>(b)(c)</sup> | 4 | 3041 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 2 | 1713 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/15/30 (Call 07/15/25)<sup>(b)</sup> | 7 | 6007 |
|  |  | 151736 |
| **Housewares — 0.0%** |  |  |
| Newell Brands Inc., 6.63%, 09/15/29 (Call 06/15/29) | 5 | 4933 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Housewares (continued)** |  |  |
| Scotts Miracle-Gro Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/31 (Call 04/01/26) | $8 | $6136 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/32 (Call 08/01/26) | 4 | 3102 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/15/29 (Call 10/15/24)<sup>(c)</sup> | 3 | 2468 |
| SWF Escrow Issuer Corp., 6.50%, 10/01/29 (Call 10/01/24)<sup>(b)(c)</sup> | 5 | 2922 |
|  |  | 19561 |
| **Insurance — 0.8%** |  |  |
| Acrisure LLC/Acrisure Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 10 | 8186 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/01/29 (Call 08/01/24)<sup>(b)</sup> | 5 | 4003 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 5.88%, 11/01/29 (Call 11/01/24)<sup>(b)(c)</sup> | 8 | 6838 |
| American International Group Inc., 3.40%, 06/30/30 (Call 03/30/30) | 30 | 26839 |
| Americo Life Inc., 3.45%, 04/15/31<sup>(b)(c)</sup> | 35 | 27014 |
| AmWINS Group Inc., 4.88%, 06/30/29 (Call 06/30/24)<sup>(b)(c)</sup> | 10 | 8703 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 35 | 30026 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 10 | 9723 |
| Aon Corp./Aon Global Holdings PLC, 2.05%, 08/23/31 (Call 05/23/31) | 25 | 19817 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/32 (Call 10/15/31) | 25 | 18594 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/27/48 (Call 03/27/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 4.135%)<sup>(a)</sup> | 3 | 2880 |
| Assured Guaranty U.S. Holdings Inc., 3.15%, 06/15/31 (Call 03/15/31) | 20 | 16787 |
| AssuredPartners Inc., 5.63%, 01/15/29 (Call 12/15/23)<sup>(b)</sup> | 5 | 4248 |
| Athene Global Funding, 1.99%, 08/19/28<sup>(b)</sup> | 90 | 73280 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 03/12/30 (Call 12/12/29) | 5 | 4219 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/15/32 (Call 12/15/31) | 15 | 13252 |
| Brighthouse Financial Inc., 5.63%, 05/15/30 (Call 02/15/30) | 20 | 19541 |
| BroadStreet Partners Inc., 5.88%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 8 | 6794 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/31 (Call 12/15/30) | 5 | 3871 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/17/32 (Call 12/17/31) | 15 | 13267 |
| Chubb INA Holdings Inc., 1.38%, 09/15/30 (Call 06/15/30) | 25 | 19705 |
| CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) | 10 | 9591 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/05/29 (Call 02/05/29)<sup>(b)</sup> | 10 | 9118 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/05/32 (Call 01/05/32)<sup>(b)</sup> | 35 | 30866 |
| Doctors Co. An Interinsurance Exchange (The), 4.50%, 01/18/32 (Call 10/18/31)<sup>(b)</sup> | 10 | 8110 |
| Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29) | 5 | 4593 |
| Equitable Holdings Inc., 4.35%, 04/20/28 (Call 01/20/28) | 40 | 38161 |
| F&G Global Funding, 2.00%, 09/20/28<sup>(b)</sup> | 20 | 16433 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 04/17/28 (Call 01/17/28) | 30 | 28570 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/16/32 (Call 05/16/32)<sup>(b)</sup> | 25 | 23550 |
| Fidelity National Financial Inc., 3.40%, 06/15/30 (Call 03/15/30) | 5 | 4218 |
| First American Financial Corp., 2.40%, 08/15/31 (Call 05/15/31) | 15 | 11093 |
| Global Atlantic Fin Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/15/31 (Call 03/15/31)<sup>(b)</sup> | 10 | 7369 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 10/15/29 (Call 07/15/29)<sup>(b)</sup> | 15 | 12618 |
| Globe Life Inc., 4.55%, 09/15/28 (Call 06/15/28) | 5 | 4902 |
| Great-West Lifeco Finance 2018 LP, 4.05%, 05/17/28 (Call 02/17/28)<sup>(b)</sup> | 15 | 14160 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Hartford Financial Services Group Inc. (The), 2.80%, 08/19/29 (Call 05/19/29) | $5 | $4308 |
| Hub International Ltd., 5.63%, 12/01/29 (Call 12/01/24)<sup>(b)</sup> | 5 | 4399 |
| Jackson National Life Global Funding, 3.05%, 06/21/29<sup>(b)</sup> | 50 | 43631 |
| Liberty Mutual Group Inc., 4.57%, 02/01/29<sup>(b)</sup> | 30 | 28028 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/30 (Call 10/15/29) | 25 | 20747 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/31 (Call 10/15/30) | 5 | 4151 |
| Manulife Financial Corp., 3.70%, 03/16/32 (Call 12/16/31)<sup>(c)</sup> | 25 | 22474 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28) | 41 | 40018 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/32 | 10 | 10624 |
| MetLife Inc., 4.55%, 03/23/30 (Call 12/23/29) | 110 | 109960 |
| MGIC Investment Corp., 5.25%, 08/15/28 (Call 08/15/23) | 5 | 4577 |
| Northwestern Mutual Global Funding, 1.70%, 06/01/28<sup>(b)</sup> | 5 | 4238 |
| Ohio National Financial Services Inc., 6.05%, 01/24/30 (Call 10/24/29)<sup>(b)</sup> | 10 | 9313 |
| PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29) | 5 | 4528 |
| Principal Financial Group Inc., 2.13%, 06/15/30 (Call 03/15/30) | 30 | 24767 |
| Principal Life Global Funding II, 2.50%, 09/16/29<sup>(b)</sup> | 5 | 4235 |
| Progressive Corp. (The), 3.00%, 03/15/32 (Call 12/15/31) | 25 | 22086 |
| Protective Life Corp., 4.30%, 09/30/28 (Call 06/30/28)<sup>(b)</sup> | 15 | 14093 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/01/50 (Call 07/01/30)<sup>(a)</sup> | 20 | 16116 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/52 (Call 06/01/32)<sup>(a)</sup> | 35 | 32328 |
| Prudential PLC, 3.13%, 04/14/30 | 40 | 34980 |
| Reinsurance Group of America Inc., 3.90%, 05/15/29 (Call 02/15/29) | 25 | 22945 |
| Ryan Specialty Group LLC, 4.38%, 02/01/30 (Call 02/01/25)<sup>(b)</sup> | 8 | 6837 |
| Sagicor Financial Co. Ltd., 5.30%, 05/13/28 (Call 05/13/24)<sup>(b)</sup> | 5 | 4469 |
| Sammons Financial Group Inc., 4.75%, 04/08/32 (Call 01/08/32)<sup>(b)</sup> | 15 | 12701 |
| Unum Group, 4.00%, 06/15/29 (Call 03/15/29) | 10 | 9093 |
| Willis North America Inc., 2.95%, 09/15/29 (Call 06/15/29) | 20 | 16964 |
|  |  | 1093549 |
| **Internet — 0.6%** |  |  |
| Alibaba Group Holding Ltd., 2.13%, 02/09/31 (Call 11/09/30) | 20 | 16028 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 05/12/31 (Call 02/12/31) | 100 | 83506 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/13/29 (Call 02/13/29) | 75 | 70960 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/13/32 (Call 01/13/32) | 50 | 46620 |
| &nbsp;&nbsp;&nbsp;4.65%, 12/01/29 (Call 10/01/29) | 20 | 20092 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/01/32 | 20 | 20157 |
| ANGI Group LLC, 3.88%, 08/15/28 (Call 08/15/23)<sup>(b)(c)</sup> | 5 | 3757 |
| Arches Buyer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/01/28 (Call 12/01/23)<sup>(b)</sup> | 7 | 5758 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 12/01/28 (Call 12/01/23)<sup>(b)(c)</sup> | 5 | 4034 |
| Booking Holdings Inc., 4.63%, 04/13/30 (Call 01/13/30) | 20 | 19543 |
| Cablevision Lightpath LLC, 5.63%, 09/15/28 (Call 09/15/23)<sup>(b)</sup> | 3 | 2312 |
| Cars.com Inc., 6.38%, 11/01/28 (Call 11/01/23)<sup>(b)</sup> | 3 | 2643 |
| eBay Inc., 2.70%, 03/11/30 (Call 12/11/29) | 43 | 36647 |
| Endurance International Group Holdings Inc., 6.00%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 5 | 3376 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/31 (Call 12/15/30) | 7 | 5697 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/30 (Call 11/15/29) | 10 | 8564 |
| Go Daddy Operating Co. LLC/GD Finance Co. Inc., 3.50%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 10 | 8469 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Internet (continued)** |  |  |
| Match Group Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/01/31 (Call 10/01/26)<sup>(b)</sup> | $5 | $3849 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/01/30 (Call 05/01/25)<sup>(b)</sup> | 5 | 4174 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/01/28 (Call 06/01/23)<sup>(b)</sup> | 5 | 4512 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/27 (Call 01/03/23)<sup>(b)</sup> | 3 | 2815 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 02/15/29 (Call 02/15/24)<sup>(b)(c)</sup> | 3 | 2778 |
| Meta Platforms Inc., 3.85%, 08/15/32 (Call 05/15/32)<sup>(b)</sup> | 30 | 26864 |
| Netflix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 04/15/28 | 12 | 11738 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/15/30 (Call 03/15/30)<sup>(b)(c)</sup> | 17 | 16192 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 11/15/29<sup>(b)</sup> | 7 | 6889 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/28 | 29 | 29560 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/29 | 6 | 6234 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/15/28 (Call 02/15/24)<sup>(b)(c)</sup> | 5 | 3960 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.75%, 06/01/28 (Call 06/01/23)<sup>(b)</sup> | 2 | 1906 |
| NortonLifeLock Inc., 7.13%, 09/30/30 (Call 09/30/25)<sup>(b)</sup> | 5 | 5040 |
| Prosus NV, 3.06%, 07/13/31 (Call 04/13/31)<sup>(d)</sup> | 200 | 150600 |
| Rakuten Group Inc., 6.25%, (Call 04/22/31)<sup>(a)(b)(e)</sup> | 18 | 11771 |
| Tencent Holdings Ltd., 3.98%, 04/11/29 (Call 01/11/29)<sup>(d)</sup> | 200 | 183850 |
| Uber Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/29 (Call 08/15/24)<sup>(b)</sup> | 11 | 9582 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/15/28 (Call 09/15/23)<sup>(b)(c)</sup> | 7 | 6822 |
| Ziff Davis Inc., 4.63%, 10/15/30 (Call 10/15/25)<sup>(b)</sup> | 5 | 4395 |
|  |  | 851694 |
| **Iron & Steel — 0.1%** |  |  |
| Allegheny Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/29 (Call 10/01/24) | 5 | 4278 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/27 (Call 01/03/23) | 10 | 9339 |
| Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29 (Call 09/15/23)<sup>(b)</sup> | 5 | 4860 |
| Carpenter Technology Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.38%, 07/15/28 (Call 07/15/23) | 3 | 2839 |
| &nbsp;&nbsp;&nbsp;7.63%, 03/15/30 (Call 03/15/25) | 2 | 2006 |
| Cleveland-Cliffs Inc., 4.63%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 8 | 7019 |
| Commercial Metals Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 02/15/31 (Call 02/15/26) | 5 | 4174 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/30 (Call 01/15/25) | 3 | 2584 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/32 (Call 03/15/27) | 3 | 2519 |
| Mineral Resources Ltd., 8.50%, 05/01/30 (Call 05/01/25)<sup>(b)</sup> | 15 | 15193 |
| Steel Dynamics Inc., 3.45%, 04/15/30 (Call 01/15/30) | 10 | 8813 |
| TMS International Corp./DE, 6.25%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 3 | 2157 |
| U.S. Steel Corp., 6.88%, 03/01/29 (Call 03/01/24)<sup>(c)</sup> | 5 | 4851 |
| Vale Overseas Ltd., 3.75%, 07/08/30 (Call 04/08/30) | 30 | 26178 |
|  |  | 96810 |
| **Leisure Time — 0.1%** |  |  |
| Brunswick Corp., 4.40%, 09/15/32 (Call 06/15/32) | 30 | 25217 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/28 (Call 05/01/28)<sup>(b)</sup> | 25 | 20806 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/29 (Call 11/01/24)<sup>(b)</sup> | 30 | 21260 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.50%, 06/01/30 (Call 06/01/25)<sup>(b)(c)</sup> | 12 | 10277 |
| Carnival Holdings Bermuda Ltd., 10.38%, 05/01/28 (Call 05/01/25)<sup>(b)</sup> | 20 | 20717 |
| MajorDrive Holdings IV LLC, 6.38%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 5 | 3900 |
| NCL Corp. Ltd., 7.75%, 02/15/29 (Call 11/15/28)<sup>(b)</sup> | 5 | 4003 |
| NCL Finance Ltd., 6.13%, 03/15/28 (Call 12/15/27)<sup>(b)(c)</sup> | 8 | 6276 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/15/28 (Call 12/15/27)<sup>(c)</sup> | 5 | 3761 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Leisure Time (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/01/28 (Call 09/29/27)<sup>(b)</sup> | $21 | $17183 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 01/15/29 (Call 04/01/25)<sup>(b)</sup> | 15 | 15214 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 01/15/29 (Call 04/01/25)<sup>(b)</sup> | 10 | 10240 |
| Viking Cruises Ltd., 7.00%, 02/15/29 (Call 02/15/24)<sup>(b)(c)</sup> | 4 | 3410 |
| Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 3 | 2430 |
| Vista Outdoor Inc., 4.50%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 10 | 7599 |
| VOC Escrow Ltd., 5.00%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 5 | 4308 |
|  |  | 176601 |
| **Lodging — 0.2%** |  |  |
| Boyd Gaming Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/01/27 (Call 12/12/22)<sup>(c)</sup> | 7 | 6528 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/15/31 (Call 06/15/26)<sup>(b)</sup> | 17 | 14916 |
| Full House Resorts Inc., 8.25%, 02/15/28 (Call 02/15/24)<sup>(b)(c)</sup> | 5 | 4453 |
| Hilton Domestic Operating Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 02/15/32 (Call 08/15/26)<sup>(b)</sup> | 26 | 21402 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 6 | 5269 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/31 (Call 05/01/26)<sup>(b)</sup> | 18 | 15161 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/15/30 (Call 01/15/25) | 10 | 9255 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/01/28 (Call 05/01/23)<sup>(b)</sup> | 4 | 3919 |
| Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/01/31 (Call 07/01/26)<sup>(b)</sup> | 5 | 4123 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 16 | 13859 |
| Hyatt Hotels Corp., 4.38%, 09/15/28 (Call 06/15/28) | 12 | 10967 |
| Las Vegas Sands Corp., 3.90%, 08/08/29 (Call 05/08/29) | 10 | 8595 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;Series FF, 4.63%, 06/15/30 (Call 03/15/30) | 42 | 39428 |
| &nbsp;&nbsp;&nbsp;Series X, 4.00%, 04/15/28 (Call 01/15/28) | 6 | 5597 |
| Marriott Ownership Resorts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 5 | 4256 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 01/03/23) | 3 | 2648 |
| Melco Resorts Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/04/29 (Call 12/04/24)<sup>(b)</sup> | 10 | 7945 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 07/21/28 (Call 07/21/23)<sup>(b)</sup> | 10 | 8152 |
| MGM Resorts International, 4.75%, 10/15/28 (Call 07/15/28)<sup>(c)</sup> | 6 | 5339 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/29 (Call 01/08/29) | 5 | 4108 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/08/31 (Call 05/08/31) | 10 | 8019 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/18/30 (Call 03/18/30) | 15 | 13027 |
| &nbsp;&nbsp;&nbsp;5.90%, 08/08/28 (Call 05/08/28) | 15 | 14028 |
| Station Casinos LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 5 | 4416 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/01/31 (Call 06/01/31)<sup>(b)</sup> | 5 | 4191 |
| Studio City Finance Ltd., 5.00%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 17 | 12075 |
| Travel + Leisure Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/29 (Call 09/01/29)<sup>(b)</sup> | 7 | 5716 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/01/30 (Call 12/01/29)<sup>(b)</sup> | 3 | 2453 |
| Wyndham Hotels & Resorts Inc., 4.38%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 5 | 4500 |
| Wynn Macau Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/15/29 (Call 12/15/24)<sup>(b)</sup> | 8 | 6381 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/26/28 (Call 08/26/23)<sup>(b)</sup> | 20 | 16579 |
|  |  | 287305 |
| **Machinery — 0.1%** |  |  |
| ATS Automation Tooling Systems Inc., 4.13%, 12/15/28 (Call 12/15/23)<sup>(b)(c)</sup> | 3 | 2586 |
| BWX Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/30/28 (Call 06/30/23)<sup>(b)</sup> | 3 | 2683 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | $3 | $2642 |
| Caterpillar Inc., 2.60%, 04/09/30 (Call 01/09/30) | 20 | 17574 |
| Deere & Co., 3.10%, 04/15/30 (Call 01/15/30) | 20 | 18104 |
| GrafTech Finance Inc., 4.63%, 12/15/28 (Call 12/15/23)<sup>(b)</sup> | 5 | 4165 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/17/31 | 20 | 16362 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/09/30 | 25 | 21755 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/15/32 | 25 | 24642 |
| Mueller Water Products Inc., 4.00%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 5 | 4351 |
| nVent Finance Sarl, 4.55%, 04/15/28 (Call 01/15/28) | 10 | 9265 |
| OT Merger Corp., 7.88%, 10/15/29 (Call 10/15/24)<sup>(b)</sup> | 5 | 2929 |
| Otis Worldwide Corp., 2.57%, 02/15/30 (Call 11/15/29) | 30 | 25577 |
| Rockwell Automation Inc., 3.50%, 03/01/29 (Call 12/01/28) | 5 | 4703 |
| SPX FLOW Inc., 8.75%, 04/01/30 (Call 04/01/25)<sup>(b)(c)</sup> | 5 | 4138 |
| Terex Corp., 5.00%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 5 | 4539 |
| TK Elevator Holdco GmbH, 7.63%, 07/15/28 (Call 07/15/23)<sup>(b)</sup> | 5 | 4152 |
| Vertiv Group Corp., 4.13%, 11/15/28 (Call 11/15/24)<sup>(b)(c)</sup> | 6 | 5181 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 09/15/28 (Call 06/15/28) | 20 | 19076 |
|  |  | 194424 |
| **Manufacturing — 0.2%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 08/26/29 (Call 05/26/29) | 15 | 12914 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/14/28 (Call 06/14/28) | 15 | 14324 |
| Amsted Industries Inc., 4.63%, 05/15/30 (Call 05/15/25)<sup>(b)</sup> | 3 | 2545 |
| Carlisle Companies Inc., 2.75%, 03/01/30 (Call 12/01/29) | 30 | 25148 |
| General Electric Co., 6.75%, 03/15/32 | 25 | 28337 |
| Hillenbrand Inc., 3.75%, 03/01/31 (Call 03/01/26) | 3 | 2469 |
| LSB Industries Inc., 6.25%, 10/15/28 (Call 10/15/24)<sup>(b)</sup> | 7 | 6537 |
| Parker-Hannifin Corp., 3.25%, 06/14/29 (Call 03/14/29) | 60 | 54213 |
| Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29) | 5 | 4586 |
| Teledyne Technologies Inc., 2.75%, 04/01/31 (Call 01/01/31) | 25 | 20621 |
| Textron Inc., 3.00%, 06/01/30 (Call 03/01/30) | 25 | 21358 |
| Trane Technologies Global Holding Co. Ltd., 3.75%, 08/21/28 (Call 05/21/28) | 5 | 4765 |
| Trane Technologies Luxembourg Finance SA, 3.80%, 03/21/29 (Call 12/21/28) | 30 | 27819 |
|  |  | 225636 |
| **Media — 0.8%** |  |  |
| Altice Financing SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/28 (Call 01/15/23)<sup>(b)(c)</sup> | 10 | 8248 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/15/29 (Call 08/15/24)<sup>(b)</sup> | 15 | 12260 |
| AMC Networks Inc., 4.25%, 02/15/29 (Call 02/15/24) | 10 | 7453 |
| Audacy Capital Corp., 6.75%, 03/31/29 (Call 03/31/24)<sup>(b)</sup> | 5 | 1136 |
| Cable One Inc., 4.00%, 11/15/30 (Call 11/15/25)<sup>(b)(c)</sup> | 7 | 5639 |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/01/31 (Call 07/01/25)<sup>(b)</sup> | 72 | 58795 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/30 (Call 02/15/25)<sup>(b)</sup> | 30 | 25274 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/32 (Call 05/01/26) | 20 | 16514 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/01/30 (Call 09/01/24)<sup>(b)</sup> | 32 | 27559 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/01/32 (Call 02/01/27)<sup>(b)(c)</sup> | 10 | 8357 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/28 (Call 12/16/22)<sup>(b)</sup> | 23 | 21105 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 11 | 9980 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 09/01/29 (Call 09/01/25)<sup>(b)</sup> | 10 | 9530 |
| Charter Communications Operating LLC/Charter |  |  |
| &nbsp;&nbsp;&nbsp;Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/29 (Call 11/15/28) | 10 | 8184 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/28 (Call 11/15/27) | 10 | 9112 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/28 (Call 12/15/27) | 15 | 13953 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 03/30/29 (Call 12/30/28) | $55 | $52396 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/28 (Call 11/15/27) | 25 | 23274 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/01/30 (Call 01/01/30) | 25 | 22938 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/15/28 (Call 07/15/28) | 35 | 33956 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/30 (Call 07/15/30) | 65 | 62719 |
| Cox Communications Inc., 1.80%, 10/01/30 (Call 07/01/30)<sup>(b)</sup> | 10 | 7676 |
| CSC Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 10 | 7209 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 12/01/30 (Call 12/01/25)<sup>(b)</sup> | 10 | 7654 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/31 (Call 11/15/26)<sup>(b)</sup> | 10 | 7833 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/01/30 (Call 12/01/25)<sup>(b)</sup> | 25 | 15820 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/15/31 (Call 11/15/26)<sup>(b)</sup> | 3 | 1923 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/01/28 (Call 02/01/23)<sup>(b)</sup> | 10 | 8982 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/30 (Call 01/15/25)<sup>(b)</sup> | 65 | 44273 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 18 | 16400 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/01/28 (Call 04/01/23)<sup>(b)(c)</sup> | 5 | 3895 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/30 (Call 02/15/30) | 25 | 21159 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/29 (Call 02/15/29) | 25 | 22022 |
| DISH DBS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 12/01/28 (Call 12/01/27)<sup>(b)</sup> | 33 | 26891 |
| &nbsp;&nbsp;&nbsp;7.38%, 07/01/28 (Call 07/01/23) | 12 | 8850 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/01/29 | 15 | 9866 |
| Fox Corp., 4.71%, 01/25/29 (Call 10/25/28) | 55 | 53030 |
| GCI LLC, 4.75%, 10/15/28 (Call 10/15/23)<sup>(b)</sup> | 5 | 4281 |
| Gray Escrow II Inc., 5.38%, 11/15/31 (Call 11/15/26)<sup>(b)(c)</sup> | 14 | 10679 |
| Gray Television Inc., 4.75%, 10/15/30 (Call 10/15/25)<sup>(b)(c)</sup> | 16 | 11845 |
| iHeartCommunications Inc., 4.75%, 01/15/28 (Call 01/15/23)<sup>(b)(c)</sup> | 5 | 4309 |
| LCPR Senior Secured Financing DAC, 5.13%, 07/15/29 (Call 07/15/24)<sup>(b)</sup> | 5 | 4202 |
| Liberty Interactive LLC |  |  |
| &nbsp;&nbsp;&nbsp;8.25%, 02/01/30 | 5 | 2538 |
| &nbsp;&nbsp;&nbsp;8.50%, 07/15/29 | 2 | 1127 |
| McGraw-Hill Education Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/01/28 (Call 08/01/24)<sup>(b)</sup> | 16 | 14216 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 08/01/29 (Call 08/01/24)<sup>(b)(c)</sup> | 7 | 5933 |
| News Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/15/29 (Call 05/15/24)<sup>(b)(c)</sup> | 7 | 6221 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 02/15/32 (Call 02/15/27)<sup>(b)(c)</sup> | 5 | 4614 |
| Nexstar Media Inc., 4.75%, 11/01/28 (Call 11/01/23)<sup>(b)</sup> | 7 | 6228 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/28 (Call 03/01/28) | 55 | 49662 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/31 (Call 10/15/30) | 25 | 22543 |
| Radiate Holdco LLC/Radiate Finance Inc., 6.50%, 09/15/28 (Call 09/15/23)<sup>(b)</sup> | 13 | 7156 |
| Scripps Escrow II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 5 | 4208 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 01/15/31 (Call 01/15/26)<sup>(b)(c)</sup> | 5 | 4082 |
| Sinclair Television Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 12/01/30 (Call 12/01/25)<sup>(b)</sup> | 15 | 11621 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/30 (Call 12/01/24)<sup>(b)(c)</sup> | 5 | 3826 |
| Sirius XM Radio Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/01/31 (Call 09/01/26)<sup>(b)</sup> | 21 | 17162 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/28 (Call 07/15/24)<sup>(b)</sup> | 19 | 16791 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 07/01/30 (Call 07/01/25)<sup>(b)</sup> | 21 | 17720 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/01/29 (Call 07/01/24)<sup>(b)</sup> | 10 | 9323 |
| TCI Communications Inc., 7.13%, 02/15/28 | 5 | 5518 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
| TEGNA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/28 (Call 03/15/23) | $10 | $9426 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/29 (Call 09/15/24) | 8 | 7507 |
| Univision Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/01/29 (Call 05/01/24)<sup>(b)(c)</sup> | 11 | 9417 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 06/30/30 (Call 06/30/25)<sup>(b)</sup> | 15 | 14969 |
| UPC Broadband Finco BV, 4.88%, 07/15/31 (Call 07/15/26)<sup>(b)</sup> | 30 | 25299 |
| Urban One Inc., 7.38%, 02/01/28 (Call 02/01/24)<sup>(b)</sup> | 6 | 5083 |
| Videotron Ltd., 3.63%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 5 | 4255 |
| Virgin Media Finance PLC, 5.00%, 07/15/30 (Call 07/15/25)<sup>(b)</sup> | 20 | 16371 |
| Virgin Media Secured Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/30 (Call 08/15/25)<sup>(b)</sup> | 10 | 8364 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 10 | 9127 |
| Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28 (Call 07/15/23)<sup>(b)</sup> | 5 | 4287 |
| VZ Secured Financing BV, 5.00%, 01/15/32 (Call 01/15/27)<sup>(b)</sup> | 20 | 16539 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/13/31 | 30 | 25846 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/22/30 | 25 | 23532 |
| Warner Media LLC, 7.63%, 04/15/31 | 5 | 5255 |
| Ziggo Bond Co. BV, 5.13%, 02/28/30 (Call 02/15/25)<sup>(b)</sup> | 4 | 3246 |
| Ziggo BV, 4.88%, 01/15/30 (Call 10/15/24)<sup>(b)</sup> | 10 | 8499 |
|  |  | 1144692 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Advanced Drainage Systems Inc., 6.38%, 06/15/30 (Call 07/15/25)<sup>(b)</sup> | 5 | 4827 |
| Roller Bearing Co of America Inc., 4.38%, 10/15/29 (Call 10/15/24)<sup>(b)</sup> | 10 | 8760 |
|  |  | 13587 |
| **Mining — 0.5%** |  |  |
| Arconic Corp., 6.13%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 7 | 6570 |
| Century Aluminum Co., 7.50%, 04/01/28 (Call 04/01/24)<sup>(b)(c)</sup> | 2 | 1731 |
| Coeur Mining Inc., 5.13%, 02/15/29 (Call 02/15/24)<sup>(b)(c)</sup> | 8 | 6224 |
| Constellium SE, 3.75%, 04/15/29 (Call 04/15/24)<sup>(b)(c)</sup> | 5 | 4101 |
| Corp. Nacional del Cobre de Chile, 3.75%, 01/15/31 (Call 10/15/30)<sup>(d)</sup> | 200 | 182138 |
| FMG Resources August 2006 Pty Ltd., 4.38%, 04/01/31 (Call 01/01/31)<sup>(b)</sup> | 21 | 17691 |
| FMG Resources August Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/15/30 (Call 01/15/30)<sup>(b)</sup> | 5 | 4689 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 04/15/32 (Call 01/15/32)<sup>(b)</sup> | 6 | 5505 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/30 (Call 03/01/25) | 10 | 8986 |
| &nbsp;&nbsp;&nbsp;4.63%, 08/01/30 (Call 08/01/25) | 30 | 27604 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/01/29 (Call 09/01/24) | 35 | 33571 |
| Glencore Funding LLC, 2.50%, 09/01/30 (Call 06/01/30)<sup>(b)</sup> | 70 | 56804 |
| Hecla Mining Co., 7.25%, 02/15/28 (Call 02/15/23) | 10 | 9817 |
| Hudbay Minerals Inc., 6.13%, 04/01/29 (Call 04/01/24)<sup>(d)</sup> | 5 | 4496 |
| Indonesia Asahan Aluminium Persero PT, 6.53%, 11/15/28<sup>(d)</sup> | 200 | 202752 |
| Kaiser Aluminum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/31 (Call 06/01/26)<sup>(b)</sup> | 15 | 12658 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/01/28 (Call 03/01/23)<sup>(b)(c)</sup> | 3 | 2637 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 07/15/32 (Call 04/15/32) | 25 | 20084 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/29 (Call 07/01/29) | 5 | 4303 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/15/31 (Call 08/15/26)<sup>(b)</sup> | 5 | 4115 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/30/30 (Call 01/30/25)<sup>(b)</sup> | 22 | 19859 |
| Rio Tinto Finance USA Ltd., 7.13%, 07/15/28 | 20 | 22200 |
| South32 Treasury Ltd., 4.35%, 04/14/32 (Call 01/14/32)<sup>(b)</sup> | 10 | 8731 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mining (continued)** |  |  |
| Southern California Edison Co., 5.95%, 11/01/32 | $20 | $21193 |
|  |  | 688459 |
| **Office & Business Equipment — 0.0%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/29 (Call 08/15/23) | 20 | 16808 |
| &nbsp;&nbsp;&nbsp;3.57%, 12/01/31 (Call 09/01/31) | 10 | 8252 |
| Pitney Bowes Inc., 7.25%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 3 | 2143 |
| Xerox Holdings Corp., 5.50%, 08/15/28 (Call 07/15/28)<sup>(b)</sup> | 11 | 8863 |
|  |  | 36066 |
| **Office Furnishings — 0.0%** |  |  |
| Interface Inc., 5.50%, 12/01/28 (Call 12/01/23)<sup>(b)</sup> | 5 | 4067 |
| Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28)<sup>(c)</sup> | 4 | 3507 |
|  |  | 7574 |
| **Oil & Gas — 1.6%** |  |  |
| Antero Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 03/01/30 (Call 03/01/25)<sup>(b)</sup> | 5 | 4666 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 4 | 4092 |
| Apache Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/30 (Call 10/15/29) | 5 | 4497 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 5 | 4521 |
| &nbsp;&nbsp;&nbsp;7.75%, 12/15/29 | 2 | 2092 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/30/29 (Call 09/01/24)<sup>(b)</sup> | 3 | 2704 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 12/31/28 (Call 02/01/24)<sup>(b)</sup> | 2 | 1992 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.72%, 01/12/32 (Call 10/12/31) | 20 | 16989 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/06/30 (Call 01/06/30) | 50 | 46588 |
| &nbsp;&nbsp;&nbsp;3.94%, 09/21/28 (Call 06/21/28) | 10 | 9627 |
| Callon Petroleum Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 06/15/30 (Call 06/15/25)<sup>(b)(c)</sup> | 10 | 9406 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 08/01/28 (Call 08/01/24)<sup>(b)(c)</sup> | 5 | 4935 |
| Chesapeake Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/01/29 (Call 02/05/24)<sup>(b)</sup> | 5 | 4799 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 7 | 6939 |
| Chevron USA Inc., 3.25%, 10/15/29 (Call 07/15/29) | 5 | 4648 |
| CNOOC Petroleum North America ULC, 7.88%, 03/15/32. | 100 | 118353 |
| CNX Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 4 | 3762 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 01/15/31 (Call 01/15/26)<sup>(b)</sup> | 4 | 3977 |
| Colgate Energy Partners III LLC, 5.88%, 07/01/29 (Call 07/01/24)<sup>(b)</sup> | 5 | 4599 |
| Comstock Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 01/15/30 (Call 01/15/25)<sup>(b)</sup> | 9 | 8237 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 20 | 19355 |
| ConocoPhillips Co., 6.95%, 04/15/29 | 70 | 78121 |
| Continental Resources Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/01/32 (Call 01/01/32)<sup>(b)</sup> | 10 | 7611 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/15/28 (Call 10/15/27) | 15 | 13841 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/31 (Call 07/15/30)<sup>(b)</sup> | 25 | 23644 |
| Coterra Energy Inc., 4.38%, 03/15/29 (Call 12/15/28)<sup>(b)</sup> | 20 | 19133 |
| CrownRock LP/CrownRock Finance Inc., 5.00%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 13 | 11975 |
| CVR Energy Inc., 5.75%, 02/15/28 (Call 02/15/23)<sup>(b)</sup>. | 3 | 2704 |
| Devon Energy Corp., 4.50%, 01/15/30 (Call 01/15/25) | 35 | 32658 |
| Diamondback Energy Inc., 3.50%, 12/01/29 (Call 09/01/29) | 35 | 31208 |
| Ecopetrol SA |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 11/02/31 (Call 08/02/31) | 20 | 15138 |
| &nbsp;&nbsp;&nbsp;6.88%, 04/29/30 (Call 01/29/30) | 50 | 44703 |
| Encino Acquisition Partners Holdings LLC, 8.50%, 05/01/28 (Call 05/01/24)<sup>(b)</sup> | 5 | 4797 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Endeavor Energy Resources LP/EER Finance Inc., 5.75%, 01/30/28 (Call 01/30/23)<sup>(b)</sup> | $7 | $6889 |
| Energean Israel Finance Ltd., 5.88%, 03/30/31 (Call 09/30/30)<sup>(b)</sup> | 27 | 24030 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/15/31 (Call 05/15/30)<sup>(b)(c)</sup> | 5 | 4322 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/29 (Call 07/15/28) | 5 | 4793 |
| &nbsp;&nbsp;&nbsp;7.00%, 02/01/30 (Call 11/01/29) | 45 | 47351 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 05/22/30 (Call 02/22/30) | 55 | 47450 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/10/28 (Call 06/10/28) | 40 | 38317 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.44%, 08/16/29 (Call 05/16/29) | 10 | 8845 |
| &nbsp;&nbsp;&nbsp;3.48%, 03/19/30 (Call 12/19/29) | 60 | 56482 |
| Global Marine Inc., 7.00%, 06/01/28 | 2 | 1392 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/31 | 15 | 16509 |
| &nbsp;&nbsp;&nbsp;7.88%, 10/01/29 | 15 | 16822 |
| Hilcorp Energy I LP/Hilcorp Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 5 | 4588 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/15/30 (Call 04/15/25)<sup>(b)</sup> | 5 | 4615 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/31 (Call 02/01/26)<sup>(b)</sup> | 15 | 13775 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 04/15/32 (Call 05/15/27)<sup>(b)</sup> | 5 | 4586 |
| Laredo Petroleum Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 07/31/29 (Call 07/31/24)<sup>(b)(c)</sup> | 3 | 2862 |
| &nbsp;&nbsp;&nbsp;10.13%, 01/15/28 (Call 01/15/23) | 3 | 3035 |
| Leviathan Bond Ltd., 6.75%, 06/30/30 (Call 12/30/29)<sup>(b)</sup> | 25 | 23649 |
| MEG Energy Corp., 5.88%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 5 | 4744 |
| Murphy Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/27 (Call 01/03/23) | 5 | 4880 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/15/28 (Call 07/15/24) | 5 | 4931 |
| &nbsp;&nbsp;&nbsp;7.05%, 05/01/29 | 5 | 4953 |
| Nabors Industries Ltd., 7.50%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 3 | 2742 |
| Northern Oil and Gas Inc., 8.13%, 03/01/28 (Call 03/01/24)<sup>(b)</sup> | 5 | 4889 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/15/29 (Call 05/15/29)<sup>(c)</sup> | 8 | 7239 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 01/01/31 (Call 07/01/30)<sup>(c)</sup> | 19 | 19286 |
| &nbsp;&nbsp;&nbsp;6.38%, 09/01/28 (Call 03/01/28) | 5 | 5105 |
| &nbsp;&nbsp;&nbsp;6.63%, 09/01/30 (Call 03/01/30) | 26 | 27134 |
| &nbsp;&nbsp;&nbsp;7.50%, 05/01/31 | 6 | 6517 |
| &nbsp;&nbsp;&nbsp;7.88%, 09/15/31 | 6 | 6572 |
| &nbsp;&nbsp;&nbsp;8.88%, 07/15/30 (Call 01/15/30) | 8 | 9156 |
| Ovintiv Inc., 8.13%, 09/15/30 | 10 | 11164 |
| Parkland Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 6 | 5058 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 05/01/30 (Call 05/01/25)<sup>(b)</sup> | 16 | 13415 |
| Patterson-UTI Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 02/01/28 (Call 11/01/27) | 13 | 11503 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/29 (Call 08/15/29) | 3 | 2667 |
| PBF Holding Co. LLC/PBF Finance Corp., 6.00%, 02/15/28 (Call 02/15/23)<sup>(c)</sup> | 6 | 5475 |
| Petrobras Global Finance BV, 5.60%, 01/03/31 (Call 10/03/30) | 260 | 243077 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 01/28/31 (Call 10/28/30) | 35 | 26313 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 02/16/32 (Call 11/16/31)<sup>(c)</sup> | 150 | 116101 |
| &nbsp;&nbsp;&nbsp;6.84%, 01/23/30 (Call 10/23/29) | 113 | 92903 |
| Petronas Capital Ltd., 2.48%, 01/28/32 (Call 10/28/31)<sup>(d)</sup> | 200 | 167986 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 12/15/30 (Call 09/15/30) | 35 | 28455 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/01/28 (Call 12/01/27)<sup>(b)</sup> | 10 | 9227 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Pioneer Natural Resources Co., 1.90%, 08/15/30 (Call 05/15/30) | $50 | $40024 |
| Precision Drilling Corp., 6.88%, 01/15/29 (Call 01/15/25)<sup>(b)</sup> | 3 | 2832 |
| Range Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/30 (Call 02/15/25)<sup>(b)(c)</sup> | 5 | 4449 |
| &nbsp;&nbsp;&nbsp;8.25%, 01/15/29 (Call 01/15/24) | 14 | 14605 |
| Rockcliff Energy II LLC, 5.50%, 10/15/29 (Call 10/15/24)<sup>(b)</sup> | 5 | 4573 |
| Santos Finance Ltd., 3.65%, 04/29/31 (Call 01/29/31)<sup>(b)</sup> | 5 | 4025 |
| Shell International Finance BV, 3.88%, 11/13/28 (Call 08/13/28) | 80 | 77966 |
| Sinopec Group Overseas Development 2018 Ltd., 2.70%, 05/13/30 (Call 02/13/30)<sup>(d)</sup> | 200 | 176322 |
| SM Energy Co., 6.50%, 07/15/28 (Call 07/15/24) | 3 | 2925 |
| Southwestern Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/01/32 (Call 02/01/27) | 18 | 15837 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/01/29 (Call 02/01/24) | 5 | 4721 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/15/30 (Call 03/15/25) | 9 | 8461 |
| &nbsp;&nbsp;&nbsp;8.38%, 09/15/28 (Call 09/15/23) | 3 | 3127 |
| Sunoco LP/Sunoco Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/29 (Call 05/15/24) | 13 | 11366 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/30/30 (Call 04/30/25) | 6 | 5210 |
| Teine Energy Ltd., 6.88%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 3 | 2730 |
| Tosco Corp., 8.13%, 02/15/30 | 30 | 35526 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;2.83%, 01/10/30 (Call 10/10/29) | 15 | 13413 |
| &nbsp;&nbsp;&nbsp;3.46%, 02/19/29 (Call 11/19/28) | 5 | 4705 |
| TotalEnergies Capital SA, 3.88%, 10/11/28 | 4 | 3903 |
| Transocean Inc., 7.50%, 04/15/31<sup>(c)</sup> | 8 | 5301 |
| Valero Energy Corp., 2.80%, 12/01/31 (Call 09/01/31) | 20 | 16582 |
| Vermilion Energy Inc., 6.88%, 05/01/30 (Call 05/01/25)<sup>(b)</sup> | 8 | 7422 |
| Woodside Finance Ltd., 4.50%, 03/04/29 (Call 12/04/28)<sup>(b)</sup> | 20 | 18886 |
|  |  | 2229026 |
| **Oil & Gas Services — 0.1%** |  |  |
| Archrock Partners LP/Archrock Partners Finance Corp., 6.25%, 04/01/28 (Call 04/01/23)<sup>(b)</sup> | 6 | 5572 |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., 3.14%, 11/07/29 (Call 08/07/29) | 5 | 4459 |
| Bristow Group Inc., 6.88%, 03/01/28 (Call 03/01/24)<sup>(b)</sup> | 3 | 2794 |
| Halliburton Co., 2.92%, 03/01/30 (Call 12/01/29) | 25 | 21664 |
| Oceaneering International Inc., 6.00%, 02/01/28 (Call 11/01/27) | 3 | 2724 |
| Schlumberger Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/17/28 (Call 02/17/28)<sup>(b)</sup> | 10 | 9446 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/01/29 (Call 02/01/29)<sup>(b)</sup> | 20 | 19012 |
| Weatherford International Ltd., 8.63%, 04/30/30 (Call 10/30/24)<sup>(b)(c)</sup> | 20 | 19173 |
|  |  | 84844 |
| **Packaging & Containers — 0.1%** |  |  |
| Ardagh Metal Packaging Finance USA LLC/Ardagh Metal |  |  |
| &nbsp;&nbsp;&nbsp;Packaging Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/01/28 (Call 05/15/24)<sup>(b)</sup> | 5 | 4229 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/29 (Call 05/15/24)<sup>(b)</sup> | 10 | 8064 |
| Ball Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/15/30 (Call 05/15/30)<sup>(c)</sup> | 20 | 16247 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/15/31 (Call 06/15/31) | 7 | 5573 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/15/28 | 10 | 10344 |
| Cascades Inc./Cascades USA Inc., 5.38%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 4 | 3564 |
| Clydesdale Acquisition Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 04/15/29 (Call 04/15/25)<sup>(b)</sup> | 10 | 9655 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 04/15/30 (Call 04/15/25)<sup>(b)</sup> | 10 | 8995 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par (000)* | *Value* |
| **Packaging & Containers (continued)** |  |  |
| Crown Americas LLC, 5.25%, 04/01/30 (Call 01/01/30)<sup>(b)</sup> | $9 | $8324 |
| Graham Packaging Co. Inc., 7.13%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 6 | 5099 |
| Graphic Packaging International LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/28<sup>(b)</sup> | 6 | 5265 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/29 (Call 09/01/28)<sup>(b)</sup> | 5 | 4258 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/01/30 (Call 08/01/29)<sup>(b)</sup> | 4 | 3426 |
| Intelligent Packaging Ltd. Finco Inc./Intelligent Packaging Ltd. | Intelligent Packaging Ltd. Finco Inc./Intelligent Packaging Ltd. | Intelligent Packaging Ltd. Finco Inc./Intelligent Packaging Ltd. |
| &nbsp;&nbsp;&nbsp;&nbsp;Co-Issuer LLC, 6.00%, 09/15/28 (Call 01/03/23)<sup>(b)</sup> | 5 | 4069 |
| LABL Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/01/28 (Call 11/01/24)<sup>(b)</sup> | 10 | 8887 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 11/01/29 (Call 11/01/24)<sup>(b)</sup> | 3 | 2440 |
| OI European Group BV, 4.75%, 02/15/30 (Call 11/15/24)<sup>(b)</sup> | 3 | 2589 |
| Packaging Corp. of America, 3.00%, 12/15/29 (Call 09/15/29) | 10 | 8693 |
| Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer Inc., 4.38%, 10/15/28 (Call 10/15/24)<sup>(b)</sup> | 5 | 4346 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/01/27 (Call 09/01/27)<sup>(b)</sup> | 3 | 2697 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/29 (Call 04/15/25)<sup>(b)</sup> | 3 | 2790 |
| Silgan Holdings Inc., 4.13%, 02/01/28 (Call 12/16/22) | 5 | 4694 |
| Sonoco Products Co., 3.13%, 05/01/30 (Call 02/01/30) | 20 | 17329 |
| TriMas Corp., 4.13%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 3 | 2581 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 10 | 9348 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/29 (Call 12/15/28) | 10 | 9678 |
|  |  | 173184 |
| **Pharmaceuticals — 0.8%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 11/21/29 (Call 08/21/29) | 75 | 68509 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/14/28 (Call 08/14/28) | 70 | 68305 |
| AdaptHealth LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 08/01/29 (Call 02/01/24)<sup>(b)</sup> | 7 | 5888 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/01/30 (Call 03/01/25)<sup>(b)</sup> | 4 | 3424 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 08/01/28 (Call 08/01/23)<sup>(b)</sup> | 3 | 2769 |
| AstraZeneca PLC, 1.38%, 08/06/30 (Call 05/06/30) | 70 | 56105 |
| Bausch Health Companies Inc., 6.25%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 2 | 846 |
| Bausch Health Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/01/28 (Call 06/01/24)<sup>(b)(c)</sup> | 26 | 15929 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 2 | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp;11.00%, 09/30/28<sup>(b)(c)</sup> | 25 | 19270 |
| &nbsp;&nbsp;&nbsp;14.00%, 10/15/30 | 10 | 5624 |
| Becton Dickinson and Co., 1.96%, 02/11/31 (Call 11/11/30) | 50 | 40196 |
| BellRing Brands Inc., 7.00%, 03/15/30 (Call 03/15/27)<sup>(b)</sup> | 11 | 10630 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 11/13/30 (Call 08/13/30) | 65 | 51941 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/32 (Call 12/15/31) | 15 | 13303 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/26/29 (Call 04/26/29) | 17 | 15925 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 60 | 50980 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 60 | 58499 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 09/15/31 (Call 06/15/31) | 30 | 24061 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/29 (Call 05/15/29) | 45 | 40704 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (Call 12/25/27) | 55 | 53469 |
| Elanco Animal Health Inc., 6.40%, 08/28/28 (Call 05/28/28) | 6 | 5544 |
| Eli Lilly & Co., 3.38%, 03/15/29 (Call 12/15/28) | 55 | 52252 |
| Embecta Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/30 (Call 02/15/27)<sup>(b)</sup> | 5 | 4272 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 02/15/30 (Call 02/15/27)<sup>(b)</sup> | 2 | 1828 |
| GlaxoSmithKline Capital Inc., 3.88%, 05/15/28 | 25 | 24213 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| HLF Financing Sarl LLC/Herbalife International Inc., 4.88%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | $10 | $7151 |
| Jazz Securities DAC, 4.38%, 01/15/29 (Call 07/15/24)<sup>(b)</sup> | 20 | 17989 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 09/01/30 (Call 06/01/30) | 30 | 24613 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/28 (Call 10/15/27) | 25 | 23677 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 09/01/29<sup>(c)</sup> | 15 | 17797 |
| Mallinckrodt International Finance SA/Mallinckrodt CB LLC, 11.50%, 12/15/28 (Call 06/15/27)<sup>(b)</sup> | 15 | 12936 |
| McKesson Corp., 3.95%, 02/16/28 (Call 11/16/27) | 20 | 18998 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 12/10/28 (Call 10/10/28) | 50 | 43511 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/10/31 (Call 09/10/31) | 30 | 24939 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/07/29 (Call 12/07/28) | 25 | 23560 |
| Option Care Health Inc., 4.38%, 10/31/29 (Call 10/31/24)<sup>(b)</sup> | 5 | 4263 |
| Organon & Co./Organon Foreign Debt Co.-Issuer BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/30/28 (Call 04/30/24)<sup>(b)</sup> | 15 | 13498 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 04/30/31 (Call 04/30/26)<sup>(b)</sup> | 25 | 22181 |
| Owens & Minor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/31/29 (Call 03/31/24)<sup>(b)</sup> | 4 | 3274 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 04/01/30 (Call 04/01/25)<sup>(b)</sup> | 5 | 4440 |
| Perrigo Finance Unlimited Co., 4.40%, 06/15/30 (Call 03/15/30) | 5 | 4273 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 04/01/30 (Call 01/01/30) | 55 | 48864 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 50 | 47409 |
| Prestige Brands Inc., 3.75%, 04/01/31 (Call 04/01/26)<sup>(b)</sup> | 7 | 5919 |
| Viatris Inc., 2.70%, 06/22/30 (Call 03/22/30) | 15 | 11949 |
| Zoetis Inc., 3.90%, 08/20/28 (Call 05/20/28) | 24 | 22907 |
|  |  | 1099489 |
| **Pipelines — 0.8%** |  |  |
| Antero Midstream Partners LP/Antero Midstream |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 5 | 4612 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 5 | 4726 |
| Boardwalk Pipelines LP, 4.80%, 05/03/29 (Call 02/03/29) | 5 | 4725 |
| Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/27 (Call 09/01/27) | 13 | 11484 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/28 (Call 12/01/27)<sup>(b)</sup> | 5 | 4458 |
| Cheniere Energy Inc., 4.63%, 10/15/28 (Call 10/15/23) | 24 | 22117 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/31/32 (Call 01/31/27) | 10 | 8137 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/31 (Call 03/01/26) | 21 | 18347 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/29 (Call 10/01/24) | 11 | 10097 |
| CNX Midstream Partners LP, 4.75%, 04/15/30 (Call 04/15/25)<sup>(b)</sup> | 13 | 10878 |
| CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31 (Call 06/15/26)<sup>(b)</sup> | 20 | 18349 |
| Crestwood Midstream Partners LP/Crestwood Midstream |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 7 | 6483 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 04/01/29 (Call 04/01/24)<sup>(b)</sup> | 5 | 5052 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/32 (Call 08/15/31) | 3 | 2511 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/29 (Call 02/15/29) | 15 | 14601 |
| &nbsp;&nbsp;&nbsp;8.13%, 08/16/30 | 2 | 2240 |
| Delek Logistics Partners LP/Delek Logistics Finance Corp., 7.13%, 06/01/28 (Call 06/01/24)<sup>(b)</sup> | 3 | 2749 |
| DT Midstream Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 8 | 7035 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/31 (Call 06/15/26)<sup>(b)</sup> | 17 | 14687 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| El Paso Natural Gas Co. LLC, 3.50%, 02/15/32 (Call 11/15/31)<sup>(b)</sup> | $30 | $25462 |
| Enbridge Inc., 3.13%, 11/15/29 (Call 08/15/29) | 25 | 22076 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/28 (Call 03/15/28) | 50 | 48500 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/29 (Call 01/15/29) | 20 | 19484 |
| EnLink Midstream LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 06/01/29 (Call 03/01/29) | 7 | 6656 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 01/15/28 (Call 07/15/27)<sup>(b)</sup> | 15 | 14539 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/01/30 (Call 03/01/30)<sup>(b)</sup> | 5 | 5044 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/31/30 (Call 10/31/29) | 65 | 56253 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/16/28 (Call 07/16/28) | 10 | 9542 |
| EQM Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/29 (Call 07/15/28)<sup>(b)</sup> | 17 | 14933 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/31 (Call 07/15/30)<sup>(b)</sup> | 20 | 17040 |
| &nbsp;&nbsp;&nbsp;5.50%, 07/15/28 (Call 04/15/28) | 17 | 15762 |
| Genesis Energy LP/Genesis Energy Finance Corp., 7.75%, 02/01/28 (Call 02/01/23)<sup>(c)</sup> | 5 | 4771 |
| Global Partners LP/GLP Finance Corp., 6.88%, 01/15/29 (Call 01/15/24) | 5 | 4514 |
| Harvest Midstream I LP, 7.50%, 09/01/28 (Call 09/01/23)<sup>(b)</sup> | 6 | 5785 |
| Hess Midstream Operations LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/15/30 (Call 02/15/25)<sup>(b)</sup> | 15 | 12882 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/15/30 (Call 10/15/25)<sup>(b)</sup> | 5 | 4596 |
| Holly Energy Partners LP/Holly Energy Finance Corp., 5.00%, 02/01/28 (Call 02/01/23)<sup>(b)</sup> | 5 | 4555 |
| ITT Holdings LLC, 6.50%, 08/01/29 (Call 08/01/24)<sup>(b)</sup> | 14 | 12023 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/28 (Call 12/01/27) | 70 | 67618 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/33 (Call 11/01/32) | 10 | 9406 |
| Kinetik Holdings LP, 5.88%, 06/15/30 (Call 06/15/25)<sup>(b)</sup> | 10 | 9396 |
| Midwest Connector Capital Co. LLC, 4.63%, 04/01/29 (Call 01/01/29)<sup>(b)</sup> | 5 | 4523 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/30 (Call 05/15/30) | 25 | 20605 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 50 | 46847 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/15/29 (Call 11/15/28) | 9 | 8663 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/01/32 (Call 06/01/32) | 10 | 9502 |
| NuStar Logistics LP, 6.38%, 10/01/30 (Call 04/01/30) | 10 | 9378 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/29 (Call 06/01/29) | 10 | 8718 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/15/28 (Call 04/15/28) | 25 | 23751 |
| &nbsp;&nbsp;&nbsp;6.10%, 11/15/32 (Call 08/15/32) | 25 | 25557 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 12/15/29 (Call 09/15/29) | 5 | 4369 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/15/30 (Call 06/15/30) | 25 | 21990 |
| Rockies Express Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 05/15/30 (Call 02/15/30)<sup>(b)</sup> | 8 | 6840 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/15/29 (Call 04/15/29)<sup>(b)</sup> | 6 | 5412 |
| Sabine Pass Liquefaction LLC, 4.20%, 03/15/28 (Call 09/15/27) | 45 | 42627 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/28 (Call 01/15/23)<sup>(b)</sup> | 10 | 9080 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/31/30 (Call 12/31/25)<sup>(b)</sup> | 10 | 9044 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/31 (Call 09/01/26)<sup>(b)</sup> | 5 | 4457 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 02/01/31 (Call 02/01/26) | 20 | 18215 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/30 (Call 03/01/25) | 15 | 14419 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Texas Eastern Transmission LP, 3.50%, 01/15/28 (Call 10/15/27)<sup>(b)</sup> | $5 | $4550 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/30 (Call 01/15/30) | 25 | 23384 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/28 (Call 02/15/28) | 25 | 23921 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/30 (Call 02/15/30) | 20 | 17580 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 10 | 9472 |
| Venture Global Calcasieu Pass LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/15/29 (Call 02/15/29)<sup>(b)</sup> | 19 | 16573 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/15/31 (Call 02/15/31)<sup>(b)</sup> | 15 | 12941 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 02/01/30 (Call 11/01/29) | 10 | 8935 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/15/28 (Call 05/15/28) | 10 | 9366 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 03/15/31 (Call 12/15/30) | 10 | 8239 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/32 (Call 05/15/32) | 50 | 47325 |
|  |  | 1040408 |
| **Private Equity — 0.0%** |  |  |
| Apollo Management Holdings LP, 4.87%, 02/15/29 (Call 11/15/28)<sup>(b)</sup> | 5 | 4762 |
| **Real Estate — 0.0%** |  |  |
| Cushman & Wakefield U.S. Borrower, LLC, 6.75%, 05/15/28 (Call 05/15/23)<sup>(b)(c)</sup> | 10 | 9576 |
| Howard Hughes Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 5 | 4191 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/01/31 (Call 02/01/26)<sup>(b)</sup> | 5 | 4106 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 08/01/28 (Call 08/01/23)<sup>(b)</sup> | 8 | 7248 |
| Hunt Cos. Inc., 5.25%, 04/15/29 (Call 04/15/24)<sup>(b)</sup> | 5 | 4148 |
| Kennedy-Wilson Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/29 (Call 03/01/24) | 11 | 8930 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/01/30 (Call 09/01/24) | 5 | 3961 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/31 (Call 03/01/26) | 7 | 5592 |
| Realogy Group LLC/Realogy Co-Issuer Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/15/30 (Call 04/15/25)<sup>(b)</sup> | 12 | 8816 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 7 | 5314 |
|  |  | 61882 |
| **Real Estate Investment Trusts — 1.1%** |  |  |
| Alexandria Real Estate Equities Inc., 3.38%, 08/15/31 (Call 05/15/31) | 25 | 21950 |
| American Finance Trust Inc./American Finance Operating Partner LP, 4.50%, 09/30/28 (Call 06/30/28)<sup>(b)</sup> | 5 | 3826 |
| American Homes 4 Rent LP, 3.63%, 04/15/32 (Call 01/15/32) | 25 | 21219 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 90 | 72315 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/30 (Call 10/15/29) | 5 | 4291 |
| Apollo Commercial Real Estate Finance Inc., 4.63%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 6 | 4776 |
| AvalonBay Communities Inc., 3.20%, 01/15/28 (Call 10/15/27) | 35 | 32237 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/30 (Call 12/15/29) | 10 | 8197 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/30/31 (Call 10/30/30) | 20 | 16724 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 10 | 9337 |
| Brixmor Operating Partnership LP, 2.50%, 08/16/31 (Call 05/16/31) | 15 | 11429 |
| Camden Property Trust, 4.10%, 10/15/28 (Call 07/15/28) | 5 | 4764 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/31 (Call 10/15/30) | 25 | 20237 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 25 | 23360 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Crown Castle International Corp., 2.50%, 07/15/31 (Call 04/15/31) | $25 | $20413 |
| CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28 (Call 03/30/28)<sup>(b)</sup> | 3 | 2565 |
| CubeSmart LP, 2.50%, 02/15/32 (Call 11/15/31) | 50 | 38511 |
| Digital Realty Trust LP, 3.60%, 07/01/29 (Call 04/01/29) | 25 | 22669 |
| Diversified Healthcare Trust |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/01/31 (Call 09/01/30) | 5 | 3485 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 08/15/27) | 6 | 4106 |
| EPR Properties, 3.60%, 11/15/31 (Call 08/15/31) | 25 | 18333 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (Call 04/15/30) | 30 | 24086 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/18/29 (Call 08/18/29)<sup>(c)</sup> | 15 | 13191 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/15/32 (Call 01/15/32) | 25 | 22300 |
| ERP Operating LP, 3.00%, 07/01/29 (Call 04/01/29) | 70 | 61557 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 03/15/32 (Call 12/15/31) | 5 | 3989 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 5 | 4244 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 25 | 22911 |
| Extra Space Storage LP, 2.35%, 03/15/32 (Call 12/15/31) | 5 | 3832 |
| Global Net Lease Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27 (Call 09/15/27)<sup>(b)</sup> | 5 | 4123 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/32 (Call 10/15/31) | 20 | 15922 |
| &nbsp;&nbsp;&nbsp;5.30%, 01/15/29 (Call 10/15/28) | 10 | 9434 |
| HAT Holdings I LLC/HAT Holdings II LLC, 3.75%, 09/15/30<sup>(b)</sup> | 3 | 2177 |
| Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) | 15 | 12673 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 12/01/28 (Call 10/01/28) | 10 | 8468 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 15 | 12944 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 02/01/31 (Call 11/01/30) | 25 | 18887 |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 5 | 4022 |
| Host Hotels & Resorts LP, Series H, 3.38%, 12/15/29 (Call 09/15/29) | 25 | 21217 |
| Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/30 (Call 10/15/29) | 5 | 3916 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/29 (Call 01/01/29) | 10 | 8751 |
| Invitation Homes Operating Partnership LP, 2.00%, 08/15/31 (Call 05/15/31) | 25 | 18565 |
| Iron Mountain Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 13 | 10999 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 09/15/29 (Call 09/15/24)<sup>(b)</sup> | 7 | 6183 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/28 (Call 07/15/23)<sup>(b)</sup> | 9 | 8256 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/15/28 (Call 12/27/22)<sup>(b)</sup> | 6 | 5614 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/15/30 (Call 07/15/25)<sup>(b)</sup> | 9 | 8099 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 07/15/32 (Call 07/15/26)<sup>(b)</sup> | 25 | 22080 |
| Iron Mountain Information Management Services Inc., 5.00%, 07/15/32 (Call 07/15/27)<sup>(b)</sup> | 5 | 4262 |
| Kilroy Realty LP, 3.05%, 02/15/30 (Call 11/15/29) | 15 | 12179 |
| Kimco Realty Corp., 3.20%, 04/01/32 (Call 01/01/32) | 25 | 20962 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 4.75%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 10 | 8240 |
| Life Storage LP, 2.40%, 10/15/31 (Call 07/15/31) | 25 | 19336 |
| Mid-America Apartments LP, 3.95%, 03/15/29 (Call 12/15/28) | 50 | 46976 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/31 (Call 03/15/26) | 10 | 7074 |
| &nbsp;&nbsp;&nbsp;4.63%, 08/01/29 (Call 08/01/24) | 16 | 12603 |
| Office Properties Income Trust, 3.45%, 10/15/31 (Call 07/15/31) | 10 | 6601 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Omega Healthcare Investors Inc., 3.38%, 02/01/31 (Call 11/01/30) | $10 | $7838 |
| Park Intermediate Holdings LLC/PK Domestic |  |  |
| &nbsp;&nbsp;&nbsp;Property LLC/PK Finance Co-Issuer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 6 | 5130 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 10/01/28 (Call 10/01/23)<sup>(b)</sup> | 10 | 9261 |
| Phillips Edison Grocery Center Operating Partnership I LP, 2.63%, 11/15/31 (Call 08/15/31) | 10 | 7444 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/32 | 80 | 64427 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/28 | 5 | 4790 |
| Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/28 (Call 03/01/28) | 20 | 17237 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/01/31 (Call 02/01/31) | 10 | 8295 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 01/15/28 (Call 10/15/27) | 35 | 32832 |
| &nbsp;&nbsp;&nbsp;5.63%, 10/13/32 (Call 07/13/32) | 10 | 10317 |
| Regency Centers LP, 2.95%, 09/15/29 (Call 06/15/29) | 5 | 4209 |
| Rexford Industrial Realty LP, 2.13%, 12/01/30 (Call 09/01/30) | 10 | 7823 |
| RHP Hotel Properties LP/RHP Finance Corp., 4.50%, 02/15/29 (Call 02/15/24)<sup>(b)(c)</sup> | 5 | 4392 |
| RLJ Lodging Trust LP, 4.00%, 09/15/29 (Call 09/15/24)<sup>(b)</sup> | 10 | 8386 |
| Sabra Health Care LP, 3.20%, 12/01/31 (Call 09/01/31) | 10 | 7516 |
| Safehold Operating Partnership LP, 2.80%, 06/15/31 (Call 03/15/31) | 10 | 7769 |
| SBA Communications Corp., 3.13%, 02/01/29 (Call 02/01/24) | 11 | 9199 |
| Scentre Group Trust 1/Scentre Group Trust 2, 4.38%, 05/28/30 (Call 02/28/30)<sup>(b)(c)</sup> | 60 | 53758 |
| Service Properties Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 07/15/27) | 2 | 1493 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/15/30 (Call 08/15/29) | 8 | 5646 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/29 (Call 07/01/29) | 4 | 2929 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/15/27 (Call 09/15/27) | 8 | 6961 |
| Simon Property Group LP, 2.45%, 09/13/29 (Call 06/13/29) | 50 | 42023 |
| Spirit Realty LP, 3.40%, 01/15/30 (Call 10/15/29) | 30 | 25010 |
| STORE Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 12/01/31 (Call 09/01/31) | 15 | 11403 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/28 (Call 12/15/27) | 5 | 4560 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/29 (Call 12/15/28) | 5 | 4580 |
| Sun Communities Operating LP, 2.70%, 07/15/31 (Call 04/15/31) | 20 | 15601 |
| UDR Inc., 4.40%, 01/26/29 (Call 10/26/28) | 5 | 4730 |
| Uniti Group LP/Uniti Fiber Holdings Inc./CSL Capital LLC, 6.00%, 01/15/30 (Call 01/15/25)<sup>(b)</sup> | 8 | 5780 |
| Uniti Group LP/Uniti Group Finance Inc./CSL Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/15/28 (Call 04/15/24)<sup>(b)</sup> | 5 | 4173 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 15 | 11000 |
| Ventas Realty LP, 4.40%, 01/15/29 (Call 10/15/28) | 10 | 9396 |
| VICI Properties LP, 5.13%, 05/15/32 (Call 02/15/32) | 30 | 28005 |
| VICI Properties LP/VICI Note Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/29 (Call 11/15/28)<sup>(b)</sup> | 10 | 8828 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/15/30 (Call 02/15/25)<sup>(b)</sup> | 5 | 4369 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/01/29 (Call 12/01/24)<sup>(b)</sup> | 30 | 27172 |
| WEA Finance LLC, 3.50%, 06/15/29 (Call 03/15/29)<sup>(b)</sup> | 25 | 20647 |
| Welltower Inc., 3.10%, 01/15/30 (Call 10/15/29) | 50 | 42609 |
| Weyerhaeuser Co., 4.00%, 04/15/30 (Call 01/15/30) | 35 | 31927 |
| XHR LP, 4.88%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | 5 | 4216 |
|  |  | 1455098 |
| **Retail — 0.8%** |  |  |
| 1011778 BC ULC/New Red Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 7 | 5989 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/28 (Call 01/03/23)<sup>(b)</sup> | $21 | $18774 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/15/30 (Call 10/15/25)<sup>(b)</sup> | 36 | 30046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/15/28 (Call 01/03/23)<sup>(b)</sup> | 6 | 5460 |
| 1375209 BC Ltd., 9.00%, 01/30/28 | 5 | 4911 |
| 7-Eleven Inc., 1.80%, 02/10/31 (Call 11/10/30)<sup>(b)</sup> | 15 | 11587 |
| Advance Auto Parts Inc., 3.90%, 04/15/30 (Call 01/15/30) | 10 | 8857 |
| Arko Corp., 5.13%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 5 | 4015 |
| Asbury Automotive Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/28 (Call 03/01/23) | 3 | 2716 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 6 | 5235 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/30 (Call 03/01/25) | 3 | 2581 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/32 (Call 11/15/26)<sup>(b)</sup> | 10 | 8457 |
| At Home Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/15/28 (Call 07/15/23)<sup>(b)(c)</sup> | 2 | 1468 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 07/15/29 (Call 07/15/24)<sup>(b)(c)</sup> | 5 | 2941 |
| AutoNation Inc., 2.40%, 08/01/31 (Call 05/01/31) | 25 | 18387 |
| AutoZone Inc., 4.00%, 04/15/30 (Call 01/15/30)<sup>(c)</sup> | 25 | 23392 |
| Bath & Body Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/28 | 10 | 9275 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 10/01/30 (Call 10/01/25)<sup>(b)</sup> | 10 | 9374 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 06/15/29 (Call 06/15/24)<sup>(c)</sup> | 15 | 15048 |
| Beacon Roofing Supply Inc., 4.13%, 05/15/29 (Call 05/15/24)<sup>(b)</sup> | 3 | 2523 |
| Best Buy Co. Inc., 4.45%, 10/01/28 (Call 07/01/28) | 15 | 14508 |
| Bloomin' Brands Inc./OSI Restaurant Partners LLC, 5.13%, 04/15/29 (Call 04/15/24)<sup>(b)(c)</sup> | 3 | 2578 |
| BlueLinx Holdings Inc., 6.00%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 2 | 1613 |
| Carrols Restaurant Group Inc., 5.88%, 07/01/29 (Call 07/01/24)<sup>(b)(c)</sup> | 3 | 2109 |
| Carvana Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 09/01/29 (Call 09/01/24)<sup>(b)</sup> | 8 | 2680 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 10/01/28 (Call 10/01/23)<sup>(b)</sup> | 5 | 1753 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.25%, 05/01/30 (Call 05/01/27)<sup>(b)(c)</sup> | 34 | 14454 |
| Costco Wholesale Corp., 1.60%, 04/20/30 (Call 01/20/30) | 50 | 41430 |
| Dollar General Corp., 4.13%, 05/01/28 (Call 02/01/28) | 30 | 28785 |
| Dollar Tree Inc., 4.20%, 05/15/28 (Call 02/15/28) | 44 | 42117 |
| Ferrellgas LP/Ferrellgas Finance Corp., 5.88%, 04/01/29 (Call 04/01/24)<sup>(b)</sup> | 8 | 6751 |
| Fertitta Entertainment LLC/Fertitta Entertainment Finance Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/15/29 (Call 01/15/25)<sup>(b)</sup> | 7 | 6179 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 01/15/30 (Call 01/15/25)<sup>(b)</sup> | 14 | 11781 |
| FirstCash Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/01/28 (Call 09/01/23)<sup>(b)</sup> | 13 | 11498 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 01/01/30 (Call 01/01/25)<sup>(b)</sup> | 5 | 4546 |
| Foot Locker Inc., 4.00%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 5 | 4078 |
| Foundation Building Materials Inc., 6.00%, 03/01/29 (Call 03/01/24)<sup>(b)</sup> | 3 | 2248 |
| Gap Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 10 | 7676 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/01/31 (Call 10/01/26)<sup>(b)</sup> | 7 | 5284 |
| Group 1 Automotive Inc., 4.00%, 08/15/28 (Call 08/15/23)<sup>(b)</sup> | 6 | 5124 |
| GYP Holdings III Corp., 4.63%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 8 | 6504 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 (Call 12/15/30) | 30 | 23563 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/29 (Call 03/15/29) | 55 | 50250 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 50 | 49628 |
| LBM Acquisition LLC, 6.25%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 6 | 4123 |
| LCM Investments Holdings II LLC, 4.88%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 13 | 10950 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| Lithia Motors Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/01/29 (Call 06/01/24)<sup>(b)</sup> | $15 | $12583 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/15/31 (Call 10/15/25)<sup>(b)</sup> | 7 | 5923 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 04/01/31 (Call 01/01/31) | 25 | 21022 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/05/29 (Call 01/05/29) | 15 | 14028 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/32 (Call 01/01/32) | 25 | 22734 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/30 (Call 01/15/30) | 30 | 29231 |
| Macy's Retail Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/01/29 (Call 04/01/24)<sup>(b)(c)</sup> | 3 | 2790 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/15/30 (Call 03/15/25)<sup>(b)</sup> | 13 | 11736 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 03/15/32 (Call 03/15/27)<sup>(b)(c)</sup> | 5 | 4365 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/01/30 (Call 12/01/29) | 15 | 12764 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 30 | 28953 |
| Michaels Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/01/28 (Call 11/01/23)<sup>(b)</sup> | 11 | 8101 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 10 | 5912 |
| Murphy Oil USA Inc., 3.75%, 02/15/31 (Call 02/15/26)<sup>(b)</sup> | 5 | 4141 |
| Nordstrom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 08/01/31 (Call 05/01/31) | 4 | 3114 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/01/30 (Call 01/01/30) | 8 | 6432 |
| &nbsp;&nbsp;&nbsp;6.95%, 03/15/28 | 3 | 2869 |
| O'Reilly Automotive Inc., 4.35%, 06/01/28 (Call 03/01/28) | 64 | 62244 |
| Papa John's International Inc., 3.88%, 09/15/29 (Call 09/15/24)<sup>(b)(c)</sup> | 3 | 2531 |
| Park River Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 3 | 2048 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 08/01/29 (Call 08/01/24)<sup>(b)</sup> | 8 | 5509 |
| Patrick Industries Inc., 4.75%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 5 | 3985 |
| Penske Automotive Group Inc., 3.75%, 06/15/29 (Call 06/15/24) | 5 | 4204 |
| PetSmart Inc./PetSmart Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 02/15/24)<sup>(b)</sup> | 10 | 9135 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 02/15/29 (Call 02/15/24)<sup>(b)(c)</sup> | 10 | 9310 |
| QVC Inc., 4.38%, 09/01/28 (Call 06/01/28) | 9 | 6040 |
| Sonic Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 5 | 4134 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/31 (Call 11/15/26)<sup>(b)</sup> | 15 | 12029 |
| SRS Distribution Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/01/28 (Call 07/01/24)<sup>(b)</sup> | 5 | 4460 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/01/29 (Call 12/01/24)<sup>(b)</sup> | 16 | 13182 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 07/01/29 (Call 07/01/24)<sup>(b)</sup> | 5 | 4150 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 11 | 10543 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/29 (Call 05/15/29) | 30 | 28225 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/28 (Call 08/15/28) | 20 | 19356 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31 (Call 06/01/26)<sup>(b)</sup> | 5 | 4290 |
| Superior Plus LP/Superior General Partner Inc., 4.50%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 5 | 4271 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 02/15/30 (Call 11/15/29) | 35 | 29992 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 01/15/29) | 10 | 9292 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 20 | 19594 |
| TJX Companies Inc. (The), 3.88%, 04/15/30 (Call 01/15/30) | 60 | 56756 |
| Victoria's Secret & Co., 4.63%, 07/15/29 (Call 07/15/24)<sup>(b)(c)</sup> | 7 | 5906 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/08/29 (Call 04/08/29) | 30 | 28326 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/09/32 (Call 06/09/32) | 10 | 9896 |
| White Cap Buyer LLC, 6.88%, 10/15/28 (Call 10/15/23)<sup>(b)</sup> | 5 | 4328 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| Yum! Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/31 (Call 12/15/30) | $8 | $6725 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/31/32 (Call 10/01/26) | 8 | 7181 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/30 (Call 10/15/29)<sup>(b)</sup> | 16 | 14595 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/01/32 (Call 04/01/27) | 12 | 11105 |
|  |  | 1163286 |
| **Semiconductors — 0.5%** |  |  |
| Advanced Micro Devices Inc., 3.92%, 06/01/32 (Call 03/01/32) | 10 | 9439 |
| Analog Devices Inc., 2.10%, 10/01/31 (Call 07/01/31) | 15 | 12340 |
| Broadcom Corp./Broadcom Cayman Finance Ltd., 3.50%, 01/15/28 (Call 10/15/27) | 15 | 13729 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/15/31 (Call 11/15/30)<sup>(b)</sup> | 75 | 59334 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/32 (Call 08/15/32) | 50 | 44424 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/30 (Call 01/15/30) | 25 | 23956 |
| Entegris Escrow Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/15/29 (Call 01/15/29)<sup>(b)</sup> | 5 | 4523 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 06/15/30 (Call 06/15/25)<sup>(b)</sup> | 9 | 8473 |
| Entegris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/01/29 (Call 05/01/24)<sup>(b)</sup> | 3 | 2522 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/15/28 (Call 04/15/23)<sup>(b)</sup> | 3 | 2678 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/12/31 (Call 05/12/31) | 20 | 16107 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/25/30 (Call 12/25/29) | 45 | 42597 |
| KLA Corp., 4.65%, 07/15/32 (Call 04/15/32) | 30 | 29761 |
| Lam Research Corp., 4.00%, 03/15/29 (Call 12/15/28) | 70 | 67468 |
| Marvell Technology Inc., 2.95%, 04/15/31 (Call 01/15/31) | 25 | 20452 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/32 (Call 01/15/32) | 50 | 38736 |
| &nbsp;&nbsp;&nbsp;5.33%, 02/06/29 (Call 11/06/28) | 10 | 9714 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 06/15/28 (Call 04/15/28) | 35 | 30057 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/15/31 (Call 03/15/31) | 10 | 8146 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 02/15/32 (Call 11/15/31) | 15 | 11818 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/30 (Call 02/01/30) | 15 | 13041 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/18/29 (Call 03/18/29) | 25 | 23412 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/33 (Call 10/15/32) | 10 | 9502 |
| ON Semiconductor Corp., 3.88%, 09/01/28 (Call 09/01/23)<sup>(b)</sup> | 5 | 4433 |
| Qorvo Inc., 4.38%, 10/15/29 (Call 10/15/24) | 20 | 17783 |
| QUALCOMM Inc., 2.15%, 05/20/30 (Call 02/20/30) | 45 | 38358 |
| Synaptics Inc., 4.00%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 8 | 6798 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 05/04/30 (Call 02/04/30) | 10 | 8312 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/04/29 (Call 06/04/29) | 75 | 65154 |
|  |  | 643067 |
| **Shipbuilding — 0.0%** |  |  |
| Huntington Ingalls Industries Inc., 4.20%, 05/01/30 (Call 02/01/30) | 10 | 9191 |
| **Software — 0.4%** |  |  |
| Adobe Inc., 2.30%, 02/01/30 (Call 11/01/29) | 10 | 8624 |
| Autodesk Inc., 2.85%, 01/15/30 (Call 10/15/29) | 5 | 4347 |
| Black Knight InfoServ LLC, 3.63%, 09/01/28 (Call 09/01/23)<sup>(b)</sup> | 7 | 6294 |
| Broadridge Financial Solutions Inc., 2.90%, 12/01/29 (Call 09/01/29) | 30 | 25670 |
| Castle U.S. Holding Crop., 9.50%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 3 | 1518 |
| Central Parent Inc./CDK Global Inc., 7.25%, 06/15/29 (Call 06/15/25)<sup>(b)</sup> | 6 | 5869 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Software (continued)** |  |  |
| Clarivate Science Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/01/28 (Call 06/30/24)<sup>(b)</sup> | $7 | $6280 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/01/29 (Call 06/30/24)<sup>(b)</sup> | 7 | 5996 |
| Consensus Cloud Solutions Inc., 6.50%, 10/15/28 (Call 10/15/26)<sup>(b)</sup> | 9 | 8174 |
| Dun & Bradstreet Corp. (The), 5.00%, 12/15/29 (Call 12/15/24)<sup>(b)</sup> | 5 | 4303 |
| Elastic NV, 4.13%, 07/15/29 (Call 07/15/24)<sup>(b)</sup> | 7 | 5708 |
| Fair Isaac Corp., 4.00%, 06/15/28 (Call 12/16/22)<sup>(b)</sup> | 7 | 6404 |
| Fidelity National Information Services Inc., 2.25%, 03/01/31 (Call 12/01/30) | 25 | 19982 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/30 (Call 03/01/30) | 10 | 8458 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/29 (Call 04/01/29) | 40 | 36099 |
| MicroStrategy Inc., 6.13%, 06/15/28 (Call 06/15/24)<sup>(b)(c)</sup> | 5 | 3693 |
| Minerva Merger Sub Inc., 6.50%, 02/15/30 (Call 02/15/25)<sup>(b)(c)</sup> | 27 | 20181 |
| MSCI Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/01/30 (Call 03/01/25)<sup>(b)</sup> | 16 | 13536 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 11/01/31 (Call 11/01/26)<sup>(b)</sup> | 5 | 4182 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/31 (Call 06/01/25)<sup>(b)</sup> | 7 | 6082 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/29 (Call 11/15/24)<sup>(b)</sup> | 7 | 6215 |
| Open Text Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 9 | 7593 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/01/29 (Call 12/01/24)<sup>(b)</sup> | 15 | 12045 |
| Open Text Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/15/30 (Call 02/15/25)<sup>(b)</sup> | 9 | 7295 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 12/01/31 (Call 12/01/26)<sup>(b)</sup> | 5 | 3940 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 03/25/31 (Call 12/25/30) | 80 | 66997 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/30 (Call 01/01/30) | 40 | 34332 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/09/32 | 20 | 21116 |
| Picard Midco Inc., 6.50%, 03/31/29 (Call 09/30/25)<sup>(b)</sup> | 50 | 43730 |
| Playtika Holding Corp., 4.25%, 03/15/29 (Call 03/15/24)<sup>(b)</sup> | 15 | 12160 |
| Rackspace Technology Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/28 (Call 02/15/24)<sup>(b)</sup> | 14 | 9605 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/01/28 (Call 12/01/23)<sup>(b)(c)</sup> | 5 | 2382 |
| ROBLOX Corp., 3.88%, 05/01/30 (Call 11/01/24)<sup>(b)</sup> | 11 | 9000 |
| Rocket Software Inc., 6.50%, 02/15/29 (Call 02/15/24)<sup>(b)</sup> | 5 | 3942 |
| Roper Technologies Inc., 4.20%, 09/15/28 (Call 06/15/28) | 15 | 14489 |
| RRD Parent Inc., 10.00%, 10/15/31<sup>(b)</sup> | 8 | 12258 |
| salesforce.com Inc., 3.70%, 04/11/28 (Call 01/11/28) | 45 | 43558 |
| Take-Two Interactive Software Inc., 4.00%, 04/14/32 (Call 01/14/32) | 35 | 31181 |
| Twilio Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/29 (Call 03/15/24) | 8 | 6624 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/31 (Call 03/15/26) | 4 | 3241 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 08/15/31 (Call 05/15/31) | 25 | 19127 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/30 (Call 02/15/30) | 5 | 4700 |
| Workday Inc., 3.80%, 04/01/32 (Call 01/01/32)<sup>(c)</sup> | 15 | 13417 |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29 (Call 02/01/24)<sup>(b)</sup> | 5 | 4229 |
|  |  | 594576 |
| **Telecommunications — 1.2%** |  |  |
| Altice France Holding SA, 6.00%, 02/15/28 (Call 02/15/23)<sup>(b)</sup> | 10 | 6767 |
| Altice France SA, 5.50%, 10/15/29 (Call 10/15/24)<sup>(b)</sup> | 15 | 11846 |
| Altice France SA/France |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 01/15/29 (Call 09/15/23)<sup>(b)</sup> | 5 | 3944 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/15/29 (Call 04/15/24)<sup>(b)</sup> | 40 | 31044 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/28 (Call 01/03/23)<sup>(b)</sup> | 10 | 8348 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/31 (Call 03/01/31) | $50 | $42060 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/28 (Call 11/15/27) | 70 | 67642 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/30 (Call 11/15/29) | 20 | 18994 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | 80 | 76908 |
| Avaya Inc., 6.13%, 09/15/28 (Call 09/15/23)<sup>(b)</sup> | 8 | 3529 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/23/81 (Call 08/23/31)<sup>(a)(b)</sup> | 5 | 3995 |
| &nbsp;&nbsp;&nbsp;9.63%, 12/15/30 | 25 | 30120 |
| Ciena Corp., 4.00%, 01/31/30 (Call 01/31/25)<sup>(b)</sup> | 5 | 4264 |
| CommScope Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/01/29 (Call 09/01/24)<sup>(b)</sup> | 19 | 16000 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 07/01/28 (Call 07/01/23)<sup>(b)(c)</sup> | 5 | 3875 |
| Consolidated Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/28 (Call 10/01/23)<sup>(b)</sup> | 8 | 6076 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/01/28 (Call 10/01/23)<sup>(b)(c)</sup> | 6 | 4936 |
| Deutsche Telekom International Finance BV, 8.75%, 06/15/30 | 35 | 41716 |
| Empresa Nacional de Telecomunicaciones SA, 3.05%, 09/14/32 (Call 06/14/32)<sup>(d)</sup> | 150 | 116377 |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/28 (Call 05/01/24)<sup>(b)</sup> | 15 | 13349 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/01/29 (Call 11/01/24) | 20 | 15972 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/30 (Call 10/15/24)<sup>(b)</sup> | 7 | 5727 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 05/01/29 (Call 05/01/24)<sup>(b)(c)</sup> | 7 | 5877 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 05/15/30 (Call 05/15/25)<sup>(b)</sup> | 9 | 9308 |
| Frontier Florida LLC, Series E, 6.86%, 02/01/28 | 3 | 2785 |
| Frontier North Inc., Series G, 6.73%, 02/15/28 | 2 | 1876 |
| Iliad Holding SASU, 7.00%, 10/15/28 (Call 10/15/24)<sup>(b)</sup> | 7 | 6609 |
| Intelsat Jackson Holdings SA, 6.50%, 03/15/30 (Call 03/15/25)<sup>(b)</sup> | 32 | 29450 |
| Level 3 Financing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 16 | 11811 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/29 (Call 01/15/24)<sup>(b)</sup> | 7 | 5097 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/15/29 (Call 08/15/29)<sup>(b)</sup> | 20 | 15562 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/01/28 (Call 07/01/23)<sup>(b)</sup> | 14 | 11090 |
| Lumen Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/29 (Call 01/15/24)<sup>(b)</sup> | 17 | 11465 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 06/15/29 (Call 06/15/24)<sup>(b)</sup> | 3 | 2120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 6.88%, 01/15/28<sup>(c)</sup> | 3 | 2407 |
| Maxar Technologies Inc., 7.54%, 12/31/27 (Call 06/25/24)<sup>(b)</sup> | 2 | 1891 |
| Motorola Solutions Inc., 4.60%, 02/23/28 (Call 11/23/27) | 50 | 48818 |
| Orange SA, 9.00%, 03/01/31 | 30 | 37194 |
| Rogers Communications Inc., 3.80%, 03/15/32 (Call 12/15/31)<sup>(b)</sup> | 25 | 22134 |
| Singapore Telecommunications Ltd., 7.38%, 12/01/31 | 100 | 117856 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.88%, 11/15/28 | 18 | 19070 |
| &nbsp;&nbsp;&nbsp;8.75%, 03/15/32 | 39 | 46630 |
| Switch Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/15/28 (Call 12/06/22)<sup>(b)</sup> | 4 | 4075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 12/06/22)<sup>(b)</sup> | 3 | 3062 |
| TELUS Corp., 3.40%, 05/13/32 (Call 02/13/32) | 10 | 8704 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/29 (Call 01/15/29) | 25 | 21207 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/15/31 (Call 11/15/30) | 50 | 41360 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/29 (Call 02/15/24) | 27 | 22988 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/15/31 (Call 02/15/26) | 12 | 10001 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 04/15/24) | 27 | 23875 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/31 (Call 04/15/26) | 90 | 78229 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 65 | 59686 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 01/20/31 (Call 10/20/30) | $45 | $35271 |
| &nbsp;&nbsp;&nbsp;2.10%, 03/22/28 (Call 01/22/28) | 30 | 26264 |
| &nbsp;&nbsp;&nbsp;2.36%, 03/15/32 (Call 12/15/31) | 65 | 52292 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/21/31 (Call 12/21/30) | 65 | 54142 |
| &nbsp;&nbsp;&nbsp;4.02%, 12/03/29 (Call 09/03/29) | 100 | 94367 |
| &nbsp;&nbsp;&nbsp;4.33%, 09/21/28 | 35 | 34041 |
| ViaSat Inc., 6.50%, 07/15/28 (Call 07/15/23)<sup>(b)</sup> | 5 | 3843 |
| Viavi Solutions Inc., 3.75%, 10/01/29 (Call 10/01/24)<sup>(b)</sup> | 5 | 4126 |
| Vmed O2 UK Financing I PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/31/31 (Call 01/31/26)<sup>(b)</sup> | 10 | 8026 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/15/31 (Call 07/15/26)<sup>(b)</sup> | 20 | 16388 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/04/81 (Call 03/04/31)<sup>(a)</sup> | 7 | 5230 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/30/28 | 30 | 29695 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 04/04/79 (Call 01/04/29)<sup>(a)</sup> | 25 | 24746 |
| Windstream Escrow LLC/Windstream Escrow Finance Corp., | Windstream Escrow LLC/Windstream Escrow Finance Corp., | Windstream Escrow LLC/Windstream Escrow Finance Corp., |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 08/15/28 (Call 08/15/23)<sup>(b)(c)</sup> | 15 | 13073 |
| Zayo Group Holdings Inc., 6.13%, 03/01/28 (Call 03/01/23)<sup>(b)(c)</sup> | 11 | 5972 |
|  |  | 1623202 |
| **Toys, Games & Hobbies — 0.0%** |  |  |
| Hasbro Inc., 3.90%, 11/19/29 (Call 08/19/29) | 10 | 9020 |
| Mattel Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/29 (Call 04/01/24)<sup>(b)</sup> | 10 | 8759 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 12/15/27 (Call 01/03/23)<sup>(b)</sup> | 7 | 6841 |
|  |  | 24620 |
| **Transportation — 0.2%** |  |  |
| AP Moller - Maersk A/S, 4.50%, 06/20/29 (Call 03/20/29)<sup>(b)</sup> | 10 | 9513 |
| Canadian Pacific Railway Co., 2.45%, 12/02/31 (Call 09/02/31) | 25 | 20874 |
| Cargo Aircraft Management Inc., 4.75%, 02/01/28 (Call 02/01/23)<sup>(b)</sup> | 5 | 4480 |
| Carriage Purchaser Inc., 7.88%, 10/15/29 (Call 10/15/24)<sup>(b)</sup> | 3 | 2165 |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) | 5 | 4752 |
| CSX Corp., 3.80%, 03/01/28 (Call 12/01/27) | 40 | 38474 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/28 (Call 11/15/27) | 10 | 9311 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/30 (Call 02/15/30) | 10 | 9397 |
| First Student Bidco Inc./First Transit Parent Inc., 4.00%, 07/31/29 (Call 07/31/24)<sup>(b)</sup> | 8 | 6641 |
| Kansas City Southern, 2.88%, 11/15/29 (Call 08/15/29) | 10 | 8703 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 11/01/29 (Call 08/01/29) | 10 | 8665 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/32 (Call 12/15/31) | 15 | 13035 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/01/28 (Call 05/01/28) | 20 | 19151 |
| Seaspan Corp., 5.50%, 08/01/29 (Call 08/01/24)<sup>(b)</sup> | 10 | 7666 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/05/30 (Call 11/05/29) | 60 | 51857 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/14/32 (Call 12/15/31) | 10 | 8725 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/10/28 (Call 06/10/28) | 20 | 19406 |
| United Parcel Service Inc., 4.45%, 04/01/30 (Call 01/01/30) | 20 | 19877 |
| Walmart Inc., 1.80%, 09/22/31 (Call 06/22/31) | 25 | 20643 |
|  |  | 283335 |
| **Trucking & Leasing — 0.0%** |  |  |
| Fortress Transportation and Infrastructure Investors LLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/28 (Call 05/01/24)<sup>(b)</sup> | 7 | 6084 |
| GATX Corp., 4.00%, 06/30/30 (Call 03/30/30) | 25 | 22452 |
|  |  | 28536 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Water — 0.0%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/01/30 (Call 02/01/30) | $10 | $8713 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/28 (Call 06/01/28) | 5 | 4800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 06/01/32 (Call 03/01/32)<sup>(c)</sup> | 15 | 14483 |
|  |  | 27996 |
| **Total Corporate Bonds & Notes — 23.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $34,382,682)** |  | 31829481 |
| **Foreign Government Obligations<sup>(f)</sup>** |  |  |
| **Argentina — 0.1%** |  |  |
| Argentina Bonar Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/09/30<sup>(g)</sup> | 150 | 32451 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/09/29 | 30 | 6589 |
| Argentine Republic Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 07/09/30 (Call 01/02/23)<sup>(g)</sup> | 176 | 46429 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/09/29 (Call 01/03/23) | 25 | 6435 |
|  |  | 91904 |
| **Bahrain — 0.1%** |  |  |
| CBB International Sukuk Programme Co. WLL, 3.88%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;05/18/29<sup>(d)</sup> | 200 | 179450 |
| **Brazil — 0.1%** |  |  |
| Brazilian Government International Bond, 3.75%, 09/12/31<sup>(c)</sup> | 200 | 171612 |
| **Canada — 0.1%** |  |  |
| Province of Alberta Canada, 3.30%, 03/15/28 | 65 | 62167 |
| Province of New Brunswick Canada, 3.63%, 02/24/28 | 15 | 14566 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 10/02/29 | 15 | 13074 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/21/32<sup>(c)</sup> | 50 | 42207 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 05/28/30 | 30 | 24588 |
| &nbsp;&nbsp;&nbsp;Series PD, 7.50%, 09/15/29 | 10 | 11867 |
|  |  | 168469 |
| **Colombia — 0.1%** |  |  |
| Colombia Government International Bond, 3.00%, 01/30/30 (Call 10/30/29) | 200 | 151212 |
| **Dominican Republic — 0.1%** |  |  |
| Dominican Republic International Bond, 5.50%, 02/22/29 (Call 12/22/28)<sup>(d)</sup> | 150 | 138648 |
| **Ecuador — 0.0%** |  |  |
| Ecuador Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 07/31/30<sup>(d)(h)</sup> | 10 | 3713 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/31/30<sup>(d)(g)</sup> | 40 | 24482 |
|  |  | 28195 |
| **Egypt — 0.1%** |  |  |
| Egypt Government International Bond, 5.88%, 02/16/31<sup>(d)</sup> | 200 | 142078 |
| **El Salvador — 0.0%** |  |  |
| El Salvador Government International Bond, 8.63%, 02/28/29<sup>(d)</sup> | 8 | 3461 |
| **Hong Kong — 0.1%** |  |  |
| Airport Authority, 1.63%, 02/04/31 (Call 11/04/30)<sup>(b)</sup> | 200 | 158222 |
| **Indonesia — 0.2%** |  |  |
| Indonesia Government International Bond, 4.75%, 02/11/29 | 200 | 200558 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Italy — 0.0%** |  |  |
| Republic of Italy Government International Bond, 2.88%, 10/17/29 | $15 | $12522 |
| **Japan — 0.1%** |  |  |
| Japan Bank for International Cooperation, 1.88%, 04/15/31 | 200 | 165120 |
| **Lebanon — 0.0%** |  |  |
| Lebanon Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 02/26/30<sup>(d)(i)(j)</sup> | 5 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 05/25/29<sup>(i)(j)</sup> | 2 | 119 |
|  |  | 411 |
| **Mexico — 0.2%** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/27/32 (Call 01/27/32)<sup>(c)</sup> | 200 | 193356 |
| &nbsp;&nbsp;&nbsp;8.30%, 08/15/31 | 5 | 5865 |
|  |  | 199221 |
| **Nigeria — 0.1%** |  |  |
| Nigeria Government International Bond, 6.13%, 09/28/28<sup>(d)</sup> | 200 | 154576 |
| **Oman — 0.2%** |  |  |
| Oman Government International Bond, 5.63%, 01/17/28<sup>(d)</sup> | 200 | 196738 |
| **Panama — 0.2%** |  |  |
| Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/29/32 (Call 06/29/32) | 200 | 151734 |
| &nbsp;&nbsp;&nbsp;9.38%, 04/01/29 | 40 | 47989 |
|  |  | 199723 |
| **Peru — 0.1%** |  |  |
| Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;2.78%, 01/23/31 (Call 10/23/30) | 105 | 88946 |
| &nbsp;&nbsp;&nbsp;2.84%, 06/20/30 | 53 | 45734 |
|  |  | 134680 |
| **Philippines — 0.1%** |  |  |
| Philippine Government International Bond, 6.38%, 01/15/32 | 100 | 109507 |
| **Qatar — 0.1%** |  |  |
| Qatar Government International Bond, 9.75%, 06/15/30<sup>(b)</sup> | 100 | 134081 |
| **Romania — 0.0%** |  |  |
| Romanian Government International Bond, 3.63%, 03/27/32<sup>(d)</sup> | 42 | 34077 |
| **Saudi Arabia — 0.3%** |  |  |
| Saudi Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/03/32<sup>(d)</sup> | 200 | 173562 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/16/29<sup>(d)</sup> | 200 | 197540 |
|  |  | 371102 |
| **South Africa — 0.1%** |  |  |
| Republic of South Africa Government International Bond, 4.85%, 09/30/29 | 200 | 182334 |
| **South Korea — 0.1%** |  |  |
| Export-Import Bank of Korea, 1.25%, 09/21/30 | 200 | 154956 |
| **Supranational — 0.4%** |  |  |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 10/08/30 | 50 | 39532 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/19/29 | 55 | 47947 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/24/30 | 15 | 13092 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/27/32 | 15 | 14148 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/23/30 | 25 | 19902 |
| &nbsp;&nbsp;&nbsp;1.63%, 10/09/29 | 75 | 65178 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/29 | $5 | $4411 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 07/20/28 | 15 | 12856 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/18/29 | 65 | 58729 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/18/28 | 110 | 105115 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/14/29 | 5 | 4874 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/13/28 | 5 | 4278 |
| &nbsp;&nbsp;&nbsp;1.25%, 02/10/31 | 50 | 40962 |
| &nbsp;&nbsp;&nbsp;1.63%, 11/03/31 | 85 | 70853 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/23/29 | 60 | 52318 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/21/29 | 25 | 24571 |
| International Finance Corp., 0.75%, 08/27/30 | 25 | 19812 |
|  |  | 598578 |
| **Turkey — 0.1%** |  |  |
| Turkey Government International Bond, 5.13%, 02/17/28 | 200 | 174338 |
| **Ukraine — 0.0%** |  |  |
| Ukraine Government International Bond, 7.75%, 09/01/27<sup>(d)(i)(j)</sup> | 100 | 23487 |
| **United Arab Emirates — 0.3%** |  |  |
| Abu Dhabi Government International Bond, 3.13%, 04/16/30<sup>(d)</sup> | 200 | 186468 |
| Sharjah Sukuk Program Ltd., 3.23%, 10/23/29<sup>(d)</sup> | 200 | 173910 |
|  |  | 360378 |
| **Uruguay — 0.0%** |  |  |
| Uruguay Government International Bond, 4.38%, 01/23/31 (Call 10/23/30) | 30 | 30000 |
| **Total Foreign Government Obligations — 3.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $5,039,070)** |  | 4669638 |
| **Municipal Debt Obligations** |  |  |
| **California — 0.0%** |  |  |
| State of California GO, 2.50%, 10/01/29 | 50 | 43110 |
| University of California RB, Series BG, 1.32%, 05/15/27 (Call 03/15/27) | 10 | 8632 |
|  |  | 51742 |
| **Total Municipal Debt Obligations — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $61,985)** |  | 51742 |
| **U.S. Government & Agency Obligations** |  |  |
| **Mortgage-Backed Securities — 53.4%** |  |  |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/33 | 9 | 8628 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/46 | 119 | 107494 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/46 | 9 | 8209 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/46 | 53 | 48253 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/46 | 38 | 34328 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/46 | 21 | 18579 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/46 | 185 | 167335 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/47 | 31 | 27607 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/47 | 100 | 90710 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/47 | 84 | 76320 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/47 | 12 | 10729 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/47 | 24 | 21426 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/47 | 20 | 18493 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/34 | 8 | 7679 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/38 | $52 | $50121 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/42 | 43 | 40218 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/44 | 18 | 17322 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/46 | 100 | 94499 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/46 | 12 | 11333 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/47 | 20 | 18273 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/47 | 29 | 27455 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/47 | 29 | 27065 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/47 | 5 | 4214 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/47 | 67 | 62483 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/47 | 4 | 3424 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/48 | 66 | 61935 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/48 | 29 | 27006 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/48 | 18 | 17154 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/49 | 51 | 47751 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/49 | 11 | 10021 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/49 | 15 | 14093 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/45 | 12 | 11431 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/46 | 97 | 93960 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/46 | 6 | 5440 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/47 | 3 | 2419 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/48 | 21 | 19793 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 | 9 | 9121 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/48 | 24 | 22899 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/48 | 14 | 13380 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/49 | 4 | 3527 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/48 | 24 | 23767 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/49 | 10 | 10388 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/52 | 198 | 193049 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/41 | 187 | 191299 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/52 | 50 | 49818 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/52 | 50 | 49818 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/52 | 50 | 49794 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/37 | 68 | 60738 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/15/37<sup>(k)</sup> | 667 | 600255 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/16/35<sup>(k)</sup> | 225 | 207878 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/52 | 1005 | 860905 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/47 | 31 | 28207 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/51 | 291 | 273683 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/37<sup>(k)</sup> | 44 | 43010 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/47 | 28 | 26951 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/57 | 22 | 21581 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/52 | 650 | 633141 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/52 | 100 | 97980 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/52 | 50 | 50101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-M12, Class A2, 3.76%, 08/25/30<sup>(a)</sup> | 280 | 264972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(a)</sup> | 250 | 201963 |
| Freddie Mac Multifamily Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;Series K056, Class A2, 2.53%, 05/25/26 | 35 | 32834 |
| &nbsp;&nbsp;&nbsp;Series K066, Class A2, 3.12%, 06/25/27 (Call 07/25/27) | 100 | 94931 |
| &nbsp;&nbsp;&nbsp;Series K078, Class A2, 3.85%, 06/25/28 (Call 10/25/28) | 175 | 170973 |
| &nbsp;&nbsp;&nbsp;Series K090, Class A2, 3.42%, 02/25/29 (Call 10/25/29) | 100 | 94896 |
| &nbsp;&nbsp;&nbsp;Series K-1512, Class A2, 2.99%, 05/25/31 | 70 | 63279 |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/20/50 | 171 | 145734 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/20/50 | 379 | 323609 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/20/51 | 508 | 432584 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/20/51 | 1220 | 1037698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/20/52<sup>(k)</sup> | 1525 | 1297680 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 12/20/46 | $40 | $35884 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/20/47 | 19 | 16908 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/50 | 152 | 133942 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/50 | 220 | 193951 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/20/51 | 217 | 191672 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/20/51 | 103 | 91022 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/20/51 | 258 | 227447 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/20/51 | 970 | 853466 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/20/51 | 635 | 558227 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/51 | 1031 | 905281 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/20/51 | 328 | 288101 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/20/52 | 714 | 626462 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/45 | 35 | 32388 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/45 | 78 | 71503 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/45 | 66 | 60865 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/45 | 7 | 6591 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/45 | 227 | 207968 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/45 | 21 | 19042 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/20/46 | 11 | 10032 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/46 | 25 | 23059 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/20/46 | 62 | 56567 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/20/46 | 30 | 27724 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/46 | 22 | 19843 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/20/46 | 18 | 16678 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/46 | 97 | 89346 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/46 | 58 | 53408 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/46 | 30 | 27426 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/46 | 89 | 81770 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/47 | 19 | 17708 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/47 | 29 | 26277 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/47 | 116 | 106090 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/48 | 19 | 17886 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/20/49 | 372 | 341622 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/20/49 | 16 | 14325 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/20/50 | 112 | 102268 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/50 | 122 | 111003 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/20/50 | 121 | 110141 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/20/51 | 11 | 9529 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/51 | 204 | 184313 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/20/52 | 28 | 25658 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/52<sup>(k)</sup> | 600 | 541845 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/42 | 225 | 213482 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/20/42 | 9 | 8804 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/42 | 92 | 87704 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/43 | 67 | 63684 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/45 | 43 | 40588 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/45 | 4 | 3946 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/46 | 48 | 45762 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/46 | 22 | 21199 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/20/46 | 79 | 74458 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/46 | 20 | 19131 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/47 | 5 | 5066 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/20/47 | 13 | 12723 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/47 | 6 | 5744 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/47 | 19 | 17823 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/20/47 | 30 | 28507 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/47 | 63 | 58976 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/20/48 | 18 | 16624 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/20/48 | 58 | 54344 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/48 | 39 | 36279 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 01/20/49 | $16 | $15448 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/20/49 | 43 | 40150 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/49 | 24 | 22548 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/20/50 | 42 | 39383 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/20/50 | 53 | 49961 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/52<sup>(k)</sup> | 1100 | 1021109 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/20/47 | 81 | 78946 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/47 | 55 | 53622 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/20/47 | 146 | 142085 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/47 | 30 | 28676 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/20/48 | 38 | 36790 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/20/48 | 18 | 17301 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/48 | 8 | 7404 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/20/48 | 45 | 43987 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/20/48 | 49 | 47231 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/20/48 | 20 | 18993 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/48 | 106 | 103096 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/20/50 | 69 | 66148 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/20/52<sup>(k)</sup> | 550 | 524971 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/41 | 50 | 50405 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/46 | 44 | 43797 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/47 | 5 | 4740 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/20/48 | 12 | 11785 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/48 | 6 | 5583 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/48 | 45 | 44886 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/48 | 87 | 85886 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/20/48 | 16 | 15938 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/20/49 | 8 | 7962 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/49 | 80 | 79090 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/20/49 | 21 | 20829 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/49 | 5 | 4949 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/20/52 | 176 | 172578 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/20/52<sup>(k)</sup> | 1423 | 1393706 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/48 | 14 | 13838 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/48 | 25 | 25684 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/20/48 | 5 | 4616 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/20/48 | 28 | 28016 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/20/49 | 38 | 38342 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/49 | 4 | 3543 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/20/49 | 116 | 117534 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/20/52<sup>(k)</sup> | 2300 | 2297844 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/20/52<sup>(k)</sup> | 1300 | 1315418 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/01/36 | 5 | 4554 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/01/37 | 116 | 101541 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/01/37 | 79 | 68503 |
| &nbsp;&nbsp;&nbsp;1.50%, 04/01/37 | 9 | 8040 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/01/50 | 191 | 148386 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/01/51 | 433 | 337060 |
| &nbsp;&nbsp;&nbsp;1.50%, 07/01/51 | 140 | 108814 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/01/51 | 182 | 141491 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/35 | 37 | 32982 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/36 | 205 | 183853 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/36 | 21 | 18707 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/01/36 | 22 | 20109 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/36 | 107 | 96099 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/36 | 24 | 21162 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/37 | 24 | 21277 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/37 | 72 | 65001 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/50 | 238 | 197500 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 07/01/50 | $243 | $200742 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/50 | 395 | 326665 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/50 | 313 | 258081 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/51 | 258 | 213212 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/51 | 1042 | 860865 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/51 | 767 | 632885 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/01/51 | 1187 | 979417 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/01/51 | 89 | 73356 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/51 | 252 | 207662 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/01/51 | 223 | 184285 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/51 | 2644 | 2179296 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/01/51 | 233 | 192342 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/51 | 523 | 431015 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/52 | 947 | 781208 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/01/52 | 1401 | 1151365 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/01/52 | 48 | 39483 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/13/52<sup>(k)</sup> | 5692 | 4688189 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/32 | 30 | 27870 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/35 | 32 | 29360 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/35 | 65 | 60378 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/36 | 37 | 33970 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/36 | 98 | 90478 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/47 | 35 | 30355 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/50 | 54 | 46523 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/50 | 73 | 63165 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/50 | 110 | 95116 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/50 | 612 | 526378 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/50 | 453 | 390944 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/50 | 1277 | 1096528 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/50 | 49 | 41969 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/51 | 76 | 65164 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/51 | 75 | 64353 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/51 | 47 | 40427 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/51 | 91 | 78363 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/51 | 46 | 39018 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/51 | 122 | 104310 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/51 | 1047 | 897030 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/52 | 1867 | 1600416 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/52 | 71 | 60746 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/52 | 1450 | 1241188 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/52 | 600 | 512663 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/01/52 | 600 | 512768 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/52 | 1200 | 1024493 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/13/52<sup>(k)</sup> | 5517 | 4719190 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/30 | 58 | 56147 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/31 | 30 | 29187 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/31 | 9 | 8375 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/32 | 9 | 8767 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/32 | 8 | 7762 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/32 | 10 | 9484 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/32 | 8 | 7292 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/33 | 8 | 7276 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/33 | 9 | 8902 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/34 | 63 | 59400 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/34 | 52 | 49445 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/35 | 298 | 282424 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/42 | 5 | 4461 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/43 | 6 | 5934 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/44 | 10 | 8723 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/44 | 111 | 101076 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/45 | $57 | $52378 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/45 | 27 | 24673 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/46 | 292 | 263414 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/46 | 24 | 21993 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/46 | 206 | 186738 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/46 | 142 | 128768 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/47 | 63 | 56422 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/47 | 195 | 176466 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/47 | 107 | 97351 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/47 | 54 | 49137 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/47 | 8 | 7168 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/47 | 43 | 38419 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/48 | 17 | 15607 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/48 | 64 | 57570 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/49 | 929 | 839989 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/01/49 | 112 | 101243 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/49 | 8 | 7603 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/01/49 | 15 | 13658 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/50 | 39 | 35129 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/51 | 359 | 322770 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/01/51 | 130 | 115909 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/01/51 | 112 | 99088 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/52 | 708 | 626313 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/01/52 | 482 | 426574 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/13/52<sup>(k)</sup> | 3500 | 3097325 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/33 | 10 | 9919 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/33 | 14 | 13901 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/33 | 9 | 9060 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/34 | 25 | 24489 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/34 | 14 | 13562 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/34 | 9 | 8667 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/15/37<sup>(k)</sup> | 50 | 48035 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/45 | 11 | 10807 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/46 | 18 | 16938 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/46 | 51 | 48031 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/46 | 8 | 7948 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/46 | 265 | 248412 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/46 | 59 | 54749 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/46 | 59 | 54878 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/47 | 71 | 67264 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/47 | 22 | 20561 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/47 | 17 | 15564 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/47 | 13 | 11777 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/47 | 11 | 10161 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/48 | 119 | 112081 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/48 | 148 | 138672 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/48 | 5 | 4729 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/48 | 42 | 38812 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/48 | 13 | 12754 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/48 | 31 | 28527 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/48 | 11 | 10692 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/49 | 56 | 52128 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/49 | 10 | 9691 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/49 | 97 | 91194 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/49 | 42 | 39267 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/50 | 962 | 886415 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/51 | 470 | 434782 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/13/52<sup>(k)</sup> | 2650 | 2425578 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/32 | 7 | 6785 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/33 | 6 | 6153 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/33 | $6 | $5781 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/33 | 4 | 3835 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/33 | 16 | 16053 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/38 | 6 | 5478 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/45 | 43 | 41561 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/45 | 7 | 6646 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/45 | 19 | 18534 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/46 | 83 | 80609 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/46 | 189 | 182187 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/46 | 9 | 8597 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/47 | 5 | 5141 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 | 4 | 3382 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/47 | 39 | 38286 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/47 | 56 | 54300 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/48 | 46 | 44122 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/48 | 212 | 203683 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/48 | 20 | 19429 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/48 | 25 | 24336 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/48 | 13 | 12598 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/49 | 10 | 9878 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/49 | 6 | 5592 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 | 27 | 26201 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/49 | 46 | 43903 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/49 | 27 | 26314 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 | 60 | 57550 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/49 | 139 | 133585 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/49 | 21 | 20397 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/50 | 5 | 4611 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/50 | 211 | 201728 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/50 | 23 | 21895 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/51 | 220 | 211516 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/52 | 102 | 96881 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/13/52<sup>(k)</sup> | 3096 | 2927534 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/44 | 109 | 107817 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/46 | 17 | 16736 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/47 | 7 | 7252 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/47 | 17 | 16328 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/48 | 13 | 12794 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/48 | 10 | 10372 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/48 | 2 | 2112 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/48 | 28 | 27570 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/48 | 36 | 35247 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 | 46 | 45145 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/48 | 59 | 57461 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/49 | 20 | 19875 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/49 | 62 | 60824 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/49 | 80 | 79172 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/49 | 30 | 29282 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 | 207 | 201129 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/13/52<sup>(k)</sup> | 1575 | 1532918 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/48 | 5 | 4918 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/48 | 16 | 16341 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/48 | 11 | 10708 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/48 | 13 | 13108 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/01/49 | 10 | 9940 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/49 | 16 | 16477 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/13/52<sup>(k)</sup> | 725 | 721375 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/01/47 | 14 | 14725 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/13/52<sup>(k)</sup> | 750 | 758514 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *<br> Par<br> (000)* | *Value* |
| **Mortgage-Backed Securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/49 | $32 | $33405 |
|  |  | 73891884 |
| **U.S. Government Agency Obligations — 0.1%** |  |  |
| Federal Home Loan Banks, 3.00%, 03/10/28 | 60 | 57020 |
| Tennessee Valley Authority, Series A, 2.88%, 02/01/27 | 25 | 23925 |
|  |  | 80945 |
| **U.S. Government Obligations — 21.9%** |  |  |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 11/30/27 | 600 | 512859 |
| &nbsp;&nbsp;&nbsp;0.63%, 12/31/27 | 300 | 255867 |
| &nbsp;&nbsp;&nbsp;0.63%, 05/15/30 | 200 | 160750 |
| &nbsp;&nbsp;&nbsp;0.63%, 08/15/30 | 500 | 399531 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/31/28 | 500 | 428281 |
| &nbsp;&nbsp;&nbsp;0.88%, 11/15/30 | 700 | 568969 |
| &nbsp;&nbsp;&nbsp;1.00%, 07/31/28 | 660 | 565950 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/29/28 | 400 | 349125 |
| &nbsp;&nbsp;&nbsp;1.13%, 08/31/28 | 700 | 603750 |
| &nbsp;&nbsp;&nbsp;1.13%, 02/15/31 | 750 | 621562 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/31/28 | 500 | 438438 |
| &nbsp;&nbsp;&nbsp;1.25%, 04/30/28 | 770 | 673991 |
| &nbsp;&nbsp;&nbsp;1.25%, 05/31/28 | 1044 | 911869 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/30/28 | 570 | 496880 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/30/28 | 910 | 789070 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/15/31 | 1980 | 1631025 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/31/28 | 1000 | 871953 |
| &nbsp;&nbsp;&nbsp;1.38%, 12/31/28 | 500 | 435508 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/15/31 | 1300 | 1075953 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/30/28 | 700 | 613977 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/30 | 200 | 172781 |
| &nbsp;&nbsp;&nbsp;1.63%, 08/15/29 | 475 | 417258 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/15/31 | 1100 | 941016 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/31/29 | 830 | 737273 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/29 | 50 | 44320 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/28/29 | 320 | 286475 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/32 | 1170 | 1008211 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/31/29 | 870 | 800808 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/29 | 700 | 644273 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/29 | 910 | 851063 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/31/29 | 700 | 653406 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/28 | 500 | 474102 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/31/29 | 500 | 470352 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/15/32 | 1490 | 1380811 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/28 | 950 | 904949 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/28 | 650 | 618312 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/30/29 | 700 | 663633 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/32 | 1550 | 1453609 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/28 | 500 | 481445 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/31/29 | 700 | 673750 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/29 | 700 | 678344 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/30/29 | 520 | 523900 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/31/29 | 730 | 741520 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/32 | 250 | 259883 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/28 | 200 | 214344 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/29 | 550 | 591078 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/15/31 | 300 | 334406 |
| &nbsp;&nbsp;&nbsp;6.13%, 08/15/29 | 500 | 567109 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares<br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/30 | $300 | $347766 |
|  |  | 30341505 |
| **Total U.S. Government & Agency Obligations — 75.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $110,159,539)** |  | 104314334 |
| **Total Long-Term Investments — 102.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $150,804,931)** |  | 141872968 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 21.7%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(l)(m)</sup> | 28484 | 28487291 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(l)(m)(n)</sup> | 1483 | 1482839 |
| **Total Short-Term Securities — 21.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $29,964,497)** |  | 29970130 |
| **Total Investments Before TBA Sales Commitments — 124.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $180,769,428)** |  | 171843098 |
| **TBA Sales Commitments<sup>(k)</sup>** |  |  |
| **Mortgage-Backed Securities — (3.4)%** |  |  |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/20/52 | (500) | (499531) |
| &nbsp;&nbsp;&nbsp;5.50%, 12/20/52 | (500) | (505930) |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 12/13/52 | (3400) | (2908328) |
| &nbsp;&nbsp;&nbsp;4.50%, 12/13/52 | (650) | (632633) |
| &nbsp;&nbsp;&nbsp;5.00%, 12/13/52 | (200) | (199000) |
| **Total TBA Sales Commitments — (3.4)%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Proceeds: $(4692227))** |  | (4745422) |
| **Total Investments, Net of TBA Sales Commitments — 120.8%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $176,077,201)** |  | 167097676 |
| **Liabilities in Excess of Other Assets — (20.8)%** |  | (28740881) |
| **Net Assets — 100.0%** |  | $138356795 |

---

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

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

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

<sup>(e)</sup> Perpetual security with no stated maturity date.

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

<sup>(g)</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>(h)</sup> Zero-coupon bond.

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

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

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

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

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

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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Core 5-10 Year USD Bond ETF** |
| November 30, 2022 |  |

---

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at <br> 02/28/22* | *Purchases <br> at Cost* | *Proceeds <br> from Sale* | *Net Realized <br> Gain (Loss)* | *Change in <br> Unrealized <br> Appreciation <br> (Depreciation)* | *Value at <br> 11/30/22* | *Shares <br> Held at <br> 11/30/22 <br> (000)* | *Income* | *Capital Gain <br> Distributions from <br> Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $5859959 | $22623862 <sup>(a)</sup> | $— | $(938) | $4408 | $28487291 | 28484 | $141145 | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 348175 | 1134664 <sup>(a)</sup> |  |  |  | 1482839 | 1483 | 7965 <sup>(b)</sup> |  |
|  |  |  |  | $(938) | $4408 | $29970130 |  | $149110 | $— |

---

<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.

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;Collaterized Mortgage Obligations | $— | $1007773 | $— | $1007773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes |  | 31829481 |  | 31829481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 4669638 |  | 4669638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Debt Obligations |  | 51742 |  | 51742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government & Agency Obligations |  | 104314334 |  | 104314334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 29970130 |  |  | 29970130 |
|  | 29970130 | 141872968 |  | 171843098 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA Sales Commitments |  | (4745422) |  | (4745422) |
|  | $29970130 | $137127546 | $— | $167097676 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |  |  |
| GO | General Obligation | SOFR | Secured Overnight Financing Rate |
| LIBOR | London Interbank Offered Rate | TBA | To-Be-Announced |
| RB | Revenue Bond |  |  |
| SCA | Svenska Celluosa Aktiebolaget |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Core 5-10 Year USD Bond ETF

- **b. EDGAR series identifier (if any):** S000055401

- **c. LEI of Series:** 549300E5GUSCE00FIQ17

**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:** $172393725.43

**Total Liabilities:** $34037437.40

**Net Assets:** $138356288.03

**Delayed Delivery Securities:** $10165.50

**Cash Not Reported:** $446.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 511.35000000 | **1-Year:** 24.48000000 | **5-Year:** 23309.62000000 | **10-Year:** 40525.16000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 3.29000000 | **5-Year:** 4427.61000000 | **10-Year:** 647.96000000 | **30-Year:** 14.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174365 | -4.85%               | -0.94%               | 4.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-208727.92              | $-4312186.54                               |
| Month 2  | $-312434.25              | $-688639.52                                |
| Month 3  | $34460.19                | $4709629.93                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Universal 5-10 Years Index

- **Index Identifier:** BUH5TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Micron Technology Inc                            | Micron Technology Inc                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9714.50      | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5017.50      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55720 | PA      | $50146.38     | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8712.90      | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11196 | PA      | $10427.21     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3864.95      | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49817.67     | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4219.85      | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                            | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4068.75      | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21150.50     | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6389.53      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Liberty Interactive LLC                          | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2538.20      | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25967.20     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                              | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25461.60     | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2790.33      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                      | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     30000 | PA      | $24085.50     | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                         | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13858.88     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3871.30      | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12958.20     | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                      | Target Corp                                                                      | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19594.40     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12931 | PA      | $11304.29     | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51856.80     | 0.04%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4280.50      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92986 | PA      | $76685.68     | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7868.40      | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26754.00     | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33956.30     | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91368 | PA      | $78362.93     | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AYT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     20531 | PA      | $18579.09     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4725.05      | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9365.80      | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                          | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7838.20      | 0.01%             | 2032-01-07      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     90000 | PA      | $72315.00     | 0.05%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                    | Sempra Energy                                                                    | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18564.00     | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                     | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     20000 | PA      | $15161.60     | 0.01%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     27000 | PA      | $24030.27     | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41971 | PA      | $39153.57     | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                         | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000 | PA      | $2429.88      | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                          | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     10000 | PA      | $7443.50      | 0.01%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61551 | PA      | $60824.26     | 0.04%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14218.35     | 0.01%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55874 | PA      | $54299.71     | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                              | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4416.35      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    925000 | PA      | $858660.16    | 0.62%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4994 | PA      | $4949.31      | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70578.75     | 0.05%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                         | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13870.50     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94367.00     | 0.07%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24073.25     | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3919.44      | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17281 | PA      | $15606.89     | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                        | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $37193.70     | 0.03%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61648 | PA      | $56566.84     | 0.04%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                 | Public Service Co of New Hampshire                                               | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8274.40      | 0.01%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63642 | PA      | $56591.14     | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                              | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3041.00      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CHESAPEAKE ENERGY CORP                           | Chesapeake Energy Corp                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6939.03      | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                               | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2611.17      | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65326.50     | 0.05%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                      | Equinor ASA                                                                      | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     40000 | PA      | $38316.80     | 0.03%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                              | Highwoods Realty LP                                                              | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     25000 | PA      | $18886.50     | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                         | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5052.15      | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                 | Armor Holdco Inc                                                                 | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2257.98      | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9542.20      | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $44320.31     | 0.03%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4215.35      | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $851063.29    | 0.62%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                           | Asian Development Bank                                                           | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $14147.55     | 0.01%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Safeway Inc                                      | Safeway Inc                                                                      | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2999.76      | 0.00%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5339.46      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                             | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3637.90      | 0.00%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                          | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4448.45      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                             | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $45634.60     | 0.03%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40145.05     | 0.03%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46058.50     | 0.03%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2716.53      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                       | Cigna Corp                                                                       | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50979.60     | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24830.60     | 0.02%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6838.00      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QVC INC                                          | QVC Inc                                                                          | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6039.99      | 0.00%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13775.10     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WEWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9075 | PA      | $8209.10      | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                              | CALIFORNIA ST                                                                    | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $43109.75     | 0.03%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86663 | PA      | $85885.96     | 0.06%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3126.51      | 0.00%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18418 | PA      | $17154.19     | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18346.86     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                         | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9061.50      | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                             | Lockheed Martin Corp                                                             | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8270.30      | 0.01%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4328.15      | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3688.64      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                      | Apache Corp                                                                      | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2091.58      | 0.00%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26846 | PA      | $23471.93     | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23684 | PA      | $21277.26     | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9476 | PA      | $9121.16      | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62914 | PA      | $51853.60     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54142.40     | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                         | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4237.50      | 0.00%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22205.75     | 0.02%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2020-C56                                   | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $24911.88     | 0.02%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                  | PerkinElmer Inc                                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26299.50     | 0.02%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38507 | PA      | $36278.53     | 0.03%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $678343.75    | 0.49%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                     | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1827.80      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    113000 | PA      | $92902.95     | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22134.33     | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9490.40      | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4382.75      | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                             | EnLink Midstream LLC                                                             | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5044.40      | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11735.75     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650486 | PA      | $633141.21    | 0.46%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                            | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73279.80     | 0.05%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                            | Stifel Financial Corp                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21935.25     | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                           | Federal Home Loan Banks                                                          | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     60000 | PA      | $57020.40     | 0.04%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46452 | PA      | $38331.40     | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8569.60      | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                       | Ciena Corp                                                                       | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4264.45      | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                              | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4126.25      | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                         | CrownRock LP / CrownRock Finance Inc                                             | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11974.69     | 0.01%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6080 | PA      | $5743.51      | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                        | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4426.80      | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160766 | PA      | $138331.09    | 0.10%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22907.04     | 0.02%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27026 | PA      | $24673.28     | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38358.45     | 0.03%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                       | Nuveen LLC                                                                       | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18789.20     | 0.01%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21254 | PA      | $20396.95     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94995 | PA      | $78508.73     | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75000 | PA      | $63820.31     | 0.05%             | 2052-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                         | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9310.40      | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| ENFRAGEN ENERGIA SUR SA                          | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                  | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      5000 | PA      | $3335.95      | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                       | Pfizer Inc                                                                       | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48864.20     | 0.04%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      4000 | PA      | $3409.84      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ARKO CORP                                        | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4015.15      | 0.00%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                    | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16000.09     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19428.00     | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WMNJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     29431 | PA      | $27454.83     | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $27172.20     | 0.02%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7912.30      | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77682.35     | 0.06%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6089.23      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4707.20      | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9546.94      | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13049 | PA      | $12342.42     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151656 | PA      | $137146.86    | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                             | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4173.80      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11252.10     | 0.01%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                   | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10576.50     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5887.77      | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28952.70     | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                         | Crowdstrike Holdings Inc                                                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5067.36      | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20443 | PA      | $18493.09     | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189239 | PA      | $155917.35    | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                            | Owl Rock Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20072.50     | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9043.50      | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $10999.95     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1380810.94   | 1.00%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ford Holdings LLC                                | Ford Holdings LLC                                                                | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2255.60      | 0.00%             | 2030-03-01      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15091 | PA      | $14156.00     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                             | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7421.52      | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121811 | PA      | $111002.89    | 0.08%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2403.75      | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359307 | PA      | $322770.22    | 0.23%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15190.18     | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9396.10      | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58737 | PA      | $54748.77     | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14355.75     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29114.40     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50250.20     | 0.04%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5000 | PA      | $292.50       | 0.00%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54212.40     | 0.04%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                   | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4394.70      | 0.00%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13822.24     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     10000 | PA      | $9053.00      | 0.01%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21206.50     | 0.02%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                       | 3M Co                                                                            | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14323.80     | 0.01%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                              | Emerson Electric Co                                                              | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20556.00     | 0.01%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                      | Apache Corp                                                                      | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4496.90      | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5572.70      | 0.00%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     21000 | PA      | $17183.25     | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4755.30      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28829.15     | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34687 | PA      | $32774.25     | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9405.60      | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52233 | PA      | $49445.11     | 0.04%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12671.40     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $14141.40     | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10001.16     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15921.80     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4689.20      | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $8239.80      | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11951.70     | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45096 | PA      | $37199.38     | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217565 | PA      | $178783.23    | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8276.20      | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CA                                 | TotalEnergies Capital SA                                                         | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      4000 | PA      | $3902.72      | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                                       | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2848.02      | 0.00%             | 2029-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                    | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11375.60     | 0.01%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                    | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2436.15      | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                                            | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28360.50     | 0.02%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $9502.10      | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     15000 | PA      | $13074.45     | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                             | Kansas City Southern/Old                                                         | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8703.40      | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7321 | PA      | $7251.99      | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55978.20     | 0.04%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                            | Carnival Holdings Bermuda Ltd                                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20717.20     | 0.01%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                                          | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21755.25     | 0.02%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                       | VMware Inc                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4700.10      | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                       | Carvana Co                                                                       | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     34000 | PA      | $14454.42     | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27683.60     | 0.02%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4445.80      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                             | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14604.52     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2522.43      | 0.00%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9425.80      | 0.01%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                          | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4228.50      | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97373 | PA      | $89346.40     | 0.06%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4500.60      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21104.57     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                       | Masco Corp                                                                       | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19508.75     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                          | GPS Hospitality Holding Co LLC / GPS Finco Inc                                   | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2048.94      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                             | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4065.95      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                            | Windstream Escrow LLC / Windstream Escrow Finance Corp                           | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13072.50     | 0.01%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GRP OF AMER                          | Reinsurance Group of America Inc                                                 | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22944.75     | 0.02%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                             | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4295.35      | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6752.24      | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                       | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6623.68      | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28925.40     | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33999.70     | 0.02%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                              | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14718.40     | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10437 | PA      | $10371.72     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                      | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36201.60     | 0.03%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $4316.16      | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16900.74     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                           | Equitable Holdings Inc                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38161.20     | 0.03%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                              | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5918.85      | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25198.50     | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23560.00     | 0.02%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45518 | PA      | $39017.79     | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                           | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4095.25      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| SUNCOKE ENERGY INC                               | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4247.15      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tosco Corp                                       | Tosco Corp                                                                       | CUSIP: 891490AT1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     30000 | PA      | $35526.30     | 0.03%             | 2030-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18867 | PA      | $17822.57     | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                             | South32 Treasury Ltd                                                             | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $8730.90      | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                         | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4324.60      | 0.00%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146321 | PA      | $142084.60    | 0.10%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64188 | PA      | $53037.74     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170089 | PA      | $145505.13    | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35858.18     | 0.03%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                | Toyota Motor Corp                                                                | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     14000 | PA      | $12512.08     | 0.01%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134730 | PA      | $121844.58    | 0.09%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $12617.85     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                         | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2883.30      | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5036.71      | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27133.60     | 0.02%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4237.10      | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14601.45     | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $26178.00     | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                 | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6527.85      | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                            | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4151.35      | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                              | Callon Petroleum Co                                                              | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9405.60      | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                     | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22937.75     | 0.02%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46507 | PA      | $38313.44     | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3556 | PA      | $3314.13      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                           | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5785.38      | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15484.32     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                         | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2745.06      | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6857 | PA      | $6645.78      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38196.40     | 0.03%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600474 | PA      | $512768.18    | 0.37%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                    | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24017.75     | 0.02%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                 | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2362.23      | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                               | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5591.81      | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3424.00      | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     50000 | PA      | $44702.50     | 0.03%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24133.50     | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| PM GENERAL PURCHASER LLC                         | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4373.50      | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12713.40     | 0.01%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42540 | PA      | $38418.90     | 0.03%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9044.50      | 0.01%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                         | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11347 | PA      | $9906.62      | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4207.85      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15696 | PA      | $14325.34     | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                             | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2518.86      | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70054 | PA      | $57704.05     | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4472.20      | 0.00%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     80000 | PA      | $70178.40     | 0.05%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                               | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $11866.50     | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100275 | PA      | $90710.08     | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8096.70      | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $613976.57    | 0.44%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                                       | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25201.50     | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19785.25     | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13001 | PA      | $13108.16     | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23580.30     | 0.02%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4343.80      | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                          | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9087.32      | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4664.95      | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11887 | PA      | $11785.08     | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                  | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     25000 | PA      | $20646.75     | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40565.00     | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17133 | PA      | $15993.04     | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947271 | PA      | $781207.59    | 0.56%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62719.15     | 0.05%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5933.27      | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $334406.25    | 0.24%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26301.90     | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46588.00     | 0.03%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                  | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6008.87      | 0.00%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $347765.63    | 0.25%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                   | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57363.50     | 0.04%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                              | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $8247.80      | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     18000 | PA      | $9624.42      | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102041 | PA      | $84394.21     | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $15276.40     | 0.01%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50936 | PA      | $48031.49     | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16361 | PA      | $16053.11     | 0.01%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23482.75     | 0.02%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48850 | PA      | $41969.29     | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2648.13      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18349.40     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                       | Cigna Corp                                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58499.40     | 0.04%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4757.20      | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10098.50     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2804.49      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                             | Entegris Escrow Corp                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8473.05      | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                         | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $65178.00     | 0.05%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                         | Dell Inc                                                                         | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15841.05     | 0.01%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25888.75     | 0.02%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26268.75     | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                          | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9471.50      | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4850.80      | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20752.50     | 0.01%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9461.90      | 0.01%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                         | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6483.40      | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4386.40      | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60007.80     | 0.04%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17207.20     | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41911 | PA      | $39382.68     | 0.03%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                             | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7556.60      | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL AND GAS INC                         | Northern Oil and Gas Inc                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4888.80      | 0.00%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     20000 | PA      | $16723.60     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                  | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12763.80     | 0.01%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47484 | PA      | $42910.43     | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12803.55     | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100198 | PA      | $94499.36     | 0.07%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                              | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9884.80      | 0.01%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                              | Rockwell Automation Inc                                                          | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4702.55      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19056.60     | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                              | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8863.14      | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                  | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2468.85      | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14292.75     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8493 | PA      | $7602.69      | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32892 | PA      | $31717.56     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23714 | PA      | $22103.64     | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                         | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     30000 | PA      | $28242.00     | 0.02%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26264.40     | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                               | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1705.86      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5034.54      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42715 | PA      | $40149.65     | 0.03%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14212.80     | 0.01%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42597.00     | 0.03%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156686AM9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2407.20      | 0.00%             | 2028-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24887 | PA      | $23155.71     | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4084.90      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22293.50     | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5265.06      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7000 | PA      | $5988.99      | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $48024.00     | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29638.20     | 0.02%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8340.10      | 0.01%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     30000 | PA      | $28005.00     | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77900 | PA      | $71503.24     | 0.05%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18861.60     | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                              | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9171.10      | 0.01%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FRMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28815 | PA      | $26039.68     | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                     | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4137.70      | 0.00%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Sands China Ltd                                  | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $14027.85     | 0.01%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LABL INC                                         | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8887.50      | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                         | NFP Corp                                                                         | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4356.60      | 0.00%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                         | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8760.20      | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                   | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9227.20      | 0.01%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339511 | PA      | $278990.63    | 0.20%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38038 | PA      | $32988.26     | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     12000 | PA      | $10276.80     | 0.01%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Enstar Group Ltd                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4592.70      | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                         | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4907.76      | 0.00%             | 2029-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SWITCH LTD                                       | Switch Ltd                                                                       | CUSIP: 87105NAC4<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3061.89      | 0.00%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                          | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4123.00      | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12973 | PA      | $12477.98     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                          | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2005.71      | 0.00%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| TELEDYNE TECHNOLOGIES IN                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20621.00     | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3019.68      | 0.00%             | 2028-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32933.60     | 0.02%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                              | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $17988.60     | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $16028.40     | 0.01%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                    | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3837.00      | 0.00%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                               | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $5230.12      | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                             | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18642.20     | 0.01%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $7148.40      | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Steelcase Inc                                    | Steelcase Inc                                                                    | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3507.04      | 0.00%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| SVB FINANCIAL GROUP                              | SVB Financial Group                                                              | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17876.50     | 0.01%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                       | FedEx Corp                                                                       | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9397.40      | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP INC                                           | HP Inc                                                                           | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9551.10      | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19484.20     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43674 | PA      | $43797.38     | 0.03%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2789.52      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $21950.25     | 0.02%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                            | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19326.09     | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                           | TCI Communications Inc                                                           | CUSIP: 872287AL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5518.25      | 0.00%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10345 | PA      | $9691.35      | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8441.40      | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                              | Avery Dennison Corp                                                              | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19284.75     | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                                                    | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4832.20      | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94190 | PA      | $85990.59     | 0.06%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     30000 | PA      | $6589.50      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16282.98     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                             | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13898.55     | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9004.70      | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18454 | PA      | $17322.31     | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                          | Shell International Finance BV                                                   | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $77966.40     | 0.06%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28020.30     | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                              | Audacy Capital Corp                                                              | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $1136.40      | 0.00%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $4086.60      | 0.00%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10254.30     | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                    | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4072.90      | 0.00%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4884 | PA      | $4461.05      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5911.60      | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16514.20     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17161.83     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125264 | PA      | $103446.89    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                         | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4672.80      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                   | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10543.06     | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                         | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $41716.15     | 0.03%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150586 | PA      | $130520.45    | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62749 | PA      | $59399.82     | 0.04%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21358.25     | 0.02%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8456.60      | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22962 | PA      | $21895.16     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     35000 | PA      | $31927.35     | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                           | Murphy Oil Corp                                                                  | CUSIP: 626717AA0<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4952.85      | 0.00%             | 2029-05-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17595.00     | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $193356.00    | 0.14%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8001.00      | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22513.25     | 0.02%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                             | GrafTech Finance Inc                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4165.00      | 0.00%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31878.40     | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      9000 | PA      | $8099.46      | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4456.90      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $7707.30      | 0.01%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                               | nVent Finance Sarl                                                               | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $9264.90      | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                             | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $183850.00    | 0.13%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1631025.00   | 1.18%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                    | Sempra Energy                                                                    | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4577.25      | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14216.32     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $259882.81    | 0.19%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8458.40      | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                         | C&S Group Enterprises LLC                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2232.84      | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4182.00      | 0.00%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5515.62      | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21670.50     | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     30000 | PA      | $30000.00     | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $23635.20     | 0.02%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23360.25     | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                               | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3961.10      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12045.30     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD OPERATING PARTN                         | Safehold Operating Partnership LP                                                | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     10000 | PA      | $7768.50      | 0.01%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                  | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4744.40      | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8994.60      | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4588.10      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30864.40     | 0.02%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | Progressive Corp/The                                                             | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22085.75     | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                              | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     39000 | PA      | $46629.96     | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                 | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7034.72      | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0324C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24017.58     | 0.02%             | 2037-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4173.05      | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14250.90     | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52941.00     | 0.04%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4545.95      | 0.00%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                             | EnLink Midstream LLC                                                             | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6656.09      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28604.80     | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                  | Life Storage LP                                                                  | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     25000 | PA      | $19336.00     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15761.72     | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                               | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |      5000 | PA      | $4209.30      | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25405 | PA      | $25683.96     | 0.02%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                         | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6840.08      | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                            | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $118353.00    | 0.09%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13417.35     | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| KYNDRYL HOLDINGS INC                             | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9943.95      | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8100.62      | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                         | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6793.52      | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144849 | PA      | $119242.00    | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $5624.20      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                               | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19406.20     | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                           | Mondelez International Inc                                                       | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21593.50     | 0.02%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                 | Teine Energy Ltd                                                                 | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2729.85      | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74941 | PA      | $64352.51     | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                             | Sagicor Financial Co Ltd                                                         | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4469.10      | 0.00%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                              | Block Financial LLC                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8851.00      | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                         | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5000 | PA      | $3206.95      | 0.00%             | 2029-04-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Macquarie Group Ltd                              | Macquarie Group Ltd                                                              | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $46975.00     | 0.03%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30177 | PA      | $28506.68     | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                         | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4826.85      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39335 | PA      | $35129.05     | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $470351.57    | 0.34%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52164.45     | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235631 | PA      | $202875.37    | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2703.93      | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                          | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4859.70      | 0.00%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31678 | PA      | $33404.58     | 0.02%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19115 | PA      | $18534.16     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30215 | PA      | $27724.43     | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13041.15     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                           | Boston Scientific Corp                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12938.10     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                    | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23834.25     | 0.02%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2704.20      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                         | CUSIP: 571676AL9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7669.90      | 0.01%             | 2032-07-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15505.20     | 0.01%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                            | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19507.50     | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $26891.04     | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4147.20      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $644273.44    | 0.47%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $12855.90     | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KB HOME                                          | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7978.90      | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     42000 | PA      | $34077.12     | 0.02%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32705.75     | 0.02%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                                 | Iris Holding Inc                                                                 | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4370.20      | 0.00%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Target Corp                                      | Target Corp                                                                      | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9291.90      | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40400.73     | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     10000 | PA      | $3713.50      | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                             | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2546.31      | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                            | Tempur Sealy International Inc                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13214.78     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4276.95      | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                            | Norfolk Southern Corp                                                            | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13034.70     | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221888 | PA      | $183379.74    | 0.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                            | CDI Escrow Issuer Inc                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11129.76     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      5000 | PA      | $4291.20      | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $23572.75     | 0.02%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13536.32     | 0.01%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19591 | PA      | $18993.41     | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $21259.80     | 0.02%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8844.90      | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                          | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4271.20      | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   1277307 | NS      | $1277307.48   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7180 | PA      | $6590.63      | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $116101.50    | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| COSTCO WHOLESALE CORP                            | Costco Wholesale Corp                                                            | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41430.00     | 0.03%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $207877.94    | 0.15%             | 2037-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                        | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23751.25     | 0.02%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                 | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2389.35      | 0.00%             | 2030-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      5000 | PA      | $4709.50      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4731.00      | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                          | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2578.05      | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                          | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5313.91      | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3843.35      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                             | EnLink Midstream LLC                                                             | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14539.05     | 0.01%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8678.60      | 0.01%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73763.20     | 0.05%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                          | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8150.20      | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9268.50      | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                          | Mid-Atlantic Interstate Transmission LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5680.38      | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines Inc                                                              | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9142.40      | 0.01%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                              | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6860.56      | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12332 | PA      | $11495.02     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13302.90     | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                         | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9134.60      | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20760.00     | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24767.10     | 0.02%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                          | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24213.00     | 0.02%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53029.90     | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109173 | PA      | $96231.49     | 0.07%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2R87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10930 | PA      | $10032.05     | 0.01%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44272.80     | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                  | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9816.90      | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KB HOME                                          | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1735.96      | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                               | Ingles Markets Inc                                                               | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2536.20      | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50100.89     | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9434.30      | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78704 | PA      | $74457.66     | 0.05%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68304.60     | 0.05%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301320 | PA      | $248543.43    | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                            | Camden Property Trust                                                            | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |      5000 | PA      | $4764.10      | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                   | Clorox Co/The                                                                    | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38501.20     | 0.03%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                     | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6570.20      | 0.00%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                 | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $7894.40      | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                            | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4303.20      | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                       | VMware Inc                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19126.75     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                           | Cox Communications Inc                                                           | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7676.20      | 0.01%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4798.70      | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7932 | PA      | $7167.76      | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                                | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8535.40      | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14455.80     | 0.01%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6403.74      | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKUMIN ESCROW INC                                | Akumin Escrow Inc                                                                | CUSIP: 01021FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2047.77      | 0.00%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11366.42     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                                                    | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9677.90      | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48717 | PA      | $47231.37     | 0.03%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264744 | PA      | $248412.24    | 0.18%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2844 | PA      | $2733.92      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                         | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11130 | PA      | $9708.03      | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50006 | PA      | $50404.92     | 0.04%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     25000 | PA      | $22079.50     | 0.02%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9333 | PA      | $9060.49      | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                 | Vector Group Ltd                                                                 | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10428.48     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                            | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16542.40     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SCOTTS MIRACLE-GRO CO                            | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6136.48      | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8413.40      | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11941.65     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVR INC                                          | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8478.70      | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23383.50     | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                           | SWF Escrow Issuer Corp                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $2922.35      | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11024.25     | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12451.65     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12657.75     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30488 | PA      | $29187.49     | 0.02%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29890 | PA      | $27426.48     | 0.02%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                           | HP Inc                                                                           | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8763.00      | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83506.00     | 0.06%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                 | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12022.64     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4446.05      | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10717 | PA      | $10021.50     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4277.75      | 0.00%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6517.44      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33370 | PA      | $29414.29     | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196135 | PA      | $162002.90    | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32304.65     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $20805.75     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40881.15     | 0.03%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $565950.00    | 0.41%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                         | Texas Eastern Transmission LP                                                    | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4549.80      | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9369.00      | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16191.82     | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1854817 | PA      | $1528214.46   | 1.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5692086 | PA      | $4688188.79   | 3.39%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.00      | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15039.20     | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22408 | PA      | $21199.31     | 0.02%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                             | CUSIP: 46849LTL5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43631.00     | 0.03%             | 2029-06-21      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17598 | PA      | $16623.54     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9567.10      | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8078.51      | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11168.36     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20118 | PA      | $19880.40     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                  | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18104.20     | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $154576.00    | 0.11%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                   | Public Storage                                                                   | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     10000 | PA      | $8295.30      | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                              | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29090.25     | 0.02%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44000 | PA      | $43010.00     | 0.03%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                         | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30238.95     | 0.02%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11888 | PA      | $11199.72     | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                               | Essex Portfolio LP                                                               | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |      5000 | PA      | $4244.30      | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4501.35      | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23921.25     | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7548 | PA      | $7458.53      | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18387 | PA      | $16615.99     | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                         | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     10000 | PA      | $7823.30      | 0.01%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18033.60     | 0.01%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     10000 | PA      | $10239.90     | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27875 | PA      | $27570.47     | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9582.21      | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                      | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9810.50      | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                | Kimco Realty Corp                                                                | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     25000 | PA      | $20962.00     | 0.02%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30518 | PA      | $27607.29     | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8743.10      | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16573.13     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31282 | PA      | $29158.07     | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25567 | PA      | $25265.18     | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370BZ2<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      1000 | PA      | $977.78       | 0.00%             | 2029-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                        | Avaya Inc                                                                        | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $3528.56      | 0.00%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                         | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2646.60      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10985 | PA      | $10020.89     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77420 | PA      | $72150.08     | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                         | Endeavor Energy Resources LP / EER Finance Inc                                   | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6889.05      | 0.00%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                              | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                      | CUSIP: 561233AM9<br>LEI: 549300MQQ92LN1A0B514 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $12936.00     | 0.01%             | 2028-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                                | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57744.00     | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29743.35     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $197540.00    | 0.14%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                     | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23274.00     | 0.02%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15024.40     | 0.01%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5083.86      | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                    | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2469.27      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $94931.07     | 0.07%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25315 | PA      | $24335.68     | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                | Vista Outdoor Inc                                                                | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7599.30      | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9163.20      | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161932 | PA      | $133816.95    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                         | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1846.32      | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4257.80      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3826.35      | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp                              | Dollar General Corp                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28785.30     | 0.02%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9012.60      | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5794.81      | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35344.80     | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7783.20      | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                | Post Holdings Inc                                                                | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6677.16      | 0.00%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                             | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3378.35      | 0.00%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $16539.40     | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                          | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     20000 | PA      | $15601.00     | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $63278.76     | 0.05%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $8347.50      | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23893 | PA      | $23767.16     | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4322.25      | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63590 | PA      | $52409.04     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                    | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22761.75     | 0.02%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                      | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8298.30      | 0.01%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45371 | PA      | $43987.21     | 0.03%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49851 | PA      | $48694.33     | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8087.00      | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52069 | PA      | $50121.37     | 0.04%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $428281.25    | 0.31%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                           | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    105000 | PA      | $88946.55     | 0.06%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15161.22     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                           | Asian Development Bank                                                           | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $39532.50     | 0.03%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                          | Studio City Finance Ltd                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     17000 | PA      | $12075.10     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5123.70      | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP                         | Carrols Restaurant Group Inc                                                     | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2109.30      | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8986.10      | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $845.54       | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                           | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3451.30      | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $64565.60     | 0.05%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5082 | PA      | $4728.61      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12129 | PA      | $11332.76     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     40000 | PA      | $31391.20     | 0.02%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    970410 | PA      | $853465.78    | 0.62%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5716.20      | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                              | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4123.50      | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                         | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6076.40      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                    | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10604.64     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $70141.40     | 0.05%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $496879.69    | 0.36%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15258 | PA      | $13658.44     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8563.70      | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     25000 | PA      | $18564.50     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3582 | PA      | $3447.30      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     10000 | PA      | $9396.10      | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                          | Allen Media LLC / Allen Media Co-Issuer Inc                                      | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $2579.64      | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23118.00     | 0.02%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                         | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2370.16      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                       | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6840.96      | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                             | Woodside Finance Ltd                                                             | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $18886.40     | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8233.83      | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                              | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4600.00      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78180 | PA      | $68912.75     | 0.05%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                    | Urban One Inc                                                                    | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5082.90      | 0.00%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62800.40     | 0.05%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19981.75     | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5284.23      | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118830 | PA      | $107494.34    | 0.08%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     35000 | PA      | $32885.30     | 0.02%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                      | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17561.60     | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                         | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4287.05      | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155305 | PA      | $140489.90    | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      8000 | PA      | $5646.24      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2544.87      | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42627.15     | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48818.50     | 0.04%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                               | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4386.40      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5827 | PA      | $5592.18      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3884.50      | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                         | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4004.30      | 0.00%             | 2032-03-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                        | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $150600.00    | 0.11%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90613 | PA      | $74816.17     | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8857.50      | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                         | Viper Energy Partners LP                                                         | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4768.35      | 0.00%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5117.25      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4082.25      | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                            | Unilever Capital Corp                                                            | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79955.00     | 0.06%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21165 | PA      | $20933.53     | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19298 | PA      | $17707.74     | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14373.60     | 0.01%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                          | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4261.85      | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5104.75      | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60418.80     | 0.04%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121116 | PA      | $103443.09    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     16000 | PA      | $12603.04     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9307.89      | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14483.40     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| United Mexican States                            | Mexico Government International Bond                                             | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5000 | PA      | $5864.70      | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28632 | PA      | $26276.88     | 0.02%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45622 | PA      | $43934.14     | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17720.22     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14461 | PA      | $13900.88     | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                        | WRKCo Inc                                                                        | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9677.90      | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                          | New York State Electric & Gas Corp                                               | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7882.60      | 0.01%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4459.15      | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66996.80     | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114498.75    | 0.08%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22987.53     | 0.02%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4018.05      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6551.60      | 0.00%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22134.00     | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26346.75     | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42804 | PA      | $40587.85     | 0.03%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                              | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2713.44      | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE                         | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5411.64      | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                       | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3241.20      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10624.30     | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1220165 | PA      | $1037698.47   | 0.75%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                   | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     25000 | PA      | $18333.25     | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15795.60     | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26462.70     | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| JACOBS ENTERTAINMENT INC                         | Jacobs Entertainment Inc                                                         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12600.00     | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2621.67      | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25557.00     | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8935.20      | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42968.00     | 0.03%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2239.88      | 0.00%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235727.14    | 0.17%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $27559.36     | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                      | Cargill Inc                                                                      | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5074.65      | 0.00%             | 2032-10-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                     | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19188.80     | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11465.48     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $737273.44    | 0.53%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                             | AP Moller - Maersk A/S                                                           | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     10000 | PA      | $9513.10      | 0.01%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8857.10      | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8L50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7642 | PA      | $7276.15      | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      9000 | PA      | $8256.42      | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                        | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2491.38      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AT HOME GROUP INC                                | At Home Group Inc                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1467.74      | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corp                              | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19070.10     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4311.65      | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5765.06      | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49834.80     | 0.04%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17530.80     | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5409.78      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                          | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4278.50      | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8460.72      | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199983 | PA      | $1024493.31   | 0.74%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6234.42      | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9960 | PA      | $9484.07      | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3518 | PA      | $3382.50      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12167.25     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                             | Airport Authority                                                                | CUSIP: 00946AAA2<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $158222.00    | 0.11%             | 2031-02-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67468.10     | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $618312.50    | 0.45%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8611.40      | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      6000 | PA      | $2882.52      | 0.00%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J82S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16234 | PA      | $15740.77     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                                | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78120.70     | 0.06%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5853 | PA      | $5780.58      | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                         | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4853.45      | 0.00%             | 2029-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $32052.40     | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                               | Santos Finance Ltd                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4024.65      | 0.00%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                           | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8346.30      | 0.01%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                             | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82364.00     | 0.06%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4705.45      | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                          | First Student Bidco Inc / First Transit Parent Inc                               | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6640.56      | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8239.10      | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QVTF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     97111 | PA      | $93959.88     | 0.07%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4852 | PA      | $4522.97      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                    | Nordstrom Inc                                                                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3114.04      | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15820.25     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22075.75     | 0.02%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40196 | PA      | $35884.20     | 0.03%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9310.50      | 0.01%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9148.10      | 0.01%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10702.01     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                         | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57495.90     | 0.04%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12339.60     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21003.62     | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                              | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9825.50      | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9077.30      | 0.01%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22181.25     | 0.02%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                       | Fluor Corp                                                                       | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13648.80     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43425.00     | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209037 | PA      | $200948.83    | 0.15%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9626.60      | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                   | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4101.15      | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Air Lease Corp                                   | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8981.00      | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21115.60     | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CBB INTL SUKUK PROG WLL                          | CBB International Sukuk Programme Co WLL                                         | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $179450.00    | 0.13%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $56105.00     | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                         | Mars Inc                                                                         | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4521.75      | 0.00%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19906.60     | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $789069.54    | 0.57%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22868.00     | 0.02%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO INTERINSURANC                         | Doctors Co An Interinsurance Exchange/The                                        | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8110.10      | 0.01%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                             | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $4421.30      | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80845 | PA      | $66837.46     | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                               | Crown Americas LLC                                                               | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8323.74      | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                     | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2346.75      | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13840.80     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5268.84      | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     21000 | PA      | $18774.21     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                        | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15016.48     | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13754.25     | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                         | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4500.40      | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                        | Olin Corp                                                                        | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9476.20      | 0.01%             | 2029-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $214343.75    | 0.15%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16989.40     | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11621.10     | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                               | Boston Gas Co                                                                    | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21411.00     | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17489.20     | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                             | Rackspace Technology Global Inc                                                  | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2382.40      | 0.00%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $15235.60     | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13045.05     | 0.01%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                          | Endurance International Group Holdings Inc                                       | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3375.50      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18215.20     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170509 | PA      | $145734.31    | 0.11%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5588 | PA      | $5521.77      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                                 | Colgate Energy Partners III LLC                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4599.30      | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                         | Scientific Games International Inc                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9841.80      | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66078.60     | 0.05%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8517.90      | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15071 | PA      | $14093.18     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31208.45     | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                     | Comerica Inc                                                                     | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9429.40      | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                 | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4415.85      | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                         | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $30120.00     | 0.02%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                          | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $5338.08      | 0.00%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     20000 | PA      | $15823.20     | 0.01%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                              | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $12260.40     | 0.01%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                         | Masonite International Corp                                                      | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3913.95      | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DIVERSIFIED HEALTHCARE T                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $3484.70      | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $8026.10      | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BJ2<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9111.60      | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $399531.25    | 0.29%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                              | SVB Financial Group                                                              | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8199.70      | 0.01%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375500 | PA      | $309776.86    | 0.22%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928819 | PA      | $839989.19    | 0.61%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8312.40      | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $23985.50     | 0.02%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31049.20     | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8748 | PA      | $8374.97      | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14262.84     | 0.01%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4900 | PA      | $4567.68      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23467.50     | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                                      | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20643.25     | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |      6000 | PA      | $5130.06      | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $9865.95      | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242760 | PA      | $200742.43    | 0.15%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126676 | PA      | $108688.78    | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                               | Raytheon Technologies Corp                                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72663.00     | 0.05%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                     | Cars.com Inc                                                                     | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2643.24      | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                         | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67641.70     | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26343.90     | 0.02%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                      | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10307.40     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                           | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4308.10      | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                            | Nabors Industries Ltd                                                            | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $2742.15      | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16995.12     | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $34861.60     | 0.03%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11465 | PA      | $10807.33     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                        | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22451.75     | 0.02%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3954.20      | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237636 | PA      | $210232.21    | 0.15%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      6000 | PA      | $5504.64      | 0.00%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      8000 | PA      | $6961.04      | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3096000 | PA      | $2927534.04   | 2.12%             | 2052-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30660 | PA      | $28527.09     | 0.02%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9555 | PA      | $8723.41      | 0.01%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5272.74      | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56482.20     | 0.04%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8137.20      | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                   | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3757.15      | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $19270.25     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217448 | PA      | $191671.51    | 0.14%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20965.50     | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4808.05      | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                        | Hess Corp                                                                        | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16822.20     | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18982 | PA      | $18252.95     | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                        | News Corp                                                                        | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4614.05      | 0.00%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13448 | PA      | $12722.64     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                                | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19546.25     | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                            | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3101.72      | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                              | Nestle Holdings Inc                                                              | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143737.50    | 0.10%             | 2028-09-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12612.32     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                  | Best Buy Co Inc                                                                  | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14507.85     | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24044.25     | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72708 | PA      | $63164.92     | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                             | Laredo Petroleum Inc                                                             | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3035.25      | 0.00%             | 2028-01-15      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| TARGET CORP                                      | Target Corp                                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29992.20     | 0.02%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                  | Caterpillar Inc                                                                  | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17574.20     | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81300 | PA      | $78946.42     | 0.06%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47516 | PA      | $39269.13     | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23505.30     | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16963.80     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9528.00      | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                              | Fifth Third Bancorp                                                              | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28475.70     | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                            | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38736.00     | 0.03%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                          | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9590.80      | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8184.20      | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                            | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10619.16     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                         | NFP Corp                                                                         | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16918.60     | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8860 | PA      | $8597.50      | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22133.25     | 0.02%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6821.85      | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220399 | PA      | $211516.31    | 0.15%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                          | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $5093.44      | 0.00%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2925.21      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics Inc                                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22259.70     | 0.02%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5696.67      | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4537.65      | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                         | Curo Group Holdings Corp                                                         | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |     13000 | PA      | $5329.35      | 0.00%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                         | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4410.70      | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19490.50     | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                     | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4346.70      | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $438437.50    | 0.32%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8145.90      | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                     | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21158.50     | 0.02%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9576.40      | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20451.75     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17014.00     | 0.01%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                                                        | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $24588.00     | 0.02%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25148.10     | 0.02%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16019.10     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47344 | PA      | $40426.60     | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26608 | PA      | $25819.80     | 0.02%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32569.20     | 0.02%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $97762.78     | 0.07%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2510.58      | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                   | Qatar Government International Bond                                              | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    100000 | PA      | $134081.00    | 0.10%             | 2030-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19780.60     | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66784.90     | 0.05%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138079 | PA      | $114029.82    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                             | Winnebago Industries Inc                                                         | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1851.94      | 0.00%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77973.90     | 0.06%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3939.70      | 0.00%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7832.90      | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    508279 | PA      | $432584.28    | 0.31%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195273 | PA      | $176466.12    | 0.13%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13105 | PA      | $12597.90     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49845 | PA      | $49285.97     | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                            | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     10000 | PA      | $7945.10      | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                         | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8693.20      | 0.01%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24060.90     | 0.02%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $663632.82    | 0.48%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4431.65      | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9417.10      | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Smithfield Foods Inc                             | Smithfield Foods Inc                                                             | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23213.25     | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                         | British Telecommunications PLC                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $3994.90      | 0.00%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     25000 | PA      | $6434.75      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                              | PGT Innovations Inc                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5894.14      | 0.00%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43571.50     | 0.03%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                       | 3M Co                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12913.95     | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69963.60     | 0.05%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25846.20     | 0.02%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378621 | PA      | $323608.75    | 0.23%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52923.65     | 0.04%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9465.40      | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8633.90      | 0.01%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                               | PPG Industries Inc                                                               | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17431.20     | 0.01%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP                                         | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30026.50     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $10877.75     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                    | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6432.32      | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15837.12     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9539.01      | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                              | TreeHouse Foods Inc                                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4270.65      | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                      | Equinor ASA                                                                      | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     55000 | PA      | $47450.15     | 0.03%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                           | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $179108.00    | 0.13%             | 2029-09-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4507.40      | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11782.05     | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                   | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 000000000<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $116377.50    | 0.08%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                 | MDC Holdings Inc                                                                 | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12137.25     | 0.01%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                         | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11503.44     | 0.01%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9537.20      | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9049.00      | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                                                      | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28325.70     | 0.02%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16790.49     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                           | National CineMedia LLC                                                           | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1072.56      | 0.00%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GARTNER INC                                      | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5646.18      | 0.00%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1075953.13   | 0.78%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                          | Paysafe Finance PLC / Paysafe Holdings US Corp                                   | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3000 | PA      | $2214.21      | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                           | Global Atlantic Fin Co                                                           | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7369.00      | 0.01%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49818.00     | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4034.15      | 0.00%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| OHIO NAT FINANCIAL SRVS                          | Ohio National Financial Services Inc                                             | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9313.30      | 0.01%             | 2030-01-24      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $621562.50    | 0.45%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                           | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4262.85      | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2777.91      | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CATALENT PHARMA SOLUTION                         | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4125.10      | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CENTRAL GARDEN & PET CO                          | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4179.75      | 0.00%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28724.70     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| General Electric Co                              | General Electric Co                                                              | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28337.25     | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13216.95     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      6000 | PA      | $5613.84      | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                              | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4694.20      | 0.00%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                   | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14241.96     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57372 | PA      | $52377.76     | 0.04%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20746 | PA      | $19042.15     | 0.01%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8461.30      | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                                               | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17329.00     | 0.01%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57369.20     | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                      | Domtar Corp                                                                      | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4362.50      | 0.00%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $172781.25    | 0.12%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27716 | PA      | $28016.01     | 0.02%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                             | Ryan Specialty Group LLC                                                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6837.20      | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7507.12      | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $151734.00    | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10203 | PA      | $9919.38      | 0.01%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481305 | PA      | $396228.72    | 0.29%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                    | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4023.85      | 0.00%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO                          | Becton Dickinson and Co                                                          | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40196.00     | 0.03%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7180.96      | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21432.25     | 0.02%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11497.85     | 0.01%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22109 | PA      | $21823.44     | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $524970.70    | 0.38%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1030775 | PA      | $905280.79    | 0.65%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19199.80     | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                             | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5094.84      | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $286475.00    | 0.21%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634940 | PA      | $558227.11    | 0.40%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2285.58      | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7019.20      | 0.01%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8690.40      | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                          | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4298.55      | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23967.00     | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6724.64      | 0.00%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $42207.50     | 0.03%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8923.20      | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     25000 | PA      | $21217.00     | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                          | Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6187.79      | 0.00%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2000 | PA      | $118.52       | 0.00%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45292 | PA      | $44885.97     | 0.03%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DPL INC                                          | DPL Inc                                                                          | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11514.23     | 0.01%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $673750.00    | 0.49%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8598.80      | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37932 | PA      | $38342.38     | 0.03%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp                                                            | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19150.80     | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4162 | PA      | $3946.32      | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                              | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4248.05      | 0.00%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7737.70      | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                    | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3689.55      | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10599 | PA      | $10707.52     | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                             | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2784.75      | 0.00%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28772.10     | 0.02%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33299 | PA      | $32144.73     | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21401.90     | 0.02%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $94896.17     | 0.07%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $904949.22    | 0.65%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123130.80    | 0.09%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                            | AvalonBay Communities Inc                                                        | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32237.10     | 0.02%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2697.30      | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19584 | PA      | $18273.21     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                            | Bath & Body Works Inc                                                            | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9275.50      | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28236.00     | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                          | Providence St Joseph Health Obligated Group                                      | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4226.40      | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4514.30      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7654.00      | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12207.15     | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                         | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16787.00     | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                           | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89797.00     | 0.06%             | 2031-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23296 | PA      | $22087.68     | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4771.00      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5960.99      | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107265 | PA      | $88302.13     | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8940.00      | 0.01%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                              | Moody's Corp                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4807.60      | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                  | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4874.15      | 0.00%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175171 | PA      | $150770.76    | 0.11%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27774 | PA      | $26950.97     | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                      | Cargill Inc                                                                      | CUSIP: 141781BK9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13737.00     | 0.01%             | 2029-05-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21626 | PA      | $19843.45     | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16106.80     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13181.76     | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19816.75     | 0.01%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                           | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5905.69      | 0.00%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRI POINTE HOMES INC                             | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2708.52      | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7610.70      | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                             | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7432.00      | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12126.44     | 0.01%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206871 | PA      | $201128.60    | 0.15%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of California                         | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8632.27      | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $8364.30      | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4725.65      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                              | Spectrum Brands Inc                                                              | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1712.66      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32210 | PA      | $29811.57     | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29531 | PA      | $28676.17     | 0.02%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                         | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4122.60      | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7658 | PA      | $7291.87      | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12561.90     | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                            | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $2525.65      | 0.00%             | 2028-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                             | Laredo Petroleum Inc                                                             | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2861.64      | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4046.70      | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112192 | PA      | $102267.99    | 0.07%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52291.85     | 0.04%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                         | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8997.70      | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $481445.32    | 0.35%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30265.20     | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482158 | PA      | $426574.42    | 0.31%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4105.45      | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BC20<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     22857 | PA      | $20791.60     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                | Syneos Health Inc                                                                | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11703.15     | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89309.00     | 0.06%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17418.60     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16776.80     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9493.90      | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                   | LSB Industries Inc                                                               | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6536.81      | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                          | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2788.26      | 0.00%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                         | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6976.00      | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7248.32      | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1923.21      | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                            | TotalEnergies Capital International SA                                           | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $13413.00     | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                        | WRKCo Inc                                                                        | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9347.70      | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $117056.68    | 0.08%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41360.00     | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4697 | PA      | $4648.30      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                         | Beacon Roofing Supply Inc                                                        | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2523.06      | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                            | Waste Connections Inc                                                            | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8343.72      | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                         | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10052.28     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2279.37      | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101955 | PA      | $83970.54     | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18996.00     | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                     | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4148.05      | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3785.44      | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39427.92     | 0.03%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                   | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52251.65     | 0.04%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10967.40     | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                               | Gray Escrow II Inc                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $10679.34     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9323.20      | 0.01%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33992.00     | 0.02%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                    | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5638.99      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65745.60     | 0.05%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96023 | PA      | $93094.45     | 0.07%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Marine Inc                                | Global Marine Inc                                                                | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1392.34      | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190843 | PA      | $148386.15    | 0.11%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8718.30      | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5923.05      | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     53341 | PA      | $48253.01     | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                         | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19540.60     | 0.01%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4459.85      | 0.00%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19313.36     | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $23299.00     | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12507.15     | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2310.57      | 0.00%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                       | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24768.00     | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56252.95     | 0.04%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3426.52      | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36745 | PA      | $33969.74     | 0.02%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WQAT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4517 | PA      | $4214.05      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                            | DuPont de Nemours Inc                                                            | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39836.00     | 0.03%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                              | Kimberly-Clark Corp                                                              | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18070.00     | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                  | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4078.45      | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4516.50      | 0.00%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4457.90      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3888.60      | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                    | Parkland Corp                                                                    | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $13414.72     | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48500.50     | 0.04%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                               | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17979.40     | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                                          | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24642.50     | 0.02%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                | Entergy Texas Inc                                                                | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58985.25     | 0.04%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                           | Louisiana-Pacific Corp                                                           | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2552.73      | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2T6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      2513 | PA      | $2418.99      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9734.60      | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10414.20     | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5742.96      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16353 | PA      | $15447.80     | 0.01%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      5000 | PA      | $3832.05      | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                      | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6148.94      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12852.75     | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4612.45      | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9190.60      | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12108.30     | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                      | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2878.80      | 0.00%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47521 | PA      | $40696.33     | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | PROLOGIS LP                                                                      | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64427.20     | 0.05%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129075 | PA      | $106394.14    | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22335.25     | 0.02%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8947 | PA      | $8666.75      | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36874.35     | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                           | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4350.55      | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                              | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56130.00     | 0.04%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                                         | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32328.45     | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                            | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2467.59      | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23531.75     | 0.02%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    713809 | PA      | $626462.47    | 0.45%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                          | Park River Holdings Inc                                                          | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $5509.36      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     20000 | PA      | $15022.20     | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4439.80      | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139822 | PA      | $108814.35    | 0.08%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36098.80     | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33570.95     | 0.02%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49794.26     | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33620 | PA      | $30381.93     | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47350.80     | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8812.90      | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                          | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $8816.40      | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                               | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $7789.80      | 0.01%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13890.00     | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                            | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4317.20      | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6348.72      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3503.96      | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                           | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |      3000 | PA      | $2177.40      | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                 | ERP Operating LP                                                                 | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     70000 | PA      | $61557.30     | 0.04%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26457.00     | 0.02%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18594.00     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $16388.40     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18940 | PA      | $16908.13     | 0.01%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                             | Blue Owl Finance LLC                                                             | CUSIP: 09581JAG1<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7919.00      | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5234.70      | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                               | Panama Government International Bond                                             | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     40000 | PA      | $47988.80     | 0.03%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $20874.50     | 0.02%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30866.15     | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2647.86      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26659.85     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5209.80      | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47850.50     | 0.03%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30615.55     | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                              | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $16212.80     | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    372246 | PA      | $341622.27    | 0.25%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29342.95     | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2120.13      | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103312 | PA      | $91021.88     | 0.07%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9480.50      | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                       | Cabot Corp                                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4493.70      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46954.54     | 0.03%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                            | Tempur Sealy International Inc                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6706.40      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25121 | PA      | $23058.58     | 0.02%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                         | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9449.60      | 0.01%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     40000 | PA      | $24482.00     | 0.02%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22504.25     | 0.02%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                            | RPM International Inc                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15956.20     | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                          | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6868.32      | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142396 | PA      | $135778.28    | 0.10%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                            | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2247.66      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9197 | PA      | $8766.86      | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31180.80     | 0.02%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121071 | PA      | $110140.97    | 0.08%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                     | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2251.77      | 0.00%             | 2028-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                      | Apache Corp                                                                      | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4520.90      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67545 | PA      | $60738.05     | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                            | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14361.60     | 0.01%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4219.10      | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING                                  | Affinity Gaming                                                                  | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4286.50      | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8186.10      | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                          | Liberty Interactive LLC                                                          | CUSIP: 530715AD3<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1127.00      | 0.00%             | 2029-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33026 | PA      | $30565.85     | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17040.40     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23392.25     | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469983 | PA      | $434782.43    | 0.31%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                           | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8000 | PA      | $6565.68      | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                | Bristow Group Inc                                                                | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2794.23      | 0.00%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9373.90      | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                    | Enel Chile SA                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     45000 | PA      | $43299.00     | 0.03%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                         | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5180.76      | 0.00%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                              | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     60000 | PA      | $52317.60     | 0.04%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                            | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $9982.83      | 0.01%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     65000 | PA      | $58729.45     | 0.04%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8756.70      | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $22827.90     | 0.02%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                         | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8188.40      | 0.01%             | 2028-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4133.75      | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $255867.19    | 0.18%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8419.60      | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115600 | PA      | $106089.54    | 0.08%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35509.50     | 0.03%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74259 | PA      | $63614.17     | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                             | WMG Acquisition Corp                                                             | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4976.34      | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                    | Synaptics Inc                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6797.52      | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                           | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2164.92      | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                   | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18387.25     | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76908.00     | 0.06%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8663.04      | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                             | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2641.77      | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KHUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238064 | PA      | $197499.65    | 0.14%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                            | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2490.12      | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                      | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7636.80      | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PITNEY BOWES INC                                 | Pitney Bowes Inc                                                                 | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2142.75      | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| STERICYCLE INC                                   | Stericycle Inc                                                                   | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3510.52      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                   | Globe Life Inc                                                                   | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4901.65      | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4691.50      | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2915.55      | 0.00%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                             | Booking Holdings Inc                                                             | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19542.80     | 0.01%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                               | Garden Spinco Corp                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5342.75      | 0.00%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8717.10      | 0.01%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                     | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22021.75     | 0.02%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600370 | PA      | $512662.94    | 0.37%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                     | StoneMor Inc                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3312.08      | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13841.76     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                            | Dresdner Funding Trust I                                                         | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10138.40     | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28833.30     | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22986.75     | 0.02%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                 | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2377.65      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| RACKSPACE TECHNOLOGY                             | Rackspace Technology Global Inc                                                  | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9604.84      | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12029.10     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102443 | PA      | $96880.83     | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                           | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8237.25      | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                             | Petronas Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $167986.00    | 0.12%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56954.30     | 0.04%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                         | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28027.80     | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19734.60     | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $18718.98     | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6925 | PA      | $6784.88      | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6750.80      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                             | Entegris Escrow Corp                                                             | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4523.35      | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                         | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38474.00     | 0.03%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                             | Protective Life Corp                                                             | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14092.65     | 0.01%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92234 | PA      | $87703.52     | 0.06%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                | CI Financial Corp                                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $23097.30     | 0.02%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20605.00     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                               | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $3918.45      | 0.00%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12940.95     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    176000 | PA      | $46428.80     | 0.03%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5572.02      | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5342 | PA      | $5139.07      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21806.75     | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14853.41     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9526.30      | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28387 | PA      | $25658.15     | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4711.15      | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                          | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2535.36      | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                         | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |      6000 | PA      | $4776.42      | 0.00%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25758.00     | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     10000 | PA      | $7332.30      | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13597 | PA      | $13562.13     | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9254.70      | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                 | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      4000 | PA      | $3245.60      | 0.00%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                       | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47409.50     | 0.03%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10529 | PA      | $9528.69      | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                           | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4345.70      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $474101.57    | 0.34%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                    | Cedar Fair LP                                                                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4413.60      | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132111 | PA      | $113002.58    | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $25698.40     | 0.02%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258004 | PA      | $213211.51    | 0.15%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                | Johnson & Johnson                                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24612.60     | 0.02%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     20000 | PA      | $16784.60     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19195.20     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8751.40      | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14968.50     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9126.70      | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470391 | PA      | $402998.16    | 0.29%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13349.25     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9478.30      | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                                          | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16362.20     | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33026.70     | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525000 | PA      | $474114.30    | 0.34%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470082 | PA      | $416080.68    | 0.30%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161682 | PA      | $133394.30    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32469.54     | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      7000 | PA      | $6183.17      | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     13000 | PA      | $10999.30     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $3943.95      | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $46976.50     | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17311.00     | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                            | Conduent Business Services LLC / Conduent State & Local Solutions Inc            | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7460.64      | 0.01%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51900 | PA      | $48851.42     | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                      | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9000.20      | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4687.55      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                         | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7501.50      | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15412.65     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $9260.70      | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                         | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2327.37      | 0.00%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4397.80      | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96382 | PA      | $89821.39     | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                         | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7369.68      | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2M1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     29321 | PA      | $27352.63     | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9273.50      | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $125935.50    | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $349125.00    | 0.25%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     37000 | PA      | $34550.60     | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64127.25     | 0.05%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82346 | PA      | $77038.02     | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                   | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19356.20     | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12871.65     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                      | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      5000 | PA      | $4790.00      | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $243076.60    | 0.18%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                    | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16043.80     | 0.01%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5000 | PA      | $4193.50      | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                          | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4523.45      | 0.00%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                 | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1613.50      | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21192.60     | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9861.94      | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34725 | PA      | $30355.34     | 0.02%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5595 | PA      | $5478.29      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4137.95      | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21022.50     | 0.02%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $151212.00    | 0.11%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                            | Healthpeak Properties Inc                                                        | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     10000 | PA      | $8467.50      | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60582.60     | 0.04%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                             | Carpenter Technology Corp                                                        | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2839.41      | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23854.50     | 0.02%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                    | Valvoline Inc                                                                    | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4863.90      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $758514.13    | 0.55%             | 2052-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                               | STORE Capital Corp                                                               | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |     15000 | PA      | $11402.55     | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8324.60      | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5995.50      | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13151.40     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                 | Kilroy Realty LP                                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     15000 | PA      | $12178.95     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                           | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7122.80      | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13267.20     | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9501.60      | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                              | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1583.62      | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8595.10      | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                             | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     10000 | PA      | $7515.70      | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42483.60     | 0.03%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                              | Emerson Electric Co                                                              | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17268.20     | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7393 | PA      | $6680.77      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9165 | PA      | $8627.65      | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37564 | PA      | $34327.67     | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     10000 | PA      | $7837.90      | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                         | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24463.75     | 0.02%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                         | Principal Life Global Funding II                                                 | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4234.65      | 0.00%             | 2029-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                         | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $16371.00     | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                         | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $19901.75     | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                         | Black Knight InfoServ LLC                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6293.84      | 0.00%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6496.88      | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PPTY/RHP FINAN                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4392.05      | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AMC NETWORKS INC                                 | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7453.00      | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5475.00      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18228.42     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                              | Progress Energy Inc                                                              | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22936.60     | 0.02%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88837 | PA      | $73356.10     | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                               | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     10000 | PA      | $10316.60     | 0.01%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4149.55      | 0.00%             | 2029-07-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                          | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $3994.55      | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4434.25      | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224510 | PA      | $213482.36    | 0.15%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21017 | PA      | $20828.78     | 0.02%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99487 | PA      | $89905.89     | 0.06%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     20000 | PA      | $15137.60     | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19489 | PA      | $17885.68     | 0.01%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                            | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12160.05     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24531.90     | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4805 | PA      | $4610.71      | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11795.29     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                         | Advantage Sales & Marketing Inc                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8615.31      | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                | ITC Holdings Corp                                                                | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8493.20      | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5598.48      | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $567109.38    | 0.41%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55747 | PA      | $47683.66     | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                        | Adobe Inc                                                                        | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8624.20      | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24939.00     | 0.02%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10306.56     | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13457 | PA      | $12753.80     | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2472.15      | 0.00%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $20236.75     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12389.25     | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40018.46     | 0.03%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28623 | PA      | $27038.44     | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                           | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4097.95      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10316 | PA      | $10001.76     | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600130 | PA      | $514139.38    | 0.37%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6500 | PA      | $5934.38      | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                       | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6968.32      | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                            | Waste Connections Inc                                                            | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14502.75     | 0.01%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13633.80     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                          | Manulife Financial Corp                                                          | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22474.25     | 0.02%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| EBAY INC                                         | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36647.18     | 0.03%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                       | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20213.50     | 0.01%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20177.50     | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9221 | PA      | $8601.74      | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC                                                               | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29694.60     | 0.02%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                              | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4191.15      | 0.00%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62388.00     | 0.05%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42446 | PA      | $39267.38     | 0.03%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8108 | PA      | $7761.89      | 0.01%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68509.50     | 0.05%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4369.35      | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                            | Norfolk Southern Corp                                                            | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8664.90      | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25274.40     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8186 | PA      | $7163.07      | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                               | Kontoor Brands Inc                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4134.45      | 0.00%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56096.60     | 0.04%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                 | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4161.10      | 0.00%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CLEARWATER PAPER CORP                            | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10616.88     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21200.25     | 0.02%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11861 | PA      | $10729.47     | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                         | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18130.20     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55220 | PA      | $53621.57     | 0.04%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                          | Sammons Financial Group Inc                                                      | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12700.80     | 0.01%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                             | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     25000 | PA      | $17844.00     | 0.01%             | 2029-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES   | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL INC                                      | Cargill Inc                                                                      | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23245.75     | 0.02%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                         | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4963.26      | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     53000 | PA      | $45733.70     | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                               | CUSIP: 127097AH6<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19132.80     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                               | Realty Income Corp                                                               | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     35000 | PA      | $32832.45     | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4512.45      | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                              | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $98678.00     | 0.07%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies Inc                                                           | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14489.10     | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11104.80     | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4716.60      | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                              | Gray Television Inc                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11845.12     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23218.00     | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Co                           | Metropolitan Edison Co                                                           | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9435.00      | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                         | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $7155.98      | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3857.25      | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12054.00     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30897 | PA      | $28207.41     | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BK9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13953.15     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11473 | PA      | $10691.96     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                         | KLA Corp                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29761.50     | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                         | CTR Partnership LP / CareTrust Capital Corp                                      | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |      3000 | PA      | $2565.36      | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $653406.25    | 0.47%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      7000 | PA      | $6608.98      | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1300000 | PA      | $1315417.97   | 0.95%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3883 | PA      | $3834.55      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16214.41     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79806 | PA      | $79090.22     | 0.06%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                          | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      4000 | PA      | $3493.04      | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73261 | PA      | $65914.00     | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12880.20     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                   | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28224.90     | 0.02%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23550.25     | 0.02%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                          | UDR Inc                                                                          | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4729.75      | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9349 | PA      | $8901.85      | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4933.20      | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                  | Murphy Oil Corp                                                                  | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4930.90      | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34332.00     | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23874.75     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                         | Cargo Aircraft Management Inc                                                    | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4480.15      | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                          | Japan Bank for International Cooperation                                         | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $165120.00    | 0.12%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20841.25     | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                           | Chubb INA Holdings Inc                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19705.50     | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258430 | PA      | $227446.55    | 0.16%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11731 | PA      | $11680.04     | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203726 | PA      | $184313.26    | 0.13%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      5000 | PA      | $3915.70      | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                           | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1581.98      | 0.00%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                       | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      7000 | PA      | $5708.43      | 0.00%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                            | Healthpeak Properties Inc                                                        | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     15000 | PA      | $12943.95     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16400.34     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51941.50     | 0.04%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                         | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $8498.70      | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3940.85      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                          | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9339.60      | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $109507.00    | 0.08%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $32833.52     | 0.02%             | 2026-05-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71245 | PA      | $58890.97     | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                         | First-Citizens Bank & Trust Co                                                   | CUSIP: 125581GX0<br>LEI: N8O96ZZJQRFYQUJY7K79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5130.95      | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $3761.20      | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| PRIMO WATER HOLDINGS INC                         | Primo Water Holdings Inc                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5172.18      | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                          | Raymond James Financial Inc                                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24424.75     | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4354.00      | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15193.05     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66287.20     | 0.05%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                      | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67053.75     | 0.05%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $5939.04      | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66310 | PA      | $60864.82     | 0.04%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                  | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    110000 | PA      | $105114.90    | 0.08%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                 | Campbell Soup Co                                                                 | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24209.25     | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23715.00     | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2650000 | PA      | $2425578.13   | 1.75%             | 2052-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2769.21      | 0.00%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                          | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4184.70      | 0.00%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  28484442 | NS      | $28487290.80  | 20.59%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54959.30     | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4721.05      | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8566.60      | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                              | Consumers Energy Co                                                              | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9556.10      | 0.01%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                              | Spectrum Brands Inc                                                              | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6006.70      | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                              | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6501.20      | 0.00%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Flex Ltd                                         | Flex Ltd                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     20000 | PA      | $18639.60     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                      | TJX Cos Inc/The                                                                  | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56756.40     | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26901.60     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2592.03      | 0.00%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                          | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2453.94      | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                      | Unisys Corp                                                                      | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3585.90      | 0.00%             | 2027-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                              | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26839.20     | 0.02%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5096.98      | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                   | OT Merger Corp                                                                   | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $2929.30      | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4320.00      | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23185.80     | 0.02%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                            | MidAmerican Energy Co                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23638.75     | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23677.50     | 0.02%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                         | Great-West Lifeco Finance 2018 LP                                                | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14160.00     | 0.01%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                         | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4091.35      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                       | Unum Group                                                                       | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9093.30      | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7989.50      | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWITCH LTD                                       | Switch Ltd                                                                       | CUSIP: 87105NAA8<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4075.00      | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15467.00     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $15929.42     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                               | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4785.40      | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                               | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1876.04      | 0.00%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                            | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2444.82      | 0.00%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14157 | PA      | $13616.37     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35285 | PA      | $32387.82     | 0.02%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KBR INC                                          | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1780.60      | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AWG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    187037 | PA      | $191298.69    | 0.14%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                   | BankUnited Inc                                                                   | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4642.10      | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2158.77      | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24197.04     | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28535 | PA      | $28197.92     | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                          | Rockcliff Energy II LLC                                                          | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4572.65      | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4372.75      | 0.00%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18555.20     | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     10000 | PA      | $8197.40      | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | Advanced Micro Devices Inc                                                       | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9438.60      | 0.01%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                     | Newmont Corp                                                                     | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4303.15      | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30366.80     | 0.02%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $417257.81    | 0.30%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                         | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2667.48      | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                  | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $13027.05     | 0.01%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                               | STORE Capital Corp                                                               | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |      5000 | PA      | $4560.20      | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16475.60     | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $19373.00     | 0.01%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8981.50      | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    642312 | PA      | $577767.17    | 0.42%             | 2037-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                  | Hershey Co/The                                                                   | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4345.55      | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                      | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24703.50     | 0.02%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189669.45    | 0.14%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                               | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4140.60      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                         | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2534.82      | 0.00%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                          | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9198.75      | 0.01%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48178.00     | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3452.43      | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16808.00     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6140.08      | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13248 | PA      | $11971.77     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43511.00     | 0.03%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                           | Chesapeake Energy Corp                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4799.45      | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                            | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1659.78      | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51656.40     | 0.04%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32681 | PA      | $28806.85     | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $295690.24    | 0.21%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $8828.30      | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32657.80     | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        83 | PA      | $79.93        | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                               | Essex Portfolio LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |      5000 | PA      | $3988.60      | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26864.40     | 0.02%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20925.25     | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2300000 | PA      | $2297843.75   | 1.66%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                | At Home Group Inc                                                                | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2940.75      | 0.00%             | 2029-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| TMS INTERNATIONAL CORP                           | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2156.85      | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11738.40     | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6511.04      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9118.10      | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13688 | PA      | $13838.21     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    150000 | PA      | $32451.00     | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25577.10     | 0.02%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29036.70     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                             | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2583.63      | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $435507.82    | 0.31%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                          | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4750.10      | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $603750.00    | 0.44%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                  | Odeon Finco PLC                                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4295.50      | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                         | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2641.83      | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18176 | PA      | $16677.80     | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116493 | PA      | $95982.82     | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63747 | PA      | $57569.98     | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7127 | PA      | $7048.62      | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22268 | PA      | $21580.97     | 0.02%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43391 | PA      | $35790.96     | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31733.60     | 0.02%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                          | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAE4<br>LEI: N/A                  | Long             | DBT              |  | AU        |     60000 | PA      | $53757.60     | 0.04%             | 2030-05-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25225 | PA      | $24489.06     | 0.02%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                    | Welltower Inc                                                                    | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $42609.00     | 0.03%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                     | Sylvamo Corp                                                                     | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4834.50      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28950.30     | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                         | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5098.56      | 0.00%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9156.08      | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                    | Diamond BC BV                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $3768.80      | 0.00%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19413.00     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8809.90      | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                       | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9019.60      | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40606.00     | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                              | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $70853.45     | 0.05%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                              | SVB Financial Group                                                              | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8924.40      | 0.01%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5633 | PA      | $5582.62      | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                  | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4858.38      | 0.00%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4255.90      | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4567 | PA      | $4616.40      | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                         | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4615.65      | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLATFELTER                                       | Glatfelter Corp                                                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3262.05      | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24945 | PA      | $22542.19     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17210.00     | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $170973.04    | 0.12%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                     | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     10000 | PA      | $7666.20      | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9261 | PA      | $8905.10      | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6279.84      | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421388 | PA      | $347044.40    | 0.25%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29601 | PA      | $27869.83     | 0.02%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1044000 | PA      | $911868.75    | 0.66%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15925.43     | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                           | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11241.10     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2733.03      | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                            | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     10000 | PA      | $8151.80      | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13202.72     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                     | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6499.57      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                         | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      6000 | PA      | $4106.22      | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23562.90     | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                         | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6084.40      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3918.85      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38580 | PA      | $33726.63     | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J M Smucker Co/The                                                               | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9316.20      | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5101.50      | 0.00%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                      | PepsiCo Inc                                                                      | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53466.60     | 0.04%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11483.94     | 0.01%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53517.75     | 0.04%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                           | Trane Technologies Luxembourg Finance SA                                         | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $27819.30     | 0.02%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      8000 | PA      | $6381.04      | 0.00%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                              | Hudbay Minerals Inc                                                              | CUSIP: 000000000<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4496.55      | 0.00%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4308.50      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24035.25     | 0.02%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4596.25      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                          | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $171612.00    | 0.12%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6185.97      | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $11817.90     | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                        | Qorvo Inc                                                                        | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17783.00     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                            | Grifols Escrow Issuer SA                                                         | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |      5000 | PA      | $4182.65      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328039 | PA      | $288100.91    | 0.21%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28455.00     | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82584 | PA      | $80608.58     | 0.06%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $523900.00    | 0.38%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4174.05      | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                         | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6228.32      | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4390.20      | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84368 | PA      | $76320.48     | 0.06%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                           | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     60000 | PA      | $53919.60     | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55935 | PA      | $52127.73     | 0.04%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     35000 | PA      | $26313.35     | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                               | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23840.75     | 0.02%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4457.00      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20112 | PA      | $19874.54     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $16578.80     | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                      | CUSIP: 012873AH8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11164.40     | 0.01%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32055.45     | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                             | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9336.90      | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                         | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $6767.00      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                            | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4388.90      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                          | Precision Drilling Corp                                                          | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2832.24      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                           | Maxar Technologies Inc                                                           | CUSIP: 57778KAB1<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1891.24      | 0.00%             | 2027-12-31      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17845 | PA      | $17300.71     | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     10000 | PA      | $8385.90      | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $5971.79      | 0.00%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                      | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4800.05      | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13134.30     | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49662.25     | 0.04%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                            | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15047.55     | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78228.90     | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8759.40      | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                         | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8173.98      | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11343.93     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28327.25     | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                      | TriMas Corp                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2581.35      | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |     15000 | PA      | $13729.20     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                            | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2248.83      | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICAT                         | Singapore Telecommunications Ltd                                                 | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $117856.00    | 0.09%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40703.85     | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                          | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     13000 | PA      | $8450.00      | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17465.56     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30056.60     | 0.02%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37289.60     | 0.03%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                         | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3678 | PA      | $3098.19      | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2678.10      | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2452.74      | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | Valero Energy Corp                                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16582.40     | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                  | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      8000 | PA      | $6276.24      | 0.00%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CARVANA CO                                       | Carvana Co                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5000 | PA      | $1752.80      | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $163056.00    | 0.12%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197631 | PA      | $193048.91    | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10502 | PA      | $10387.93     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                             | Warrior Met Coal Inc                                                             | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2968.47      | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                           | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5494.86      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2137 | PA      | $2111.85      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $206390.80    | 0.15%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54374 | PA      | $49137.45     | 0.04%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17961.00     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89340 | PA      | $80735.24     | 0.06%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                | Motion Bondco DAC                                                                | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4357.80      | 0.00%             | 2027-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67148.90     | 0.05%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11784.30     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20176.00     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                   | Public Storage                                                                   | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     20000 | PA      | $17236.80     | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11992.68     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14595.20     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7209.30      | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34040.65     | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52396.30     | 0.04%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                 | DT Midstream Inc                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14687.32     | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4793.20      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28569.60     | 0.02%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                         | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3807.16      | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4569.60      | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12881.70     | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                  | CSL Finance PLC                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19026.40     | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28437.60     | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5758.06      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7931.10      | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4323.85      | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56193 | PA      | $51949.70     | 0.04%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $58794.48     | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9859 | PA      | $9940.06      | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                 | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4265.40      | 0.00%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                             | Carpenter Technology Corp                                                        | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2005.86      | 0.00%             | 2030-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8034.70      | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433501 | PA      | $337060.03    | 0.24%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70975 | PA      | $60745.61     | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                      | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15692.40     | 0.01%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                         | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5869.38      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13304.16     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $23128.50     | 0.02%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                         | Apollo Management Holdings LP                                                    | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4761.60      | 0.00%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5622 | PA      | $5439.66      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34221.60     | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4750.25      | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3340.40      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $8064.40      | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8702.60      | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13781 | PA      | $13322.92     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36786.40     | 0.03%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7643 | PA      | $7403.81      | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                         | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13540.00     | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $7371.30      | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                              | Rocket Software Inc                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3941.70      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                             | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8429.67      | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11811.20     | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32216.80     | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                         | Aon Corp                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9723.00      | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339976 | PA      | $280470.98    | 0.20%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                   | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20156.60     | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $7592.67      | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                   | Wheel Pros Inc                                                                   | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $1123.68      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                            | Indonesia Government International Bond                                          | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200558.00    | 0.14%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15929.10     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      4000 | PA      | $2928.56      | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87620 | PA      | $72398.67     | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                  | Cano Health LLC                                                                  | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2022.76      | 0.00%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                     | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8220.80      | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                   | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19467.80     | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XVNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23669 | PA      | $21426.02     | 0.02%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127399 | PA      | $109653.19    | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4609.75      | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     25000 | PA      | $22669.25     | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                         | Holly Energy Partners LP / Holly Energy Finance Corp                             | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4554.50      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40023.50     | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                               | Roche Holdings Inc                                                               | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173216.00    | 0.13%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8438.30      | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                          | Railworks Holdings LP / Railworks Rally Inc                                      | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4638.00      | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4290.00      | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                    | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4449.40      | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $800807.81    | 0.58%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7239.28      | 0.01%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                      | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $182138.00    | 0.13%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109960.40    | 0.08%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8725.10      | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QDHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298498 | PA      | $282424.10    | 0.20%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5876.50      | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8704 | PA      | $8230.43      | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                         | United States Steel Corp                                                         | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4850.80      | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                                | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12583.20     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                  | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4107.60      | 0.00%             | 2029-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                 | Americo Life Inc                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27013.70     | 0.02%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6974 | PA      | $6692.19      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7988.00      | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TK ELEVATOR HOLDCO GMBH                          | TK Elevator Holdco GmbH                                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $4152.45      | 0.00%             | 2028-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6316.45      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10135.90     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                     | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2879.85      | 0.00%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                         | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24154.50     | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                                         | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16115.80     | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11428.80     | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13498.05     | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                              | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $40962.50     | 0.03%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MACN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004873 | PA      | $860905.26    | 0.62%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                               | XPO Escrow Sub LLC                                                               | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5078.15      | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70403.25     | 0.05%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6231 | PA      | $6153.20      | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                         | LABL Inc                                                                         | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2440.47      | 0.00%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                     | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9280.30      | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137812 | PA      | $113574.31    | 0.08%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105523 | PA      | $101439.99    | 0.07%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88894 | PA      | $73466.47     | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHKY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189387 | PA      | $182186.53    | 0.13%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70353 | PA      | $57951.69     | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39304.00     | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42060.00     | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                   | Halliburton Co                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21664.00     | 0.02%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                  | Dollar Tree Inc                                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42116.80     | 0.03%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28625 | PA      | $28287.59     | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116277 | PA      | $117533.69    | 0.08%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $20412.75     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                     | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4271.90      | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5040.05      | 0.00%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15785.70     | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                      | Ashland LLC                                                                      | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4004.65      | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $15657.71     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                           | Asian Development Bank                                                           | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $13091.85     | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                             | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      4000 | PA      | $3564.08      | 0.00%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40540 | PA      | $38982.57     | 0.03%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    770000 | PA      | $673990.63    | 0.49%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9529.70      | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45523 | PA      | $43903.47     | 0.03%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19285.95     | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9479.20      | 0.01%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                         | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4273.05      | 0.00%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21260.80     | 0.02%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HP INC                                           | HP Inc                                                                           | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17190.20     | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4593.75      | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33417.65     | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4364.85      | 0.00%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58206 | PA      | $53407.68     | 0.04%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                              | Moody's Corp                                                                     | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4623.80      | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                 | Callon Petroleum Co                                                              | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4934.80      | 0.00%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $871953.13    | 0.63%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17482 | PA      | $16291.97     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                          | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4055.45      | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                       | Carvana Co                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      8000 | PA      | $2680.00      | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                 | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4155.05      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6104.49      | 0.00%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B5NU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48048 | PA      | $39483.36     | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2789.88      | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $11846.25     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53469.35     | 0.04%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                            | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9411.27      | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4127.25      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10740.48     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9343.30      | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280000 | PA      | $264971.97    | 0.19%             | 2030-08-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48780.50     | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                              | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $24570.75     | 0.02%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                          | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $14926.17     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4368.90      | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                    | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4852.00      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106973 | PA      | $96098.72     | 0.07%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                         | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4765.30      | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9844 | PA      | $9575.58      | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23545 | PA      | $21161.94     | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30438.36     | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                            | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |      6000 | PA      | $2700.00      | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9KW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20564 | PA      | $19793.39     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                 | Lazard Group LLC                                                                 | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51467.90     | 0.04%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3970.10      | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54380 | PA      | $46522.68     | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62244.48     | 0.04%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5459.70      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8244.10      | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9666.10      | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11814 | PA      | $11430.78     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                          | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |      8000 | PA      | $5779.76      | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143050 | PA      | $118012.11    | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9209 | PA      | $8708.09      | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11008 | PA      | $10909.13     | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6178.90      | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $8850.00      | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107864 | PA      | $94377.58     | 0.07%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                    | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4467.75      | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19807.00     | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21358.00     | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                            | CH Robinson Worldwide Inc                                                        | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4751.65      | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4585.55      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156540 | PA      | $141568.89    | 0.10%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                               | BMW US Capital LLC                                                               | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33227.60     | 0.02%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21134.25     | 0.02%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                            | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $173910.00    | 0.13%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2814.69      | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $23687.50     | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $142078.00    | 0.10%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                 | Leeward Renewable Energy Operations LLC                                          | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2503.08      | 0.00%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4951.92      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2749 | PA      | $2716.50      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNH51<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     42609 | PA      | $40218.03     | 0.03%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                       | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $19812.00     | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65154.00     | 0.05%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                | Levi Strauss & Co                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4122.85      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $23487.50     | 0.02%             | 2029-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4218.00      | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17095 | PA      | $16105.94     | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68720 | PA      | $65950.29     | 0.05%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4190.95      | 0.00%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25749.75     | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                             | OI European Group BV                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      3000 | PA      | $2589.36      | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216756 | PA      | $178119.68    | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                          | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4527.65      | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226573 | PA      | $207968.16    | 0.15%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                   | Brunswick Corp/DE                                                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25216.50     | 0.02%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                           | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0JZ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $47857.50     | 0.03%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                         | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3615.68      | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                          | International Game Technology PLC                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4706.90      | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                             | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $176322.00    | 0.13%             | 2030-05-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22094.50     | 0.02%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29231.10     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21461.25     | 0.02%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29530.90     | 0.02%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                          | ModivCare Escrow Issuer Inc                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3363.24      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                          | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4203.75      | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                         | First American Financial Corp                                                    | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11093.10     | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $512859.38    | 0.37%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                            | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4432.65      | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     36000 | PA      | $30045.96     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                        | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6220.90      | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                       | Kellogg Co                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9830.40      | 0.01%             | 2028-05-15      | 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      | $173562.00    | 0.13%             | 2032-02-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622A25T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62777 | PA      | $58976.08     | 0.04%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                          | Park River Holdings Inc                                                          | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2047.95      | 0.00%             | 2029-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                            | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     32000 | PA      | $29449.92     | 0.02%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27603.90     | 0.02%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93372 | PA      | $76913.30     | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42861.00     | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Heineken NV                                      | Heineken NV                                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      7000 | PA      | $6642.93      | 0.00%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                            | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2312.22      | 0.00%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                              | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $15378.40     | 0.01%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5181.36      | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4774 | PA      | $4739.58      | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                         | Elanco Animal Health Inc                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5543.52      | 0.00%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                                                    | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18998.20     | 0.01%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4878 | PA      | $4918.20      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6084.33      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $591078.13    | 0.43%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23453.50     | 0.02%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18199.60     | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                         | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13883.04     | 0.01%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ASGN INCORPORATED                                | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4464.45      | 0.00%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17772 | PA      | $16579.03     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     25000 | PA      | $23411.75     | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5074 | PA      | $5028.56      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                             | WW International Inc                                                             | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2881.00      | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                       | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9446.20      | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9369.70      | 0.01%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                         | NFP Corp                                                                         | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9617.30      | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                 | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4182.35      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                | Owens & Minor Inc                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3273.84      | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56803.60     | 0.04%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47784.00     | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                 | Spirit Realty LP                                                                 | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     30000 | PA      | $25009.50     | 0.02%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                         | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2585.61      | 0.00%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290843 | PA      | $273683.21    | 0.20%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWPW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15199 | PA      | $14178.65     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNER MEDIA LLC                                 | Warner Media LLC                                                                 | CUSIP: 00184AAC9<br>LEI: 5493004RSX004WU3UT62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5254.65      | 0.00%             | 2031-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                               | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8929.47      | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                         | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25670.10     | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                                  | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4647.80      | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4092.16      | 0.00%             | 2029-02-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73847.70     | 0.05%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service Inc                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19876.60     | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                           | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8987.00      | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                  | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     15000 | PA      | $12521.70     | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                             | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6093.29      | 0.00%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10433.20     | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                         | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $3825.90      | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4666.15      | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $182334.00    | 0.13%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                         | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7151.00      | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76193 | PA      | $65163.76     | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                        | Hess Corp                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16509.15     | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                               | Essex Portfolio LP                                                               | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22910.75     | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5000 | PA      | $4228.85      | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24746.25     | 0.02%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                | Rent-A-Center Inc/TX                                                             | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4123.55      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                             | Covanta Holding Corp                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2562.18      | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                         | Garda World Security Corp                                                        | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3706.32      | 0.00%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $62166.65     | 0.04%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53176 | PA      | $49961.24     | 0.04%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                          | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9796.80      | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9332.60      | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                              | Highwoods Realty LP                                                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      5000 | PA      | $4022.45      | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                   | Prudential PLC                                                                   | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $34980.00     | 0.03%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4398.70      | 0.00%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                              | BellRing Brands Inc                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10629.52     | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     21000 | PA      | $17691.03     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                         | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1570.30      | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4205.45      | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SIGNAL PARENT INC                                | Signal Parent Inc                                                                | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $1238.46      | 0.00%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20566.25     | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2580.78      | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                       | TELUS Corp                                                                       | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8704.10      | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                 | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $5701.10      | 0.00%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9571.60      | 0.01%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3097324.51   | 2.24%             | 2052-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven Inc                                                                     | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11587.20     | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7920 | PA      | $7679.26      | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36658 | PA      | $32981.70     | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5727.47      | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3984.70      | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493705 | PA      | $407215.67    | 0.29%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22490.75     | 0.02%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                     | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21214.75     | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2637.33      | 0.00%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4115.45      | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $59965.10     | 0.04%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $209093.40    | 0.15%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952411 | PA      | $816107.14    | 0.59%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37887 | PA      | $36790.19     | 0.03%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1453609.38   | 1.05%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17797.05     | 0.01%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                                        | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14932.97     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                            | Province of New Brunswick Canada                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     15000 | PA      | $14565.75     | 0.01%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QDX58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962163 | PA      | $886414.73    | 0.64%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193208 | PA      | $165013.05    | 0.12%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     51000 | PA      | $43444.35     | 0.03%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                | MicroStrategy Inc                                                                | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3692.75      | 0.00%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32043.98     | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9259 | PA      | $8804.33      | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                   | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70960.50     | 0.05%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                   | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4308.30      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J M Smucker Co/The                                                               | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11744.25     | 0.01%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                              | Leggett & Platt Inc                                                              | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42799.95     | 0.03%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                          | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      8000 | PA      | $3461.04      | 0.00%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                  | Murphy Oil Corp                                                                  | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4880.05      | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22734.00     | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                         | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2802.60      | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4023.90      | 0.00%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39056.00     | 0.03%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9901.80      | 0.01%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                    | Parkland Corp                                                                    | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5057.58      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2MZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66974 | PA      | $63684.13     | 0.05%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $6602.40      | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $7073.90      | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132WKQ84<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      6692 | PA      | $6053.43      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                 | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14916.31     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10097.12     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20824 | PA      | $18707.32     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                             | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4576.60      | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                            | Tennessee Valley Authority                                                       | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     25000 | PA      | $23924.50     | 0.02%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                         | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4796.70      | 0.00%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67617.90     | 0.05%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25436 | PA      | $24429.13     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20212 | PA      | $19429.44     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10758 | PA      | $10161.06     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                               | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     25000 | PA      | $23649.00     | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                             | Howmet Aerospace Inc                                                             | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2043.06      | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50606 | PA      | $43543.87     | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                           | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19355.00     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13081.35     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $741520.31    | 0.54%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                  | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $8018.50      | 0.01%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23995 | PA      | $22547.94     | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4002.70      | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23633.50     | 0.02%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9079.70      | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16985.20     | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112268 | PA      | $101242.60    | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3895.15      | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33044.40     | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                             | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2723.76      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                    | APX Group Inc                                                                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5111.64      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                   | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1781.60      | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOISE CASCADE COMPANY                            | Boise Cascade Co                                                                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2588.79      | 0.00%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $568968.75    | 0.41%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4364.40      | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     36000 | PA      | $27499.68     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21650.75     | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                               | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16433.40     | 0.01%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                             | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47325.00     | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6572.28      | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966391 | PA      | $827227.10    | 0.60%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118586 | PA      | $104528.46    | 0.08%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15000.32     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QM5D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600450 | PA      | $514423.83    | 0.37%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51065 | PA      | $47751.04     | 0.03%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3502.12      | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |      5000 | PA      | $4216.25      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $56682.50     | 0.04%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                | GEO Group Inc/The                                                                | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10131.50     | 0.01%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11781.00     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | PA      | $1008210.94   | 0.73%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33680.85     | 0.02%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21450.50     | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                            | Innophos Holdings Inc                                                            | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2942.91      | 0.00%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11089.82     | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23329.75     | 0.02%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                             | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2682.90      | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27284 | PA      | $26313.62     | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L87K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3670 | PA      | $3423.94      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44990 | PA      | $37198.43     | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $160750.00    | 0.12%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6214.46      | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6081.95      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10344.40     | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                               | Turkey Government International Bond                                             | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $174338.00    | 0.13%             | 2028-02-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     15000 | PA      | $13191.15     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72354 | PA      | $65000.68     | 0.05%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37598 | PA      | $35130.01     | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13324.05     | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                          | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4153.50      | 0.00%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     55000 | PA      | $43608.40     | 0.03%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $138648.00    | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42492.50     | 0.03%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     15000 | PA      | $12673.20     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4382.90      | 0.00%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                         | Fortune Brands Home & Security Inc                                               | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21573.25     | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21118.50     | 0.02%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                    | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4254.45      | 0.00%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19366.25     | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80048 | PA      | $79171.84     | 0.06%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                             | Howmet Aerospace Inc                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12672.15     | 0.01%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RRD PARENT INC                                   | RRD Parent Inc                                                                   | CUSIP: 16208CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7447 | PA      | $12258.43     | 0.01%             | 2031-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32527.25     | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8357.40      | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PRESIDIO HOLDING INC                             | Presidio Holdings Inc                                                            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13628.55     | 0.01%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110483 | PA      | $95115.61     | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4177.60      | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40667.20     | 0.03%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12879 | PA      | $12794.00     | 0.01%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                            | Lincoln National Corp                                                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20747.25     | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7314 | PA      | $7031.15      | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                | Omnicom Group Inc                                                                | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16596.40     | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences Inc                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16117.80     | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17205.60     | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46847.00     | 0.03%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22212.00     | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                         | SEG Holding LLC / SEG Finance Corp                                               | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2847.00      | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10950.03     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3849.20      | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $30917.25     | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16247.00     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5355 | PA      | $5066.39      | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3762.48      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                           | Castle US Holding Corp                                                           | CUSIP: 14852LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $1518.33      | 0.00%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                              | Victors Merger Corp                                                              | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3202.35      | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                         | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18993.60     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298390 | PA      | $256180.89    | 0.19%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4034.75      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                 | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4380.25      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8T31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10434 | PA      | $9733.34      | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                          | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13517.70     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4150.23      | 0.00%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                             | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3483.32      | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49765.80     | 0.04%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                             | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4448.55      | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ATHENAHEALTH GROUP INC                           | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20181.15     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89116 | PA      | $81770.45     | 0.06%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                    | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4066.90      | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                              | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9378.20      | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6439.51      | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20223 | PA      | $19131.48     | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12638 | PA      | $11777.47     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                   | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4910.60      | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5000 | PA      | $3998.75      | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $31043.60     | 0.02%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                              | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4271.95      | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22384 | PA      | $20108.82     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                               | STORE Capital Corp                                                               | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |      5000 | PA      | $4580.35      | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22634.50     | 0.02%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73630.70     | 0.05%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68582 | PA      | $66147.58     | 0.05%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17715.50     | 0.01%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8252.40      | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2017000 | PA      | $1725322.90   | 1.25%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9322.50      | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $522375.00    | 0.38%             | 2052-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                         | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                            | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1906.36      | 0.00%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11949.00     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40392.50     | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749943 | PA      | $645277.35    | 0.47%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19076.40     | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9195 | PA      | $8039.60      | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22117.20     | 0.02%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4810.00      | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10491.26     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                         | Aretec Escrow Issuer Inc                                                         | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2475.12      | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $19172.80     | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd                               | Athene Holding Ltd                                                               | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $22894.75     | 0.02%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35791.20     | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196843 | PA      | $168855.02    | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2C3<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     18580 | PA      | $17332.44     | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49628.50     | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59334.00     | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                          | Air Canada 2017-1 Class AA Pass Through Trust                                    | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3976 | PA      | $3387.07      | 0.00%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     17000 | PA      | $9833.99      | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      2000 | PA      | $1492.94      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $196738.00    | 0.14%             | 2028-01-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                    | CommScope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3875.00      | 0.00%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| GRIFFON CORPORATION                              | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9301.10      | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10256 | PA      | $9877.97      | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                             | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $4586.20      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                          | Entergy Mississippi LLC                                                          | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17847.00     | 0.01%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29560.28     | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                    | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12265.05     | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9208.50      | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213494 | PA      | $176309.88    | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3976.96      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                              | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16004.60     | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16518 | PA      | $15563.96     | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21042.25     | 0.02%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6196.68      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219707 | PA      | $181472.92    | 0.13%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38315.50     | 0.03%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3953.50      | 0.00%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13878 | PA      | $13379.92     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4619.20      | 0.00%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                          | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4201.95      | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1423000 | PA      | $1393706.21   | 1.01%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                         | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2531.31      | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                               | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3657.80      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3505 | PA      | $3543.07      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                            | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6503.60      | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                           | Williams Scotsman International Inc                                              | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4544.80      | 0.00%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19858.96     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48261 | PA      | $45761.70     | 0.03%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                         | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                            | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3959.55      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4002.80      | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                           | Asian Development Bank                                                           | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     55000 | PA      | $47947.35     | 0.03%             | 2029-09-19      | Fixed         | 1.75%                 | 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      | $186468.00    | 0.13%             | 2030-04-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59686.25     | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4003.40      | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11442 | PA      | $11128.06     | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                            | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $22200.20     | 0.02%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                              | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4327.80      | 0.00%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8640.70      | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                 | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4086.10      | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25028 | PA      | $23639.01     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5596.98      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                            | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $202752.00    | 0.15%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5318 | PA      | $5140.55      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                           | Credit Suisse Group AG                                                           | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    210000 | PA      | $170564.10    | 0.12%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $201962.73    | 0.15%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     15000 | PA      | $15214.05     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $12754.76     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Trimble Inc                                      | Trimble Inc                                                                      | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24279.50     | 0.02%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4051.15      | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16741 | PA      | $16736.07     | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $941015.63    | 0.68%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55370.40     | 0.04%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                   | Transocean Inc                                                                   | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      8000 | PA      | $5300.56      | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Netflix Inc                                      | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6888.63      | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                   | TransAlta Corp                                                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10273.60     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23955.75     | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13252.20     | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7676.40      | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                           | Arizona Public Service Co                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19237.75     | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60929.25     | 0.04%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                    | Nordstrom Inc                                                                    | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2868.63      | 0.00%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16523 | PA      | $15084.61     | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    925000 | PA      | $900285.16    | 0.65%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67998.40     | 0.05%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38739 | PA      | $34854.98     | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42239.20     | 0.03%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| FULL HOUSE RESORTS INC                           | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4452.65      | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4615.10      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9980.41      | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4018.55      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $854.68       | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                         | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4936.14      | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138XEGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108716 | PA      | $107816.54    | 0.08%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     18000 | PA      | $11770.56     | 0.01%             | 2031-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                         | Century Aluminum Co                                                              | CUSIP: 156431AN8<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1730.94      | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $154956.00    | 0.11%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $4326.75      | 0.00%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                         | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43730.00     | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                          | Office Properties Income Trust                                                   | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $6601.00      | 0.00%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     50000 | PA      | $42023.50     | 0.03%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94524 | PA      | $80923.18     | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                    | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4263.40      | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     25000 | PA      | $22299.50     | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41676 | PA      | $38528.33     | 0.03%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                | NSTAR Electric Co                                                                | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9195.10      | 0.01%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                       | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2547.84      | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181954 | PA      | $141490.98    | 0.10%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21827.50     | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18745.25     | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                          | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17579.80     | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                           | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7295.40      | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.00      | 0.00%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30401.00     | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                             | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4270.55      | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46620.00     | 0.03%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31721 | PA      | $29359.81     | 0.02%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                 | Coeur Mining Inc                                                                 | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6223.92      | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                      | Walmart Inc                                                                      | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9896.30      | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14197 | PA      | $14724.97     | 0.01%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111669 | PA      | $99087.64     | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21395.00     | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35270.55     | 0.03%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9654.70      | 0.01%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15860.88     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                       | FedEx Corp                                                                       | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9310.80      | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                              | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12573.00     | 0.01%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23342 | PA      | $19271.72     | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14219.55     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14419.35     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66498 | PA      | $59317.86     | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10167.60     | 0.01%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36609 | PA      | $32938.14     | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                        | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6406.72      | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25236.00     | 0.02%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15561.60     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                   | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43558.20     | 0.03%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                           | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22743.00     | 0.02%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8411 | PA      | $7947.51      | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16342 | PA      | $16476.81     | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8034 | PA      | $7962.27      | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8868.60      | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39618 | PA      | $34333.58     | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20430.75     | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2748.78      | 0.00%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                         | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4423.70      | 0.00%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11005.70     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                    | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4670.55      | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                           | Yara International ASA                                                           | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     21000 | PA      | $19473.09     | 0.01%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                         | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4533.90      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10504.70     | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8468.90      | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30820.40     | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18060 | PA      | $16320.33     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                           | Global Atlantic Fin Co                                                           | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12618.45     | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16207 | PA      | $16340.60     | 0.01%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                              | Macquarie Group Ltd                                                              | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $75462.40     | 0.05%             | 2030-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5205 | PA      | $4553.93      | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33158.40     | 0.02%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                               | BMW US Capital LLC                                                               | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9069.50      | 0.01%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15972.00     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                         | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3899.75      | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14027.55     | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                       | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19011.40     | 0.01%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                           | UPC Broadband Finco BV                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $25299.00     | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                     | CubeSmart LP                                                                     | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     50000 | PA      | $38511.50     | 0.03%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                       | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4538.60      | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176427 | PA      | $172578.50    | 0.12%             | 2052-08-20      | Fixed         | 4.50%                 | 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