# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001752724-23-071904
**Filing Date:** 2023-3
**Character Count:** 1851520
**Document Hash:** 0c783ce7ffe750ec6a4343d3653ad856
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071904.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071904

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779
- **IRS NUMBER:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 23774035

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### iShares U.S. Intermediate Credit Bond Index Fund (Series ID: S000075204)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000234048 | iShares U.S. Intermediate Credit Bond Index Fund |  |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
|  **Corporate Bonds** |  |  |
| **Advertising Agencies — 0.1%** |  |  |
|  Interpublic Group of Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 | $829 | $809910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 | 185 | 153008 |
|  Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 | 579 | 498606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/01/31<sup>(a)</sup> | 317 | 269206 |
|  Omnicom Group, Inc./Omnicom Capital, Inc., 3.60%, 04/15/26 | 413 | 400361 |
|  |  | 2131091 |
| **Aerospace & Defense — 1.7%** |  |  |
|  3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/25 | 829 | 788408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/07/25 | 163 | 157259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | 620 | 581027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/29<sup>(a)</sup> | 289 | 270634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/26/29<sup>(a)</sup> | 816 | 714011 |
|  Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.43%, 02/04/24 | 1123 | 1082325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/01/25 | 1659 | 1659057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/26 | 829 | 781591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/04/26 | 2073 | 1916547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/26 | 829 | 788936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 | 150 | 138689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 | 129 | 119153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 | 759 | 766467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 | 400 | 373410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | 359 | 327958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 | 470 | 415472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | 1689 | 1702368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 | 509 | 466148 |
|  Carlisle Cos., Inc., 2.75%, 03/01/30 | 311 | 268872 |
|  Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | 572 | 541567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | 324 | 311313 |
|  General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/25 | 413 | 402740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/25<sup>(a)</sup> | 829 | 811923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/01/26 | 362 | 326282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/15/26 | 413 | 383215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 500 | 485758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | 413 | 401768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 | 450 | 434245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/31<sup>(a)</sup> | 279 | 242345 |
|  Huntington Ingalls Industries, Inc., 2.04%, 08/16/28 | 329 | 278341 |
|  Illinois Tool Works, Inc., 2.65%, 11/15/26 | 389 | 368139 |
|  L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 04/27/25 | 413 | 403242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 163 | 161565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 | 579 | 515246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 | 762 | 611797 |
|  Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/25 | 40 | 40619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 01/15/26 | 931 | 914684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 | 70 | 72648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/15/32<sup>(a)</sup> | 272 | 264144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/33<sup>(a)</sup> | 200 | 213424 |
|  Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 01/15/25 | 829 | 801867 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
|  Northrop Grumman Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | $809 | $768249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 | 829 | 819348 |
|  Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/24 | 800 | 786540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | 450 | 444888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | 359 | 332448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 | 250 | 248320 |
|  Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/16/25 | 829 | 818001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 | 829 | 804250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | 829 | 787691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | 1189 | 1166686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | 419 | 359913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 | 829 | 675676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 | 405 | 340551 |
|  Teledyne Technologies, Inc., 2.75%, 04/01/31 | 829 | 704672 |
|  Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/30<sup>(a)</sup> | 829 | 734385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 177 | 148448 |
|  Trane Technologies Luxembourg Finance SA, 3.55%, 11/01/24 | 413 | 405155 |
|  |  | 32650425 |
| **Air Freight & Logistics — 0.0%** |  |  |
|  JB Hunt Transport Services, Inc., 3.88%, 03/01/26<sup>(a)</sup>  | 829 | 813603 |
| **Airlines — 0.2%** |  |  |
|  American Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 3.20%, 12/15/29 | 297 | 264715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 08/15/33 | 717 | 623382 |
|  Continental Airlines Pass-Through Trust, Series 2012- 2 A, Class A, 4.00%, 04/29/26 | 228 | 218822 |
|  JetBlue Pass-Through Trust, 4.00%, 05/15/34<sup>(a)</sup> | 261 | 237196 |
|  Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/04/25 | 543 | 546597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 | 1027 | 1036411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 | 159 | 139085 |
|  United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-1, Class A, 4.30%, 02/15/27 | 78 | 74636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, 01/07/30 | 293 | 263356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 5.88%, 04/15/29<sup>(a)</sup> | 1123 | 1136089 |
|  |  | 4540289 |
| **Auto Components — 0.1%** |  |  |
|  Aptiv PLC/Aptiv Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/18/25 | 300 | 286255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/32 | 488 | 421301 |
|  BorgWarner, Inc., 2.65%, 07/01/27 | 749 | 689062 |
|  Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/29<sup>(a)</sup> | 129 | 121274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 01/15/32 | 329 | 258428 |
|  Magna International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/15/24 | 300 | 294705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 | 55 | 47008 |
|  |  | 2118033 |
| **Automobiles — 1.9%** |  |  |
|  Advance Auto Parts, Inc., 3.50%, 03/15/32<sup>(a)</sup> | 205 | 174406 |
|  American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/27/24 | 829 | 801933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/09/24 | 26 | 24504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/10/24 | 829 | 796174 |

---

1<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Automobiles (continued)** |  |  |
|  American Honda Finance Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/13/25 | $413 | $389324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/12/26 | 60 | 60498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/09/26 | 329 | 294544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/08/27 | 413 | 381915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | 100 | 100983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | 447 | 397872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/12/29<sup>(a)</sup> | 413 | 365039 |
|  AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 | 136 | 112719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | 179 | 167938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | 362 | 274604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | 150 | 126965 |
|  AutoZone, Inc., 4.75%, 08/01/32 | 300 | 300002 |
|  Cummins, Inc., 0.75%, 09/01/25 | 413 | 374789 |
|  General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/25<sup>(a)</sup> | 209 | 203977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/01/25 | 1106 | 1134208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/27<sup>(a)</sup> | 829 | 801690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 | 496 | 528217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 | 65 | 64574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/32 | 650 | 642138 |
|  General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 03/08/24 | 329 | 314738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/13/24 | 829 | 818363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/15/24 | 500 | 467246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/25 | 163 | 159389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/26/25 | 546 | 521294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/07/25<sup>(a)</sup> | 700 | 679921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/20/25 | 811 | 765265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/13/25<sup>(a)</sup> | 829 | 812816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 10/10/25 | 500 | 509396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/26 | 476 | 476924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/10/26 | 829 | 737082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/17/27 | 413 | 401025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 | 829 | 743996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 | 800 | 792625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 | 829 | 744345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/09/28 | 300 | 308748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/10/28<sup>(a)</sup> | 416 | 362372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 | 802 | 687078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 | 163 | 164255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | 457 | 402218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | 588 | 473963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | 350 | 290095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 | 300 | 311854 |
|  Genuine Parts Co., 1.88%, 11/01/30 | 200 | 158754 |
|  Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.27%, 03/10/25 | 600 | 571237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 | 450 | 419776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 03/10/32<sup>(a)</sup> | 637 | 567353 |
|  Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 | 496 | 633235 |
|  PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/13/24 | 120 | 117787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/09/24 | 333 | 313075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/11/25 | 200 | 196015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/03/25 | 235 | 237959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 05/11/26 | 530 | 477045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/04/27 | 225 | 206720 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Automobiles (continued)** |  |  |
|  PACCAR Financial Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/10/28 | $200 | $202801 |
|  Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.68%, 03/25/24<sup>(a)</sup> | 413 | 394605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 07/02/24 | 413 | 399967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.34%, 03/25/26 | 413 | 375574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 07/02/29 | 120 | 109880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/25/31 | 413 | 358005 |
|  Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/18/24 | 829 | 782866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 09/13/24 | 745 | 698630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/20/24 | 500 | 497614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/07/24 | 189 | 181014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/13/25<sup>(a)</sup> | 829 | 780702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/13/25 | 600 | 567286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/25 | 500 | 483228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/30/25 | 565 | 557513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 10/16/25 | 900 | 816350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 06/18/26 | 390 | 349837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/13/27 | 829 | 754325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/22/27 | 829 | 787824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/20/27<sup>(a)</sup> | 500 | 504486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/06/28 | 311 | 276776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/08/29 | 179 | 172376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/29/29 | 200 | 201264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/13/30<sup>(a)</sup> | 413 | 360112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | 829 | 779051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/12/31 | 579 | 477980 |
|  |  | 36233043 |
| **Banks — 7.6%** |  |  |
|  Asian Infrastructure Investment Bank, 3.38%, 06/29/25 | 1500 | 1466370 |
|  Banco Bilbao Vizcaya Argentaria SA, 1.13%, 09/18/25 | 600 | 542901 |
|  Bank of America Corp., (1 day SOFR + 1.29%), 5.08%, 01/20/27 | 1000 | 1003675 |
|  Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 03/08/24 | 637 | 618173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/28/24 | 829 | 800748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/09/24 | 829 | 780221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 12/12/24 | 400 | 402660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/01/25 | 1000 | 938400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/15/26 | 459 | 407402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/08/27<sup>(a)</sup> | 637 | 593812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/14/27 | 700 | 702924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | 400 | 407915 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.40%), 3.09%, 01/10/37<sup>(b)</sup> | 659 | 535857 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year USD Swap + 1.43%), 3.80%, 12/15/32<sup>(b)</sup> | 413 | 378108 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, 3.30%, 02/05/24 | 3319 | 3268994 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 4.25%, 09/14/24 | 600 | 594289 |
|  Bank of New York Mellon, (1 day SOFR + 0.80%), 5.22%, 11/21/25<sup>(b)</sup> | 250 | 251822 |
|  Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.17%), 4.54%, 02/01/29 | 300 | 299761 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.51%), 4.71%, 02/01/34 | 300 | 298720 |
|  Bank of Nova Scotia<sup>(c)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/02/26 | 100 | 99935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | 100 | 100194 |
|  Barclays PLC, (1 year CMT + 1.90%), 2.65%, 06/24/31<sup>(b)</sup> | 300 | 247266 |

---

S C H E D U L E O F I N V E S T M E N T S 2

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
|  Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/18/24 | $829 | $778207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/07/25 | 1000 | 967729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 10/23/25 | 596 | 541533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/22/26 | 259 | 231489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | 400 | 368098 |
|  Citizens Bank NA/Providence RI |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/28/25 | 550 | 516884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/18/26 | 400 | 387623 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.45%), 6.06%, 10/24/25<sup>(b)</sup> | 500 | 507257 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2%), 4.58%, 08/09/28<sup>(b)</sup> | 350 | 347574 |
|  Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 07/27/26 | 193 | 181232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | 279 | 236987 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.75%), 5.64%, 05/21/37<sup>(b)</sup> | 200 | 192549 |
|  Comerica, Inc., 4.00%, 02/01/29 | 829 | 802294 |
|  Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/10/25 | 261 | 245399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/04/25 | 600 | 588493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/21/26 | 1037 | 991308 |
|  Council Of Europe Development Bank, 3.00%, 06/16/25 | 800 | 777992 |
|  Credit Suisse AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/09/24 | 1000 | 954209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/09/25 | 261 | 240992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 02/15/28 | 500 | 524638 |
|  Credit Suisse AG/New York |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/21/25 | 250 | 235358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/09/27 | 1000 | 948538 |
|  Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/12/24 | 300 | 286948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/27/26 | 400 | 378298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 | 350 | 340184 |
|  Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | 259 | 238878 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.69%), 1.71%, 11/01/27<sup>(b)</sup> | 829 | 746267 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.36%), 4.06%, 04/25/28<sup>(a)(b)</sup> | 279 | 269761 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.66%), 4.34%, 04/25/33<sup>(b)</sup> | 279 | 263665 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.13%), 4.77%, 07/28/30<sup>(b)</sup> | 400 | 395286 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.19%), 6.36%, 10/27/28<sup>(b)</sup> | 200 | 211622 |
|  Fifth Third Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 07/28/25 | 600 | 592558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/15/26 | 300 | 289319 |
|  First-Citizens Bank & Trust Co., 6.13%, 03/09/28 | 225 | 235851 |
|  Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/06/24 | 642 | 620952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/25 | 829 | 813221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | 660 | 566140 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.05%), 5.02%, 05/17/33<sup>(b)</sup> | 200 | 197269 |
|  Huntington National Bank, (1 day SOFR + 1.65%), 4.55%, 05/17/28<sup>(b)</sup> | 750 | 739074 |
|  ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | 1000 | 964547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | 478 | 467531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | 478 | 454218 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.83%), 4.02%, 03/28/28<sup>(b)</sup> | 1489 | 1429059 |
|  KeyBank NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/08/25 | 800 | 790807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/20/26 | 450 | 427547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 02/01/28 | 550 | 591127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/13/29<sup>(a)</sup> | 261 | 241384 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
|  KeyBank NA (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/08/32 | $300 | $293028 |
|  KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/26/26 | 350 | 350427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 | 500 | 523969 |
|  KeyCorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/06/27<sup>(a)</sup> | 163 | 148975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | 413 | 359458 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.25%), 3.88%, 05/23/25<sup>(b)</sup> | 120 | 117863 |
|  Kreditanstalt fuer Wiederaufbau, 3.75%, 02/15/28 | 1650 | 1652854 |
|  M and T Bank Corp., (1 day SOFR + 1.85%), 5.05%, 01/27/34 | 300 | 299235 |
|  Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/06/25 | 300 | 288877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/21/25 | 300 | 305105 |
|  Manufacturers and Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/27/26 | 300 | 299409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 | 700 | 698496 |
|  National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/22/24 | 400 | 403910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/09/25 | 300 | 292351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/12/26 | 597 | 556877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 06/09/27 | 500 | 487685 |
|  National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/17/25 | 500 | 503242 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.01%), 3.75%, 06/09/25<sup>(b)</sup> | 600 | 589287 |
|  PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/27/24 | 261 | 252101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/23/25 | 500 | 484291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/10/25 | 500 | 490009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 10/25/27 | 800 | 763949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/26/28 | 900 | 870402 |
|  PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/29/24 | 1659 | 1642590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/01/24 | 225 | 216515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 08/13/26 | 829 | 737976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | 559 | 529746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | 829 | 728404 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.98%), 2.31%, 04/23/32<sup>(b)</sup> | 829 | 698951 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.09%), 5.67%, 10/28/25<sup>(b)</sup> | 400 | 405339 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.09%), 4.76%, 01/26/27<sup>(b)</sup> | 370 | 370603 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.62%), 5.35%, 12/02/28<sup>(b)</sup> | 675 | 694871 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.93%), 5.07%, 01/24/34<sup>(b)</sup> | 325 | 327826 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.14%), 6.04%, 10/28/33<sup>(b)</sup> | 700 | 756550 |
|  Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/18/25 | 259 | 244692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 08/12/28<sup>(a)</sup> | 209 | 182033 |
|  Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/16/24 | 829 | 802638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 07/29/24 | 309 | 290717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/07/24 | 374 | 350339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 10/25/24 | 1000 | 1016761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/01/24 | 1243 | 1192960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/14/25 | 231 | 225205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/12/26 | 300 | 301866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/20/26 | 1659 | 1492381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/27/26 | 579 | 575439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 04/27/26 | 619 | 557523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 07/14/26 | 829 | 740737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 11/02/26 | 324 | 288300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/21/27<sup>(a)</sup> | 413 | 377435 |

---

3<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
|  Royal Bank of Canada (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | $231 | $223292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | 1100 | 1161992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | 300 | 302547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | 700 | 656137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | 300 | 304533 |
|  Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/17/25 | 1000 | 986395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 10/05/26 | 359 | 337732 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.25%), 2.49%, 01/06/28<sup>(b)</sup> | 675 | 595363 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.33%), 5.81%, 09/09/26<sup>(b)</sup> | 300 | 303220 |
|  Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.79%), 1.09%, 03/15/25<sup>(b)</sup> | 600 | 569371 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.99%), 1.67%, 06/14/27<sup>(b)</sup> | 1179 | 1034627 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.48%), 2.90%, 03/15/32<sup>(b)</sup> | 250 | 203242 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.60%), 6.53%, 01/10/29 | 400 | 417378 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.75%), 6.83%, 11/21/26<sup>(b)</sup> | 600 | 621036 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.25%), 1.53%, 08/21/26<sup>(b)</sup> | 478 | 428817 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.40%), 3.82%, 11/03/28<sup>(b)</sup> | 400 | 370855 |
|  SVB Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/28/26<sup>(a)</sup> | 745 | 658773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/02/31 | 371 | 283124 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.71%), 4.35%, 04/29/28<sup>(b)</sup> | 694 | 667629 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.97%), 4.57%, 04/29/33<sup>(a)(b)</sup> | 194 | 178501 |
|  Synchrony Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/22/25 | 500 | 497989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/23/27 | 500 | 497923 |
|  Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 03/04/24 | 1243 | 1187974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 03/08/24 | 637 | 620694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/12/24 | 413 | 401925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 09/10/24 | 911 | 853518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/13/24 | 829 | 778737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/10/25 | 413 | 387348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 06/06/25 | 400 | 391597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/06/26 | 1493 | 1336770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/26 | 493 | 439791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/10/26 | 911 | 808648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/12/27 | 413 | 375657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/10/27 | 637 | 597646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 06/08/27 | 400 | 393474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/10/31 | 911 | 746173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | 413 | 346365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | 637 | 571446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | 610 | 598745 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year USD Swap + 2.21%), 3.63%, 09/15/31<sup>(a)(b)</sup> | 413 | 390367 |
|  Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/06/24 | 261 | 249773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 | 261 | 219362 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.15%), 2.64%, 09/17/29<sup>(b)</sup> | 261 | 246086 |
|  Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/24 | 1659 | 1604706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/26/24<sup>(a)</sup> | 413 | 401992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/25 | 1000 | 984687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/03/27<sup>(a)</sup> | 745 | 647727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | 659 | 548563 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.86%), 1.89%, 06/07/29<sup>(a)(b)</sup> | 829 | 717043 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.37%), 4.12%, 06/06/28<sup>(a)(b)</sup> | 255 | 249407 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.44%), 4.87%, 01/26/29 | 300 | 301695 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.46%), 4.26%, 07/28/26<sup>(b)</sup> | 2000 | 1977719 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
|  Truist Financial Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.63%), 5.90%, 10/28/26<sup>(b)</sup> | $400 | $411779 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.85%), 5.12%, 01/26/34 | 415 | 420561 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.24%), 4.92%,<br>07/28/33<sup>(a)(b)</sup> | 400 | 393024 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.30%), 6.12%, 10/28/33<sup>(b)</sup> | 500 | 544865 |
|  U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 07/30/24 | 829 | 802521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/12/25 | 1300 | 1216310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/27/26 | 800 | 766855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/26/28<sup>(a)</sup> | 1659 | 1635893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | 509 | 412593 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.73%), 2.22%, 01/27/28<sup>(b)</sup> | 413 | 377499 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.02%), 2.68%,<br>01/27/33<sup>(a)(b)</sup> | 413 | 356072 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.23%), 4.65%, 02/01/29<sup>(b)</sup> | 550 | 549533 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.43%), 5.73%, 10/21/26<sup>(b)</sup> | 600 | 616492 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.60%), 4.84%, 02/01/34 | 550 | 546743 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.66%), 4.55%, 07/22/28<sup>(b)</sup> | 1160 | 1158258 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.09%), 5.85%, 10/21/33<sup>(b)</sup> | 700 | 751660 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.11%), 4.97%, 07/22/33<sup>(b)</sup> | 175 | 174271 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 0.95%), 2.49%, 11/03/36<sup>(b)</sup> | 579 | 462710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series V, 2.38%, 07/22/26 | 413 | 387070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | 520 | 496445 |
|  Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/09/24 | 620 | 606292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/19/25 | 1038 | 1000993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/29/25 | 829 | 805317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/22/26 | 1450 | 1376787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/03/26<sup>(a)</sup> | 925 | 909180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/23/26 | 1450 | 1368550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/22/27<sup>(a)</sup> | 1243 | 1229112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 | 829 | 804975 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.51%), 0.81%,<br>05/19/25<sup>(a)(b)</sup> | 558 | 528162 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.09%), 2.41%, 10/30/25<sup>(b)</sup> | 1229 | 1173249 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.26%), 2.57%, 02/11/31<sup>(b)</sup> | 1243 | 1071194 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.32%), 3.91%, 04/25/26<sup>(b)</sup> | 1331 | 1300347 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.50%), 3.35%, 03/02/33<sup>(b)</sup> | 1413 | 1245986 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.51%), 3.53%, 03/24/28<sup>(b)</sup> | 1777 | 1689932 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.56%), 4.54%, 08/15/26<sup>(b)</sup> | 1000 | 990327 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.98%), 4.81%, 07/25/28<sup>(b)</sup> | 1545 | 1541709 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.00%), 2.19%, 04/30/26<sup>(b)</sup> | 1189 | 1118555 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.10%), 2.39%, 06/02/28<sup>(b)</sup> | 745 | 675172 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.10%), 4.90%, 07/25/33<sup>(b)</sup> | 1530 | 1524068 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 4.03%), 4.48%, 04/04/31<sup>(b)</sup> | 959 | 933599 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.75%), 2.16%, 02/11/26<sup>(b)</sup> | 1243 | 1172897 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.17%), 3.20%, 06/17/27<sup>(b)</sup> | 1106 | 1046817 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.31%), 3.58%, 05/22/28<sup>(b)</sup> | 1243 | 1181243 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. SOFR + 1.43%), 2.88%, 10/30/30<sup>(b)</sup> | 1659 | 1468203 |
|  Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.02%, 11/18/24 | 416 | 390349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/19/25 | 413 | 395377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/13/26 | 413 | 391243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 06/03/26 | 829 | 742300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/19/26 | 300 | 282326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | 700 | 671916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 11/18/27 | 800 | 833654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/25/28 | 413 | 393782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | 829 | 729455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/16/30 | 657 | 589606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 06/03/31 | 360 | 309731 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.68%), 5.41%, 08/10/33<sup>(b)</sup> | 550 | 547081 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.35%), 2.89%, 02/04/30<sup>(b)</sup> | 1036 | 966958 |

---

S C H E D U L E O F I N V E S T M E N T S 4

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
|  Westpac Banking Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.53%), 3.02%, 11/18/36<sup>(b)</sup> | $374 | $292161 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.75%), 2.67%, 11/15/35<sup>(b)</sup> | 413 | 324398 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.00%), 4.11%, 07/24/34<sup>(a)(b)</sup> | 200 | 181030 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year USD ICE Swap + 2.24%), 4.32%, 11/23/31<sup>(b)</sup> | 620 | 595688 |
|  Zions Bancorp NA, 3.25%, 10/29/29 | 261 | 221511 |
|  |  | 144416737 |
| **Beverages — 1.3%** |  |  |
|  Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 3.65%, 02/01/26 | 1866 | 1823476 |
|  Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/13/28 | 829 | 814375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | 1703 | 1730065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 703 | 663037 |
|  Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/06/24 | 339 | 325838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/25/27 | 400 | 390240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | 163 | 156152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/27 | 1000 | 901811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/05/28 | 829 | 735951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/15/28 | 500 | 430996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | 829 | 730685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/25/30 | 413 | 394181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | 600 | 504965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/05/31<sup>(a)</sup> | 762 | 650176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | 500 | 404086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | 709 | 612777 |
|  Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 | 655 | 583926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 | 482 | 380980 |
|  Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/09/24 | 279 | 274975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/01/25 | 129 | 128976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/02/26 | 150 | 150147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/06/26 | 620 | 598959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/09/27<sup>(a)</sup> | 179 | 172030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 | 829 | 756490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 | 229 | 202544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/01/31 | 334 | 275577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/09/32 | 330 | 329908 |
|  Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 10/24/25 | 200 | 204350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 | 478 | 468319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | 216 | 190076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | 478 | 407785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | 478 | 397897 |
|  Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/15/24 | 333 | 318173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/25/28<sup>(a)</sup> | 450 | 448724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/15/29<sup>(a)</sup> | 300 | 288857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | 413 | 373275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/15/31 | 413 | 346066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/32<sup>(a)</sup> | 329 | 311860 |
|  Molson Coors Beverage Co., 3.00%, 07/15/26 | 695 | 656368 |
|  PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/01/24<sup>(a)</sup> | 163 | 161548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/19/25 | 540 | 517448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/25<sup>(a)</sup> | 829 | 802354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/17/25<sup>(a)</sup> | 163 | 159916 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
|  PepsiCo, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/24/26 | $413 | $395944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/06/26 | 829 | 782833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/27<sup>(a)</sup> | 413 | 395228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 | 95 | 92830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | 829 | 753766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | 509 | 462643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | 496 | 416272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 02/25/31 | 244 | 198521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | 816 | 682996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | 135 | 131899 |
|  |  | 25489271 |
| **Biotechnology — 0.8%** |  |  |
|  Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/22/24 | 163 | 160404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/25 | 620 | 598673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/19/26<sup>(a)</sup> | 591 | 555590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 | 650 | 596275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | 359 | 339877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 | 800 | 688625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/22/29 | 300 | 275487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | 600 | 579563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | 550 | 478322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/25/31<sup>(a)</sup> | 550 | 462786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 | 460 | 372156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | 342 | 310473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/33<sup>(a)</sup> | 600 | 575669 |
|  Baxalta, Inc., 4.00%, 06/23/25 | 308 | 302479 |
|  Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/25 | 492 | 483205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | 657 | 557025 |
|  Bio-Rad Laboratories, Inc., 3.70%, 03/15/32<sup>(a)</sup> | 313 | 283957 |
|  Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/24 | 700 | 690972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/25 | 970 | 949084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/26 | 1098 | 1069552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | 413 | 391436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | 293 | 254380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | 877 | 723501 |
|  Illumina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 12/12/25 | 200 | 203926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 | 200 | 206676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 | 195 | 161633 |
|  Regeneron Pharmaceuticals, Inc., 1.75%, 09/15/30 | 670 | 540703 |
|  Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 09/02/25 | 829 | 751949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | 343 | 298106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 | 359 | 292618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 | 286 | 227304 |
|  |  | 14382406 |
| **Building Materials — 0.3%** |  |  |
|  Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 02/15/25 | 476 | 451882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 | 142 | 131146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | 723 | 631543 |
|  Eagle Materials, Inc., 2.50%, 07/01/31 | 313 | 255757 |
|  Fortune Brands Innovations, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/25 | 179 | 174345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 | 413 | 366601 |

---

5<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Building Materials (continued)** |  |  |
|  Fortune Brands Innovations, Inc. (continued) | Fortune Brands Innovations, Inc. (continued) | Fortune Brands Innovations, Inc. (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/25/32<sup>(a)</sup> | $413 | $374578 |
|  Johnson Controls International PLC/Tyco Fire & Security Finance SCA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | 325 | 269136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 | 579 | 479797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | 185 | 190310 |
|  Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | 163 | 154595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 | 107 | 89098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series CB, 2.50%, 03/15/30 | 179 | 153043 |
|  Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 | 300 | 255627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 | 109 | 88319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 413 | 334343 |
|  Mohawk Industries, Inc., 3.63%, 05/15/30<sup>(a)</sup> | 225 | 203177 |
|  Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/01/24 | 163 | 160145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 | 225 | 211720 |
|  Vulcan Materials Co., 3.90%, 04/01/27 | 129 | 124765 |
|  |  | 5099927 |
| **Building Products — 0.7%** |  |  |
|  Allegion PLC, 3.50%, 10/01/29 | 413 | 370255 |
|  Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/25 | 159 | 153260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/15/25 | 993 | 968351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/26 | 550 | 529130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/15/26 | 413 | 382711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | 660 | 617547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | 231 | 219211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/14/27<sup>(a)</sup> | 413 | 388760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 | 558 | 474917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/15/28<sup>(a)</sup> | 413 | 359750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | 362 | 357331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/29<sup>(a)</sup> | 488 | 452896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | 225 | 202758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | 475 | 382265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | 413 | 342075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/32<sup>(a)</sup> | 734 | 675179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | 50 | 50608 |
|  Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/25 | 829 | 816863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/25 | 413 | 400169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/26 | 791 | 745612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/27<sup>(a)</sup> | 350 | 335159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | 550 | 522468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 | 699 | 596468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 09/15/28<sup>(a)</sup> | 458 | 394798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 | 413 | 390783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | 829 | 820028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | 371 | 301777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | 829 | 712533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/32<sup>(a)</sup> | 617 | 572318 |
|  |  | 13535980 |
| **Capital Markets — 4.4%** |  |  |
|  Ameriprise Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/24 | 179 | 175940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/15/26 | 413 | 388105 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Capital Markets (continued)** |  |  |
|  Ameriprise Financial, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/13/32<sup>(a)</sup> | $313 | $313534 |
|  Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/10/24 | 413 | 406142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/25<sup>(a)</sup> | 250 | 241086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/25<sup>(a)</sup> | 724 | 681614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/26 | 829 | 779812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/27<sup>(a)</sup> | 179 | 158785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | 852 | 719497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 | 413 | 324051 |
|  Bain Capital Specialty Finance, Inc., 2.55%, 10/13/26 | 130 | 113249 |
|  Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/26/24 | 130 | 123520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 10/24/24 | 1563 | 1499851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/24/25 | 509 | 476398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/25/25 | 572 | 557563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 10/15/26 | 829 | 732567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/26/27 | 829 | 761609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | 620 | 594697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | 343 | 334787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | 225 | 195408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | 572 | 545852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | 829 | 767453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 07/28/31<sup>(a)</sup> | 829 | 668003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/26/32<sup>(a)</sup> | 413 | 349470 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.57%), 3.43%, 06/13/25<sup>(b)</sup> | 100 | 98298 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.15%), 3.99%, 06/13/28<sup>(b)</sup> | 100 | 97389 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.35%), 4.41%, 07/24/26<sup>(b)</sup> | 1155 | 1147019 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.42%), 4.29%, 06/13/33<sup>(b)</sup> | 100 | 96760 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.80%), 5.80%, 10/25/28<sup>(b)</sup> | 40 | 42056 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.07%), 5.83%, 10/25/33<sup>(b)</sup> | 270 | 292419 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.07%), 3.44%, 02/07/28<sup>(b)</sup> | 409 | 391698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G, 3.00%, 02/24/25 | 27 | 26180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series J, 0.85%, 10/25/24 | 829 | 778886 |
|  Blackstone Private Credit Fund 2.35%, 11/22/24<sup>(a)</sup> | 200 | 187228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/15/25 | 130 | 121691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/24/25 | 413 | 400732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 12/15/26 | 225 | 192682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 | 394 | 344657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 | 243 | 209796 |
|  Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/16/26<sup>(a)</sup> | 300 | 265931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 | 240 | 195076 |
|  Brookfield Corp., 4.00%, 01/15/25 | 166 | 163427 |
|  Brookfield Finance I U.K. PLC/Brookfield Finance, Inc., 2.34%, 01/30/32 | 399 | 322751 |
|  Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/24 | 97 | 95915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/02/26 | 179 | 176175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | 869 | 830140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | 413 | 392426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 04/15/31 | 193 | 162546 |
|  Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/18/24 | 829 | 792448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/25 | 179 | 175226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/21/25 | 829 | 815342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/11/26 | 501 | 448540 |

---

S C H E D U L E O F I N V E S T M E N T S 6

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Capital Markets (continued)** |  |  |
|  Charles Schwab Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/13/26 | $409 | $367647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | 1243 | 1156528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | 829 | 790267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | 660 | 592715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | 130 | 120999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | 179 | 160587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | 179 | 181251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | 413 | 334106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | 829 | 707558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/03/32<sup>(a)</sup> | 660 | 584981 |
|  CI Financial Corp., 3.20%, 12/17/30 | 496 | 387844 |
|  Credit Suisse AG/New York, 7.95%, 01/09/25 | 500 | 512177 |
|  Credit Suisse USA, Inc., 7.13%, 07/15/32<sup>(a)</sup> | 300 | 324196 |
|  European Investment Bank, 3.88%, 03/15/28 | 2000 | 2017020 |
|  FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/24 | 413 | 405128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/12/24 | 413 | 382215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/01/25 | 26 | 25020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/26 | 829 | 757520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 | 329 | 283040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 413 | 358822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/12/28<sup>(a)</sup> | 213 | 182441 |
|  Golub Capital BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/24/26 | 130 | 114007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/27 | 145 | 122301 |
|  Jefferies Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/27<sup>(a)</sup> | 829 | 831662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/23/30 | 329 | 307095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 | 329 | 270199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 | 459 | 364714 |
|  Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/28/24 | 829 | 810657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 03/08/24 | 2489 | 2370860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/05/24 | 2489 | 2375701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/20/24 | 2000 | 1875782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/20/24 | 1659 | 1603746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/02/25 | 1659 | 1581135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/10/25 | 3000 | 2928600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/18/25 | 3319 | 3033478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/22/26 | 1659 | 1504663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 | 2000 | 1938183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 | 1150 | 1104380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 | 1243 | 1102838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/30/30 | 789 | 637487 |
|  Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/13/25 | 829 | 793135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/10/25 | 1659 | 1588610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 | 1659 | 1347705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 40, 0.50%, 05/27/25 | 1659 | 1522818 |
|  Lazard Group LLC, 4.38%, 03/11/29<sup>(a)</sup> | 179 | 172145 |
|  Main Street Capital Corp., 3.00%, 07/14/26 | 130 | 114513 |
|  Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.30%), 5.05%, 01/28/27 | 480 | 481667 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.43%), 5.95%, 01/19/38 | 910 | 929951 |
|  Morgan Stanley Domestic Holdings, Inc., 4.50%, 06/20/28 | 829 | 827391 |
|  Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/16/25 | 585 | 556341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/03/25 | 400 | 398712 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Capital Markets (continued)** |  |  |
|  Nomura Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 07/16/25 | $600 | $552189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/09/26 | 200 | 202656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/14/26 | 500 | 444605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 01/22/27 | 478 | 429595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 07/06/27 | 400 | 403693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | 200 | 206324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | 400 | 340752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | 478 | 414039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 07/06/29<sup>(a)</sup> | 400 | 407376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/16/30 | 635 | 549256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 07/16/30 | 310 | 257794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 07/14/31 | 450 | 364682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 01/18/33 | 200 | 210983 |
|  Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/30/25 | 300 | 294844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | 483 | 477856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | 163 | 158150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | 413 | 385471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | 260 | 285866 |
|  Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/12/25 | 829 | 783251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/17/25<sup>(a)</sup> | 700 | 635313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/03/25 | 500 | 506186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/02/26 | 600 | 539718 |
|  Owl Rock Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/30/25 | 286 | 274299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/22/25 | 198 | 185695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/15/26 | 829 | 748553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 | 225 | 194233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 | 274 | 227166 |
|  Owl Rock Capital Corp. III, 3.13%, 04/13/27 | 130 | 110502 |
|  Owl Rock Core Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/21/25 | 200 | 195263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/16/27<sup>(d)</sup> | 300 | 302269 |
|  Prospect Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 11/15/26 | 393 | 342135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 10/15/28 | 225 | 179995 |
|  Sixth Street Specialty Lending, Inc., 3.88%, 11/01/24<sup>(a)</sup> | 413 | 401758 |
|  State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/16/24 | 333 | 326368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 05/19/26 | 829 | 788865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 01/24/30<sup>(a)</sup> | 225 | 198099 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.56%), 1.68%, 11/18/27<sup>(b)</sup> | 745 | 673975 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.60%), 4.86%, 01/26/26<sup>(b)</sup> | 210 | 210768 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.73%), 2.20%, 02/07/28<sup>(b)</sup> | 279 | 256219 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.94%), 2.35%, 11/01/25<sup>(b)</sup> | 351 | 337056 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.00%), 2.62%, 02/07/33<sup>(b)</sup> | 123 | 104683 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.35%), 5.75%, 11/04/26<sup>(b)</sup> | 220 | 225960 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.49%), 3.03%, 11/01/34<sup>(b)</sup> | 130 | 114001 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.57%), 4.82%, 01/26/34 | 240 | 241218 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.72%), 5.82%, 11/04/28<sup>(b)</sup> | 115 | 120791 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.6%), 2.90%, 03/30/26<sup>(b)</sup> | 829 | 797720 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.65%), 3.15%, 03/30/31<sup>(b)</sup> | 829 | 747846 |
|  |  | 82571001 |
| **Chemicals — 1.1%** |  |  |
|  Air Products & Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/15/25 | 483 | 447957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | 342 | 311591 |

---

7<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
|  Air Products & Chemicals, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | $355 | $308412 |
|  Albemarle Corp., 5.05%, 06/01/32 | 300 | 296611 |
|  Cabot Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 | 93 | 86037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/30/32 | 100 | 97483 |
|  Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 07/05/24 | 1000 | 1005743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/25 | 500 | 503839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/05/26 | 130 | 111984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 07/15/27 | 500 | 506455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.33%, 07/15/29 | 410 | 415793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/15/32<sup>(a)</sup> | 420 | 423089 |
|  Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 | 475 | 478817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 11/01/29 | 500 | 572688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/15/33<sup>(a)</sup> | 100 | 110173 |
|  DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 11/15/25 | 750 | 749067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 11/15/28 | 1243 | 1261488 |
|  Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 | 869 | 847286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | 179 | 175490 |
|  Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 | 179 | 170794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 | 150 | 155848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/24/30<sup>(a)</sup> | 413 | 423640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 01/30/31 | 660 | 527717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 | 829 | 692220 |
|  EIDP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 07/15/25 | 660 | 616958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 07/15/30 | 660 | 571849 |
|  Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/27<sup>(a)</sup> | 400 | 356821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/21/28 | 413 | 363350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 12/21/31 | 225 | 188026 |
|  FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/01/26 | 100 | 94793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 | 55 | 50575 |
|  Huntsman International LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/29 | 300 | 281311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/31 | 120 | 98832 |
|  International Flavors & Fragrances, Inc., 4.45%, 09/26/28 | 413 | 399318 |
|  Linde, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/05/25 | 107 | 103185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/05/25 | 200 | 201594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/30/26<sup>(a)</sup> | 163 | 159184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 | 745 | 596584 |
|  Linde, Inc./CT, 4.80%, 12/05/24 | 100 | 100437 |
|  LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/01/25 | 136 | 123139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/01/30<sup>(a)</sup> | 558 | 464359 |
|  Mosaic Co., 4.05%, 11/15/27 | 829 | 812693 |
|  Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/25 | 163 | 156185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/26 | 163 | 160670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 | 300 | 290870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 | 179 | 159704 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
|  PPG Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/24 | $129 | $124514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/15/26 | 346 | 311562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 | 129 | 114247 |
|  RPM International, Inc., 2.95%, 01/15/32 | 159 | 130970 |
|  Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/08/25 | 150 | 148148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/26 | 413 | 407187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27<sup>(a)</sup> | 563 | 540663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 | 512 | 460337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 | 211 | 173436 |
|  Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/15/26 | 413 | 395052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/30<sup>(a)</sup> | 225 | 201891 |
|  |  | 20038666 |
| **Commercial Services & Supplies — 0.1%** |  |  |
|  GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/26 | 620 | 585681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 | 413 | 394691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | 179 | 176062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 | 159 | 123509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | 215 | 210986 |
|  Triton Container International Ltd./TAL International Container Corp., 3.25%, 03/15/32 | 250 | 202625 |
|  |  | 1693554 |
| **Communications Equipment — 0.2%** |  |  |
|  Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/04/24 | 829 | 821876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/28/26 | 293 | 282704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/20/26<sup>(a)</sup> | 829 | 783959 |
|  Juniper Networks, Inc., 3.75%, 08/15/29 | 413 | 380949 |
|  Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/23/28<sup>(a)</sup> | 413 | 410571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | 799 | 779977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | 694 | 561567 |
|  |  | 4021603 |
| **Construction & Engineering — 0.1%** |  |  |
|  Asian Development Bank, 4.00%, 01/12/33 | 1700 | 1714595 |
| **Construction Materials — 0.0%** |  |  |
|  Carlisle Cos., Inc., 2.20%, 03/01/32 | 225 | 179580 |
| **Consumer Discretionary — 0.1%** |  |  |
|  Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/01/25 | 159 | 154892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | 413 | 402708 |
|  GXO Logistics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/15/26 | 129 | 112563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | 413 | 324464 |
|  Quanta Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/30<sup>(a)</sup> | 343 | 294522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | 150 | 120048 |
|  RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | 400 | 381668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | 210 | 208821 |
|  |  | 1999686 |
| **Consumer Finance — 2.2%** |  |  |
|  American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/22/24 | 439 | 432094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/03/24 | 123 | 120883 |

---

S C H E D U L E O F I N V E S T M E N T S 8

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Consumer Finance (continued)** |  |  |
|  American Express Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/30/24 | $541 | $522737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/24 | 829 | 805846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/05/24 | 225 | 220795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/04/25 | 209 | 198841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/25 | 1700 | 1673895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/20/26 | 989 | 945199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 11/04/26 | 829 | 748204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 | 433 | 401612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | 413 | 393265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 | 1190 | 1258653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | 399 | 389704 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.76%), 4.42%, 08/03/33<sup>(b)</sup> | 400 | 388292 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.26%), 4.99%, 05/26/33<sup>(b)</sup> | 300 | 297357 |
|  Andrew W Mellon Foundation, Series 2020, 0.95%, 08/01/27<sup>(a)</sup> | 29 | 25218 |
|  Automatic Data Processing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | 480 | 427612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | 409 | 331206 |
|  Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/15/28 | 421 | 369728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 | 229 | 205779 |
|  Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/24/24 | 163 | 160622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 10/30/24 | 829 | 805327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/05/25 | 163 | 158159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/30/25 | 309 | 304737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/29/25 | 279 | 273004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/28/26 | 150 | 143493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/09/27<sup>(a)</sup> | 413 | 397002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/11/27<sup>(a)</sup> | 409 | 391426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | 829 | 791485 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.86%), 1.88%, 11/02/27<sup>(b)</sup> | 829 | 733885 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.27%), 2.62%, 11/02/32<sup>(b)</sup> | 413 | 328141 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.29%), 2.64%, 03/03/26<sup>(b)</sup> | 362 | 342808 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.34%), 2.36%, 07/29/32<sup>(b)</sup> | 829 | 628621 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.79%), 3.27%, 03/01/30<sup>(b)</sup> | 562 | 497894 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.06%), 4.93%, 05/10/28<sup>(a)(b)</sup> | 620 | 612077 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.08%), 5.47%, 02/01/29<sup>(b)(c)</sup> | 325 | 327069 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.16%), 4.99%, 07/24/26<sup>(b)</sup> | 750 | 743350 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.60%), 5.25%, 07/26/30<sup>(b)</sup> | 300 | 295011 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.60%), 5.82%, 02/01/34<sup>(b)(c)</sup> | 285 | 287207 |
|  Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/06/24 | 288 | 282572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/26 | 400 | 392272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 | 400 | 384893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | 300 | 320245 |
|  Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/01/24 | 829 | 795034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 | 829 | 682864 |
|  Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/25 | 600 | 572306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/01/26 | 400 | 355663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/01/26 | 413 | 410083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 | 404 | 363456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/27 | 25 | 25040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 | 563 | 500017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 | 70 | 70177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | 404 | 346731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 | 321 | 267427 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Consumer Finance (continued)** |  |  |
|  Global Payments, Inc. (continued) 5.40%, 08/15/32<sup>(a)</sup> | $335 | $336088 |
|  Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/24 | 163 | 160545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/03/25 | 294 | 279427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 | 653 | 634184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 | 179 | 174169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | 393 | 366649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | 686 | 648865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/15/31 | 425 | 358614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 | 274 | 229962 |
|  Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/24 | 413 | 411970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/24/25<sup>(a)</sup> | 300 | 293846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28<sup>(a)</sup> | 620 | 585512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | 129 | 126650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/19/31<sup>(a)</sup> | 222 | 182842 |
|  PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/01/24 | 970 | 936036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/01/25 | 362 | 338677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/01/26 | 829 | 782151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | 506 | 455389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | 384 | 327083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | 430 | 421984 |
|  S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/27<sup>(d)</sup> | 700 | 650987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/28<sup>(a)(d)</sup> | 829 | 841105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/01/29<sup>(a)(d)</sup> | 130 | 117828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/29<sup>(d)</sup> | 829 | 815611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 239 | 211778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 | 355 | 283111 |
|  Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/13/25 | 35 | 34323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/23/25 | 123 | 119690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/04/26 | 200 | 186047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | 229 | 211524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | 413 | 394262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | 736 | 572434 |
|  Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/14/25 | 1544 | 1499284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | 559 | 512792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | 303 | 287145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | 829 | 723122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 | 360 | 286659 |
|  Western Union Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 03/15/26<sup>(a)</sup> | 745 | 662829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/31 | 95 | 75349 |
|  |  | 40683541 |
| **Containers & Packaging — 0.4%** |  |  |
|  Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/17/25 | 313 | 306416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 | 205 | 174710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.69%, 05/25/31<sup>(a)</sup> | 213 | 180088 |
|  Avery Dennison Corp., 2.25%, 02/15/32<sup>(a)</sup> | 413 | 328088 |
|  Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.57%, 01/15/26 | 829 | 749394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/27 | 413 | 361297 |
|  Fibria Overseas Finance Ltd., 5.50%, 01/17/27 | 829 | 830451 |
|  Georgia-Pacific LLC, 8.88%, 05/15/31 | 433 | 545675 |
|  Packaging Corp. of America, 3.00%, 12/15/29 | 130 | 115001 |

---

9<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Containers & Packaging (continued)** |  |  |
|  Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 02/01/25 | $159 | $148983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 | 88 | 79619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/30<sup>(a)</sup> | 227 | 202194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/01/32 | 179 | 152833 |
|  Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 | 878 | 877737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | 409 | 348897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/32<sup>(a)</sup> | 400 | 318000 |
|  WestRock MWV LLC, 8.20%, 01/15/30 | 26 | 30467 |
|  WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/26 | 320 | 318868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 | 413 | 386971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 829 | 793516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 829 | 822135 |
|  |  | 8071340 |
| **Diversified — 0.0%** |  |  |
|  Parker-Hannifin Corp., 3.25%, 03/01/27 | 300 | 285626 |
| **Diversified Consumer Services — 0.0%** |  |  |
|  Johns Hopkins University, 4.71%, 07/01/32 | 125 | 129322 |
| **Diversified Financial Services — 18.9%** |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/14/24<sup>(a)</sup> | 289 | 276469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/29/24 | 1214 | 1135746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/25 | 300 | 288412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/25 | 655 | 666987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/30/26 | 655 | 588746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 10/29/26 | 1464 | 1316011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | 655 | 608589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | 1823 | 1607051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | 1500 | 1259414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 3NC1, 1.75%, 10/29/24 | 400 | 373036 |
|  Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/24 | 413 | 409140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/18/24 | 350 | 326096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/24 | 163 | 160352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/25 | 308 | 289773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/25 | 259 | 248400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/01/25 | 829 | 792642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/26<sup>(a)</sup> | 829 | 777784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 08/15/26 | 550 | 490151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | 1000 | 941361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/01/27<sup>(a)</sup> | 130 | 121685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 | 300 | 299503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 09/01/28 | 413 | 352731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | 413 | 365415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | 329 | 283355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/30 | 309 | 264653 |
|  Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/24 | 179 | 175041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/26 | 413 | 398147 |
|  Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/21/24 | 293 | 287129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/30/24 | 308 | 307708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/30/25 | 193 | 190987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 05/01/25<sup>(a)</sup> | 293 | 296306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/09/27<sup>(a)</sup> | 500 | 484408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 11/15/27<sup>(a)</sup> | 300 | 316608 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
|  Ally Financial, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/02/28<sup>(a)</sup> | $285 | $238148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | 929 | 1023151 |
|  Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 05/24/24 | 400 | 394086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 06/27/24 | 400 | 387579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/24/25 | 1200 | 1162985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/28/25 | 600 | 565734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/18/25 | 1000 | 1000373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/25/26 | 1600 | 1443919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | 1000 | 972505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/12/28 | 400 | 385308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 06/27/29 | 200 | 181264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | 200 | 177173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | 800 | 645046 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.90%), 1.72%, 09/14/27<sup>(b)</sup> | 800 | 702521 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.60%), 3.23%, 11/22/32<sup>(b)</sup> | 600 | 484034 |
|  Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/24 | 413 | 409697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/26/24 | 1450 | 1434090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/22/25 | 620 | 609319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/01/25 | 716 | 705387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/03/26 | 1111 | 1100966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/19/26 | 534 | 519579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/22/26 | 1069 | 1048112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | 1139 | 1086440 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.65%), 1.53%, 12/06/25<sup>(b)</sup> | 829 | 774731 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.67%), 1.84%, 02/04/25<sup>(b)</sup> | 496 | 478732 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.69%), 0.98%, 04/22/25<sup>(b)</sup> | 829 | 785577 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.91%), 0.98%, 09/25/25<sup>(b)</sup> | 700 | 652707 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.96%), 1.73%, 07/22/27<sup>(b)</sup> | 2368 | 2121758 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.01%), 1.20%, 10/24/26<sup>(b)</sup> | 911 | 821403 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.05%), 2.55%, 02/04/28<sup>(b)</sup> | 908 | 828758 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.06%), 2.09%, 06/14/29<sup>(b)</sup> | 959 | 835766 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.11%), 3.84%, 04/25/25<sup>(b)</sup> | 1792 | 1759837 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.15%), 1.32%, 06/19/26<sup>(b)</sup> | 1409 | 1290526 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.21%), 2.57%, 10/20/32<sup>(b)</sup> | 1828 | 1511476 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.32%), 2.69%, 04/22/32<sup>(b)</sup> | 1859 | 1569466 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.33%), 3.38%, 04/02/26<sup>(b)</sup> | 994 | 961509 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.33%), 2.97%, 02/04/33<sup>(b)</sup> | 2218 | 1891462 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.37%), 1.92%, 10/24/31<sup>(b)</sup> | 1409 | 1133481 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.53%), 1.90%, 07/23/31<sup>(b)</sup> | 1659 | 1341054 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.58%), 4.38%, 04/27/28<sup>(b)</sup> | 1000 | 977901 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.75%), 4.83%, 07/22/26<sup>(b)</sup> | 1240 | 1236878 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.83%), 4.57%, 04/27/33<sup>(b)</sup> | 1807 | 1746049 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.99%), 6.20%, 11/10/28<sup>(b)</sup> | 515 | 543088 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.04%), 4.95%, 07/22/28<sup>(b)</sup> | 255 | 255437 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.15%), 2.59%, 04/29/31<sup>(b)</sup> | 1000 | 855233 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.16%), 5.02%, 07/22/33<sup>(b)</sup> | 1180 | 1179288 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.64%), 2.02%, 02/13/26<sup>(b)</sup> | 1160 | 1088771 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.81%), 3.37%, 01/23/26<sup>(b)</sup> | 1659 | 1601964 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.87%), 2.46%, 10/22/25<sup>(b)</sup> | 317 | 303053 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.97%), 3.46%, 03/15/25<sup>(b)</sup> | 829 | 812946 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.99%), 2.50%, 02/13/31<sup>(b)</sup> | 1453 | 1235959 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.04%), 3.42%, 12/20/28<sup>(b)</sup> | 2451 | 2292383 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.06%), 3.56%, 04/23/27<sup>(b)</sup> | 829 | 793789 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.07%), 3.97%, 03/05/29<sup>(b)</sup> | 829 | 791274 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.09%), 3.09%, 10/01/25<sup>(b)</sup> | 829 | 802029 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.18%), 3.19%, 07/23/30<sup>(b)</sup> | 1214 | 1088755 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.19%), 2.88%, 10/22/30<sup>(b)</sup> | 829 | 726650 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.21%), 3.97%, 02/07/30<sup>(b)</sup> | 1249 | 1181227 |

---

S C H E D U L E O F I N V E S T M E N T S 10

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |  |
|  Bank of America Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.31%), 4.27%, 07/23/29<sup>(b)</sup> | $1201 | $1160995 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.37%), 3.59%, 07/21/28<sup>(b)</sup> | 413 | 390204 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.51%), 3.71%, 04/24/28<sup>(b)</sup> | 829 | 790486 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.58%), 3.82%, 01/20/28<sup>(b)</sup> | 1659 | 1597114 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.20%), 2.48%, 09/21/36<sup>(b)</sup> | 829 | 646761 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.00%), 3.85%, 03/08/37<sup>(b)</sup> | 800 | 697147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series L, 3.95%, 04/21/25 | 1037 | 1019713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | 829 | 814038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, (1 day SOFR + 0.91%), 1.66%, 03/11/27<sup>(b)</sup> | 1409 | 1272430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, (1 day SOFR + 1.22%), 2.65%, 03/11/32<sup>(b)</sup> | 1409 | 1187738 |
|  Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/11/24 | 829 | 816843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 07/31/24 | 348 | 326973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/06/24 | 600 | 604729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/10/25 | 413 | 387372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/03/25 | 459 | 436513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/11/25 | 1172 | 1138086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/16/25 | 163 | 161062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 06/24/26 | 259 | 231854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/03/26 | 413 | 386448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/15/26 | 1160 | 1028000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/02/27<sup>(a)</sup> | 829 | 746672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | 829 | 681166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | 829 | 695392 |
|  Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/12/26 | 1310 | 1283555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/12/26 | 1178 | 1173258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 | 700 | 676635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 | 478 | 461763 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.05%), 2.28%, 11/24/27<sup>(b)</sup> | 478 | 428485 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.20%), 2.67%, 03/10/32<sup>(b)</sup> | 1310 | 1059407 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.30%), 2.89%, 11/24/32<sup>(b)</sup> | 500 | 408180 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.30%), 5.30%, 08/09/26<sup>(b)</sup> | 200 | 200013 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.65%), 5.50%, 08/09/28<sup>(b)</sup> | 700 | 704733 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 3.05%), 7.33%, 11/02/26<sup>(b)</sup> | 1700 | 1784731 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 3.30%), 7.39%, 11/02/28<sup>(b)</sup> | 500 | 542302 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 3.50%), 7.44%, 11/02/33<sup>(b)</sup> | 500 | 563354 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.61%), 3.93%, 05/07/25<sup>(b)</sup> | 3319 | 3252260 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.90%), 4.97%, 05/16/29<sup>(b)</sup> | 845 | 824267 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 3.05%), 5.09%, 06/20/30<sup>(b)</sup> | 478 | 458525 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.90%), 3.56%, 09/23/35<sup>(b)</sup> | 478 | 393682 |
|  Cboe Global Markets, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 | 159 | 129428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/16/32 | 579 | 505055 |
|  Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/26/25 | 413 | 405476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/27/25<sup>(a)</sup> | 100 | 96912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/10/25 | 1813 | 1798829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/13/25 | 829 | 840417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/12/26 | 829 | 809773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/09/26 | 620 | 616375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/26 | 413 | 397775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/21/26 | 1173 | 1111382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/20/26 | 97 | 95304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/29/27<sup>(a)</sup> | 1489 | 1460877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | 620 | 594754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/32 | 526 | 576524 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.53%), 1.28%, 11/03/25<sup>(b)</sup> | 366 | 341294 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
|  Citigroup, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.67%), 0.98%, 05/01/25<sup>(b)</sup> | $572 | $541696 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.69%), 2.01%, 01/25/26<sup>(b)</sup> | 1190 | 1119274 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.77%), 1.12%, 01/28/27<sup>(b)</sup> | 974 | 867795 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.77%), 1.46%, 06/09/27<sup>(b)</sup> | 1059 | 943056 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.15%), 2.67%, 01/29/31<sup>(b)</sup> | 829 | 713524 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.17%), 2.56%, 05/01/32<sup>(b)</sup> | 998 | 831114 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.28%), 3.07%, 02/24/28<sup>(b)</sup> | 829 | 770599 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.35%), 3.06%, 01/25/33<sup>(b)</sup> | 1243 | 1064795 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.42%), 2.98%, 11/05/30<sup>(b)</sup> | 829 | 729045 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.53%), 3.29%, 03/17/26<sup>(b)</sup> | 572 | 550615 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.55%), 5.61%, 09/29/26<sup>(b)</sup> | 840 | 853486 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.89%), 4.66%, 05/24/28<sup>(b)</sup> | 1700 | 1682114 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.94%), 3.79%, 03/17/33<sup>(b)</sup> | 2977 | 2696951 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.11%), 2.57%, 06/03/31<sup>(b)</sup> | 1243 | 1054825 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.34%), 6.27%, 11/17/33<sup>(b)</sup> | 1500 | 1633537 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.84%), 3.11%, 04/08/26<sup>(b)</sup> | 1660 | 1591836 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.91%), 4.41%, 03/31/31<sup>(b)</sup> | 1990 | 1908800 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.90%), 3.35%, 04/24/25<sup>(b)</sup> | 1069 | 1045906 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.15%), 3.52%, 10/27/28<sup>(b)</sup> | 859 | 804635 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.19%), 4.08%, 04/23/29<sup>(b)</sup> | 600 | 573320 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.34%), 3.98%, 03/20/30<sup>(b)</sup> | 973 | 915033 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.39%), 3.67%, 07/24/28<sup>(b)</sup> | 829 | 785221 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.56%), 3.89%, 01/10/28<sup>(b)</sup> | 829 | 796054 |
|  Clorox Co., 3.10%, 10/01/27 | 413 | 389402 |
|  CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/25 | 286 | 278431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 | 179 | 175674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | 321 | 281328 |
|  Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/26/25 | 1637 | 1536208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/17/26 | 1474 | 1369341 |
|  Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/30/24<sup>(a)</sup> | 140 | 138842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/13/26 | 288 | 280716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.69%, 03/19/26 | 400 | 365029 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.13%), 1.45%, 04/01/25<sup>(b)</sup> | 1200 | 1133415 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.22%), 2.31%, 11/16/27<sup>(b)</sup> | 667 | 589509 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.32%), 2.55%, 01/07/28<sup>(b)</sup> | 1348 | 1203486 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.72%), 3.04%, 05/28/32<sup>(b)</sup> | 455 | 371877 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.87%), 2.13%, 11/24/26<sup>(b)</sup> | 919 | 829063 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.26%), 3.74%, 01/07/33<sup>(b)</sup> | 950 | 750504 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.58%), 3.96%, 11/26/25<sup>(b)</sup> | 1181 | 1143932 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.04%), 3.55%, 09/18/31<sup>(b)</sup> | 1159 | 1007027 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.18%), 6.72%, 01/18/29<sup>(b)</sup> | 150 | 157835 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.19%), 6.12%, 07/14/26<sup>(b)</sup> | 500 | 505504 |
|  GE Capital Funding LLC, 4.55%, 05/15/32<sup>(a)</sup> | 800 | 790710 |
|  Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/20/24<sup>(a)</sup> | 829 | 817272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/03/24 | 2841 | 2813741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/24 | 525 | 514574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/08/24 | 413 | 407134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/01/24 | 800 | 811726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/25 | 1012 | 984674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/25 | 1588 | 1541509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/22/25 | 916 | 894628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/21/25 | 869 | 855451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/25/26 | 313 | 305827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/16/26 | 1659 | 1593469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/15/27<sup>(a)</sup> | 163 | 169511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 | 1659 | 1603376 |

---

11<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |  |
|  Goldman Sachs Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | $809 | $703635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 | 1006 | 945137 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.80%), 1.43%, 03/09/27<sup>(b)</sup> | 1223 | 1095842 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.82%), 1.54%, 09/10/27<sup>(b)</sup> | 1659 | 1464874 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.91%), 1.95%, 10/21/27<sup>(b)</sup> | 1367 | 1223642 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.09%), 1.99%, 01/27/32<sup>(b)</sup> | 1210 | 968497 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.11%), 2.64%, 02/24/28<sup>(b)</sup> | 943 | 864649 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.25%), 2.38%, 07/21/32<sup>(b)</sup> | 1623 | 1328909 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.26%), 2.65%, 10/21/32<sup>(b)</sup> | 831 | 685487 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.28%), 2.62%, 04/22/32<sup>(b)</sup> | 1518 | 1268375 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.41%), 3.10%, 02/24/33<sup>(b)</sup> | 1894 | 1623086 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.51%), 4.39%, 06/15/27<sup>(b)</sup> | 620 | 607731 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.73%), 4.48%, 08/23/28<sup>(b)</sup> | 1000 | 982667 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.85%), 3.62%, 03/15/28<sup>(b)</sup> | 470 | 447574 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.16%), 3.81%, 04/23/29<sup>(b)</sup> | 1659 | 1566740 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.20%), 3.27%, 09/29/25<sup>(b)</sup> | 829 | 803301 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.30%), 4.22%, 05/01/29<sup>(b)</sup> | 829 | 799373 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.51%), 3.69%, 06/05/28<sup>(b)</sup> | 1023 | 975369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series VAR, (1 day SOFR + 0.79%), 1.09%, 12/09/26<sup>(b)</sup> | 889 | 794673 |
|  Hercules Capital, Inc., 3.38%, 01/20/27 | 130 | 114795 |
|  HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/08/26 | 478 | 468119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/25/26 | 2489 | 2404216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/23/26 | 1310 | 1289577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | 886 | 888773 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.71%), 0.98%, 05/24/25<sup>(b)</sup> | 500 | 469615 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.1%), 2.25%, 11/22/27<sup>(b)</sup> | 818 | 734228 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.19%), 2.80%, 05/24/32<sup>(b)</sup> | 2264 | 1862997 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.29%), 2.21%, 08/17/29<sup>(b)</sup> | 800 | 678594 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.40%), 2.63%, 11/07/25<sup>(b)</sup> | 1678 | 1600659 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.41%), 2.87%, 11/22/32<sup>(b)</sup> | 1310 | 1073145 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.54%), 1.65%, 04/18/26<sup>(b)</sup> | 1140 | 1049681 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.73%), 2.01%, 09/22/28<sup>(b)</sup> | 478 | 413449 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.11%), 4.76%, 06/09/28<sup>(b)</sup> | 500 | 492384 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.39%), 2.85%, 06/04/31<sup>(b)</sup> | 1310 | 1108488 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.53%), 4.76%, 03/29/33<sup>(b)</sup> | 535 | 493673 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.61%), 5.21%, 08/11/28<sup>(b)</sup> | 900 | 904350 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.87%), 5.40%, 08/11/33<sup>(b)</sup> | 500 | 499343 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 4.25%), 8.11%, 11/03/33<sup>(b)</sup> | 500 | 573585 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.21%), 3.80%, 03/11/25<sup>(b)</sup> | 1878 | 1842796 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.35%), 4.29%, 09/12/26<sup>(b)</sup> | 2489 | 2423873 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.53%), 4.58%, 06/19/29<sup>(b)</sup> | 1189 | 1152020 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.55%), 4.04%, 03/13/28<sup>(b)</sup> | 989 | 948141 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.61%), 3.97%, 05/22/30<sup>(b)</sup> | 489 | 450957 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.03%), 7.34%, 11/03/26<sup>(a)(b)</sup> | 1500 | 1583250 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.35%), 7.39%, 11/03/28<sup>(b)</sup> | 1805 | 1967651 |
|  Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/23/25 | 243 | 239308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/25 | 923 | 905402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | 1145 | 1129863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 | 953 | 944666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 637 | 538864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | 610 | 480190 |
|  JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/01/24<sup>(a)</sup> | 609 | 603393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/13/24 | 829 | 820850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/10/24 | 1077 | 1060785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/23/25<sup>(a)</sup> | 1036 | 1007012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/25 | 1866 | 1836670 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
|  JPMorgan Chase & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/26 | $413 | $398498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/26 | 829 | 795000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/26 | 1239 | 1180375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 10/15/26 | 413 | 455691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/26 | 163 | 161356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | 413 | 408933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | 829 | 796338 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.49%), 0.77%, 08/09/25<sup>(b)</sup> | 829 | 772250 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.54%), 0.82%, 06/01/25<sup>(b)</sup> | 1081 | 1017546 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.61%), 1.56%, 12/10/25<sup>(b)</sup> | 829 | 776513 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.77%), 1.47%, 09/22/27<sup>(b)</sup> | 829 | 734412 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.89%), 1.58%, 04/22/27<sup>(b)</sup> | 225 | 202217 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.92%), 2.60%, 02/24/26<sup>(b)</sup> | 572 | 544201 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.98%), 3.85%, 06/14/25<sup>(b)</sup> | 200 | 196500 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.02%), 2.07%, 06/01/29<sup>(b)</sup> | 1160 | 1005143 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.07%), 5.55%, 12/15/25<sup>(b)</sup> | 1000 | 1008068 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.07%), 1.95%, 02/04/32<sup>(b)</sup> | 1659 | 1333196 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.16%), 2.30%, 10/15/25<sup>(b)</sup> | 413 | 393131 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.17%), 2.95%, 02/24/28<sup>(b)</sup> | 534 | 495501 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.18%), 2.55%, 11/08/32<sup>(b)</sup> | 1244 | 1032644 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.25%), 2.58%, 04/22/32<sup>(b)</sup> | 1000 | 841705 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.26%), 2.96%, 01/25/33<sup>(b)</sup> | 1957 | 1677575 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.32%), 4.08%, 04/26/26<sup>(b)</sup> | 2194 | 2155131 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.51%), 2.74%, 10/15/30<sup>(b)</sup> | 1539 | 1345105 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.56%), 4.32%, 04/26/28<sup>(b)</sup> | 2298 | 2252286 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.75%), 4.57%, 06/14/30<sup>(b)</sup> | 200 | 195907 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.80%), 4.59%, 04/26/33<sup>(b)</sup> | 898 | 871719 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.85%), 2.08%, 04/22/26<sup>(b)</sup> | 1422 | 1335473 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.99%), 4.85%, 07/25/28<sup>(b)</sup> | 3000 | 2999240 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.04%), 2.52%, 04/22/31<sup>(b)</sup> | 1325 | 1132383 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.08%), 4.91%, 07/25/33<sup>(a)(b)</sup> | 1400 | 1394872 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.52%), 2.96%, 05/13/31<sup>(b)</sup> | 1659 | 1439268 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.58%), 5.72%, 09/14/33<sup>(b)</sup> | 1200 | 1238079 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.79%), 4.49%, 03/24/31<sup>(b)</sup> | 1659 | 1619557 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.95%), 3.51%, 01/23/29<sup>(b)</sup> | 829 | 776796 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.12%), 4.01%, 04/23/29<sup>(b)</sup> | 919 | 881105 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.16%), 3.22%, 03/01/25<sup>(b)</sup> | 1659 | 1623166 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.16%), 3.70%, 05/06/30<sup>(b)</sup> | 829 | 772034 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.26%), 4.20%, 07/23/29<sup>(b)</sup> | 973 | 938824 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.33%), 4.45%, 12/05/29<sup>(b)</sup> | 1023 | 997725 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.34%), 3.78%, 02/01/28<sup>(b)</sup> | 1659 | 1594641 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.38%), 3.54%, 05/01/28<sup>(b)</sup> | 1450 | 1372804 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. SOFR + 0.58%), 0.97%, 06/23/25<sup>(b)</sup> | 829 | 781095 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. SOFR + 1.11%), 1.76%, 11/19/31<sup>(a)(b)</sup> | 829 | 659595 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. SOFR + 1.59%), 2.01%, 03/13/26<sup>(b)</sup> | 1077 | 1013153 |
|  Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/26 | 413 | 395224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/02/31 | 225 | 188331 |
|  Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/04/24 | 1310 | 1297155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/08/25 | 600 | 591808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/24/26 | 1200 | 1180284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/22/28 | 478 | 463947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/16/28 | 1310 | 1277329 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.85%), 1.63%, 05/11/27<sup>(b)</sup> | 800 | 710936 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.60%), 3.51%, 03/18/26<sup>(b)</sup> | 235 | 226123 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.75%), 4.72%, 08/11/26<sup>(b)</sup> | 600 | 591575 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.80%), 3.75%, 03/18/28<sup>(b)</sup> | 478 | 454235 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.30%), 4.98%, 08/11/33<sup>(b)</sup> | 500 | 488300 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 3.50%), 3.87%, 07/09/25<sup>(b)</sup> | 478 | 468151 |

---

S C H E D U L E O F I N V E S T M E N T S 12

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |  |
|  Lloyds Banking Group PLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 3.75%), 7.95%, 11/15/33<sup>(b)</sup> | $450 | $514088 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.21%), 3.57%, 11/07/28<sup>(b)</sup> | 500 | 467386 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 07/18/24 | 478 | 463694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/01/26 | 1000 | 967187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 07/25/27<sup>(a)</sup> | 829 | 782112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | 829 | 800952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | 1659 | 1572550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 02/25/30 | 1310 | 1128468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/17/30 | 1310 | 1075095 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.55%), 0.95%, 07/19/25<sup>(b)</sup> | 1883 | 1764860 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.75%), 1.54%, 07/20/27<sup>(b)</sup> | 1500 | 1327605 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.95%), 2.31%, 07/20/32<sup>(b)</sup> | 1310 | 1061952 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.55%), 5.06%, 09/12/25<sup>(b)</sup> | 480 | 479413 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.70%), 4.79%, 07/18/25<sup>(b)</sup> | 1500 | 1492223 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.90%), 5.35%, 09/13/28<sup>(b)</sup> | 455 | 461683 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.95%), 5.02%, 07/20/28<sup>(b)</sup> | 500 | 500452 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.13%), 5.13%, 07/20/33<sup>(b)</sup> | 500 | 502119 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.13%), 5.47%, 09/13/33<sup>(a)(b)</sup> | 450 | 463891 |
|  Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 09/13/26<sup>(a)</sup> | 800 | 742018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.17%, 09/11/27 | 478 | 445615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | 1310 | 1048803 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.36%), 2.56%, 09/13/25<sup>(b)</sup> | 236 | 224897 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.77%), 2.20%, 07/10/31<sup>(b)</sup> | 478 | 389441 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.67%), 1.23%, 05/22/27<sup>(b)</sup> | 1310 | 1151744 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.05%), 5.41%, 09/13/28<sup>(b)</sup> | 400 | 408858 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.40%), 5.67%, 09/13/33<sup>(b)</sup> | 300 | 309904 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.13%), 3.15%, 07/16/30<sup>(b)</sup> | 478 | 421371 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.27%), 4.25%, 09/11/29<sup>(b)</sup> | 600 | 574352 |
|  Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/23/24 | 1243 | 1221719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/23/25 | 1662 | 1635569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/24/25 | 1036 | 1041741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/27/26 | 1450 | 1415987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/27/26 | 413 | 391424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/08/26 | 1243 | 1218536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/20/27 | 1659 | 1608049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | 163 | 157564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | 400 | 469040 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.53%), 0.79%, 05/30/25<sup>(b)</sup> | 1212 | 1137998 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.56%), 1.16%, 10/21/25<sup>(b)</sup> | 989 | 921629 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.72%), 0.99%, 12/10/26<sup>(b)</sup> | 1493 | 1328539 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.86%), 1.51%, 07/20/27<sup>(b)</sup> | 1584 | 1413290 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.88%), 1.59%, 05/04/27<sup>(b)</sup> | 1059 | 950993 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.94%), 2.63%, 02/18/26<sup>(b)</sup> | 676 | 642372 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.00%), 2.48%, 01/21/28<sup>(b)</sup> | 1181 | 1076773 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.02%), 1.93%, 04/28/32<sup>(b)</sup> | 972 | 772131 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.03%), 1.79%, 02/13/32<sup>(b)</sup> | 1642 | 1299032 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.14%), 2.70%, 01/22/31<sup>(b)</sup> | 1659 | 1439637 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.15%), 2.72%, 07/22/25<sup>(b)</sup> | 500 | 482782 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.16%), 3.62%, 04/17/25<sup>(b)</sup> | 852 | 836590 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.18%), 2.24%, 07/21/32<sup>(b)</sup> | 913 | 742607 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.2%), 2.51%, 10/20/32<sup>(b)</sup> | 1364 | 1126469 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.29%), 2.94%, 01/21/33<sup>(b)</sup> | 1662 | 1419384 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.36%), 2.48%, 09/16/36<sup>(b)</sup> | 1031 | 799195 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.61%), 4.21%, 04/20/28<sup>(b)</sup> | 454 | 440816 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.67%), 4.68%, 07/17/26<sup>(b)</sup> | 1715 | 1700666 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.73%), 5.12%, 02/01/29<sup>(b)</sup> | 395 | 399402 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Diversified Financial Services (continued)** |  |  |  |  |
|  Morgan Stanley (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.99%), 2.19%, 04/28/26<sup>(b)</sup> | $| 1196 | $| 1123956 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.08%), 4.89%, 07/20/33<sup>(b)</sup> |  | 115 |  | 113907 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.24%), 6.30%, 10/18/28<sup>(b)</sup> |  | 1800 |  | 1902977 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.56%), 6.34%, 10/18/33<sup>(b)</sup> |  | 1000 |  | 1099293 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.62%), 5.30%, 04/20/37<sup>(b)</sup> |  | 546 |  | 529522 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.12%), 3.62%, 04/01/31<sup>(b)</sup> |  | 1186 |  | 1090906 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.14%), 3.77%, 01/24/29<sup>(b)</sup> |  | 1189 |  | 1130152 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.34%), 3.59%, 07/22/28<sup>(b)</sup> |  | 1866 |  | 1765199 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.63%), 4.43%, 01/23/30<sup>(b)</sup> |  | 1020 |  | 993971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 3.88%, 04/29/24 |  | 163 |  | 161472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I, (1 day SOFR + 0.75%), 0.86%, 10/21/25<sup>(b)</sup> |  | 550 |  | 509714 |
|  Nasdaq, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/30/26 |  | 496 |  | 484082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 |  | 243 |  | 192385 |
|  NatWest Group PLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/05/26 |  | 478 |  | 476369 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.90%), 1.64%, 06/14/27<sup>(b)</sup> |  | 1100 |  | 977779 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.27%), 5.52%, 09/30/28<sup>(b)</sup> |  | 525 |  | 535439 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.85%), 7.47%, 11/10/26<sup>(b)</sup> |  | 800 |  | 846261 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.75%), 4.89%, 05/18/29<sup>(b)</sup> |  | 728 |  | 718415 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.76%), 4.27%, 03/22/25<sup>(b)</sup> |  | 478 |  | 471833 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.87%), 4.45%, 05/08/30<sup>(b)</sup> |  | 478 |  | 455441 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.91%), 5.08%, 01/27/30<sup>(b)</sup> |  | 478 |  | 472075 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.10%), 3.75%, 11/01/29<sup>(b)</sup> |  | 1725 |  | 1619761 |
|  ORIX Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/13/27 |  | 200 |  | 204141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/09/31 |  | 413 |  | 338345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/13/32 |  | 313 |  | 290607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/13/32 |  | 200 |  | 204080 |
|  Rexford Industrial Realty LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 12/01/30 |  | 329 |  | 268757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 |  | 366 |  | 292855 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/27/24 |  | 1310 |  | 1257858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/25 |  | 1310 |  | 1245308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.47%, 07/08/25 |  | 1310 |  | 1203421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 03/09/26 |  | 2489 |  | 2424012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/14/26 |  | 829 |  | 769664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/17/26 |  | 982 |  | 868165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.01%, 10/19/26 |  | 163 |  | 152253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 |  | 829 |  | 785210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 |  | 413 |  | 390185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 |  | 309 |  | 294888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/17/28<sup>(a)</sup> |  | 982 |  | 839497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 |  | 440 |  | 393389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/17/29 |  | 413 |  | 365402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 |  | 478 |  | 412818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 |  | 1000 |  | 1040816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 |  | 1310 |  | 1082902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 01/12/31 |  | 235 |  | 184808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 09/17/31 |  | 400 |  | 325388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 |  | 650 |  | 687622 |
|  |  |  |  | 357726225 |
| **Diversified Telecommunication Services — 1.6%** | **Diversified Telecommunication Services — 1.6%** | **Diversified Telecommunication Services — 1.6%** | **Diversified Telecommunication Services — 1.6%** | **Diversified Telecommunication Services — 1.6%** |
|  AT&T, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/25/24 |  | 1659 |  | 1587069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 03/25/26<sup>(a)</sup> |  | 2654 |  | 2435885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/27<sup>(a)</sup> |  | 2000 |  | 1989319 |

---

13<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
|  AT&T, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | $900 | $822541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 | 750 | 657461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 | 650 | 638527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 1000 | 982897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | 1000 | 976299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | 1159 | 999557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 | 800 | 653242 |
|  British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 | 478 | 479418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 | 1076 | 1356987 |
|  Deutsche Telekom International Finance BV, 8.75%, 06/15/30 | 1299 | 1586957 |
|  Telefonica Emisiones SA, 4.10%, 03/08/27 | 655 | 635637 |
|  Telefonica Europe BV, 8.25%, 09/15/30 | 525 | 612339 |
|  Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/22/24 | 276 | 263496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/24 | 613 | 600721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/25 | 539 | 524891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 11/20/25 | 551 | 498348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 03/20/26 | 583 | 530941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/26<sup>(a)</sup> | 745 | 699562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/16/27 | 1331 | 1314428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | 1170 | 1043413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | 1795 | 1770494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | 409 | 393712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | 1589 | 1523483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 | 829 | 752873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 | 450 | 363772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 | 459 | 370048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | 889 | 715891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | 1738 | 1483464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | 1856 | 1528981 |
|  |  | 30792653 |
| **Education — 0.0%** |  |  |
|  Yale University, Series 2020, 1.48%, 04/15/30 | 98 | 80915 |
| **Electric Utilities — 4.6%** |  |  |
|  AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | 413 | 397864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/32<sup>(a)</sup> | 130 | 129483 |
|  AEP Transmission Co. LLC, 3.10%, 12/01/26 | 413 | 391751 |
|  AES Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/15/26 | 829 | 747374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | 413 | 341450 |
|  Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 | 300 | 293367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | 600 | 535623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 09/01/32 | 300 | 285300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20-A, 1.45%, 09/15/30 | 179 | 144130 |
|  Allegion U.S. Holding Co., Inc., 5.41%, 07/01/32 | 500 | 508650 |
|  Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/24 | 525 | 505228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 | 637 | 573200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | 829 | 759690 |
|  Ameren Illinois Co., 3.85%, 09/01/32 | 200 | 192117 |
|  American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.03%, 03/15/24 | 313 | 302453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/27<sup>(a)</sup> | 400 | 417481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 225 | 190052 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  American Electric Power Co., Inc. (continued) | American Electric Power Co., Inc. (continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/32<sup>(a)</sup> | $200 | $214953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series J, 4.30%, 12/01/28 | 413 | 403826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, 1.00%, 11/01/25 | 413 | 371908 |
|  Appalachian Power Co., Series BB, 4.50%, 08/01/32 | 200 | 194496 |
|  Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/15/25 | 163 | 156556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 | 413 | 356051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 12/15/31 | 129 | 102486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 12/15/32 | 300 | 327715 |
|  Avangrid, Inc., 3.20%, 04/15/25 | 300 | 288461 |
|  Baltimore Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/26 | 129 | 120309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 | 239 | 200869 |
|  Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/25 | 28 | 27394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/25 | 409 | 403851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | 413 | 392125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | 413 | 394256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 | 699 | 561248 |
|  Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/26 | 130 | 125925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/15/29 | 342 | 300768 |
|  CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/24 | 350 | 336763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/26 | 156 | 140971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | 129 | 114409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/31<sup>(a)</sup> | 670 | 573208 |
|  Cleco Corporate Holdings LLC, 3.74%, 05/01/26 | 413 | 393984 |
|  CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 129 | 121898 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 4.12%), 4.75%, 06/01/50<sup>(b)</sup> | 200 | 181892 |
|  Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/26 | 163 | 153450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/28<sup>(a)</sup> | 413 | 398211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/33 | 120 | 123660 |
|  Connecticut Light and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | 413 | 396775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | 660 | 554679 |
|  Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | 413 | 400404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/31<sup>(a)</sup> | 829 | 708212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | 193 | 179150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | 413 | 404786 |
|  Constellation Energy Generation LLC, 3.25%, 06/01/25 | 350 | 336830 |
|  Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/01/28 | 250 | 253516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/15/32 | 255 | 239370 |
|  Dominion Energy South Carolina, Inc., Series A, 2.30%, 12/01/31 | 130 | 108891 |
|  Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 08/15/24<sup>(e)</sup> | 413 | 400747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/25 | 259 | 253935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/15/32 | 500 | 514418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 1.45%, 04/15/26 | 130 | 117360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.35%, 08/15/32<sup>(a)</sup> | 500 | 483902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | 493 | 449256 |

---

S C H E D U L E O F I N V E S T M E N T S 14

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Dominion Energy, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 2.25%, 08/15/31<sup>(a)</sup> | $388 | $322035 |
|  DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/24 | 129 | 127330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 1.90%, 04/01/28 | 413 | 366916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.00%, 03/01/32 | 279 | 248691 |
|  DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 11/01/24<sup>(e)</sup> | 200 | 197668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | 79 | 69506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 2.53%, 10/01/24<sup>(a)(e)</sup> | 229 | 219863 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.40%, 06/15/29 | 581 | 531963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 1.05%, 06/01/25 | 741 | 678495 |
|  Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 | 400 | 352446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 | 329 | 288573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/15/31 | 225 | 194389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/15/32 | 458 | 400863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 240 | 246448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 6.00%, 12/01/28 | 413 | 447552 |
|  Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/24<sup>(a)</sup> | 413 | 407523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 09/15/25 | 222 | 200866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/01/26 | 413 | 386193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | 413 | 388678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 | 180 | 177393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 | 306 | 261752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 829 | 703265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/32 | 200 | 194692 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.32%), 3.25%, 01/15/82<sup>(b)</sup> | 516 | 421602 |
|  Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 286 | 252506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | 388 | 321388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | 679 | 576803 |
|  Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/01/28<sup>(a)</sup> | 300 | 290391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | 413 | 390437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 26 | 21369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | 313 | 286487 |
|  Edison International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/15/24 | 113 | 109973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/15/25 | 300 | 295560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | 201 | 206067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 179 | 170105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 | 245 | 265992 |
|  Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.83%, 06/15/24 | 416 | 391045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/15/26 | 240 | 227668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 06/15/31 | 145 | 118146 |
|  Entergy Arkansas LLC, 5.15%, 01/15/33 | 300 | 311759 |
|  Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 09/15/25 | 549 | 493299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/26 | 829 | 781685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 329 | 286285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/30<sup>(a)</sup> | 231 | 201095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | 496 | 410038 |
|  Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 10/01/24 | 500 | 506137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/01/24 | 139 | 141414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 12/15/30 | 243 | 193461 |
|  Entergy Mississippi LLC, 2.85%, 06/01/28 | 413 | 379292 |
|  Evergy Kansas Central, Inc., 2.55%, 07/01/26 | 288 | 269448 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Evergy Metro, Inc., 3.65%, 08/15/25 | $97 | $94331 |
|  Evergy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/15/24 | 413 | 395552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/15/29 | 413 | 367280 |
|  Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | 313 | 293767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 413 | 352029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/32<sup>(a)</sup> | 313 | 282323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 3.15%, 01/15/25<sup>(a)</sup> | 59 | 57062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series L, 2.90%, 10/01/24 | 500 | 485484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | 143 | 135540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | 193 | 187318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Q, 0.80%, 08/15/25 | 660 | 594504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series U, 1.40%, 08/15/26<sup>(a)</sup> | 413 | 369926 |
|  Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/25 | 620 | 610163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/15/26 | 620 | 595656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | 829 | 798195 |
|  Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/01/25 | 557 | 537047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/25 | 413 | 399744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | 519 | 447748 |
|  Fortis, Inc., 3.06%, 10/04/26 | 829 | 778350 |
|  Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/32<sup>(a)</sup> | 430 | 428719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.20%, 09/15/24 | 129 | 123900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | 229 | 201680 |
|  Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/24 | 163 | 158475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 | 225 | 220746 |
|  IPALCO Enterprises, Inc., 4.25%, 05/01/30 | 179 | 165522 |
|  ITC Holdings Corp., 3.25%, 06/30/26 | 129 | 122463 |
|  MidAmerican Energy Co., 3.65%, 04/15/29 | 413 | 397238 |
|  Mississippi Power Co., 3.95%, 03/30/28 | 300 | 289107 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/27/25 | 163 | 157171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/07/25 | 413 | 390890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/15/25 | 130 | 126130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 10/30/25 | 100 | 101965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 06/15/26 | 600 | 535855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 | 259 | 246666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 686 | 591334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/32 | 413 | 354803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 | 600 | 568004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/15/32 | 200 | 191618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 | 100 | 107829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 1.00%, 10/18/24 | 620 | 580831 |
|  Nevada Power Co., Series DD, 2.40%, 05/01/30 | 329 | 286762 |
|  NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/20/24 | 300 | 297360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 09/01/24 | 1100 | 1090553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/20/25 | 300 | 298175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/15/27 | 736 | 664679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | 829 | 795775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 | 1000 | 1001613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 566 | 495686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | 1000 | 930999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | 159 | 141395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 658 | 557513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 | 399 | 333223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 670 | 681179 |

---

15<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Northern States Power Co., 2.25%, 04/01/31 | $100 | $85752 |
|  Ohio Power Co., Series Q, 1.63%, 01/15/31 | 359 | 288472 |
|  Oklahoma Gas and Electric Co, 5.40%, 01/15/33 | 200 | 209207 |
|  Oklahoma Gas and Electric Co., 3.25%, 04/01/30 | 79 | 71548 |
|  Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 10/01/25 | 480 | 431818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | 293 | 283370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 | 829 | 740759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | 145 | 146476 |
|  Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/08/25 | 500 | 494964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/01/25 | 800 | 763825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/01/26 | 659 | 623952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 | 500 | 502006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 | 483 | 423762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/01/27<sup>(a)</sup> | 655 | 598490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | 516 | 461400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 | 620 | 573491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | 1059 | 987699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 | 1243 | 1002907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 | 143 | 129584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | 350 | 351974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 | 170 | 174733 |
|  Potomac Electric Power Co., 3.60%, 03/15/24 | 163 | 160897 |
|  Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/28 | 129 | 125297 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 35, 1.90%, 01/15/31 | 660 | 548423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 38, 4.10%, 06/01/32<sup>(a)</sup> | 150 | 145882 |
|  Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 | 200 | 207062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series J, 2.20%, 08/15/31 | 413 | 341156 |
|  Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 | 413 | 385147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/30 | 329 | 289910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 | 679 | 561728 |
|  Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/24 | 829 | 806075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/25 | 209 | 189196 |
|  Puget Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/15/25 | 163 | 156214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 | 329 | 290243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 | 413 | 380943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 03/15/32 | 279 | 254844 |
|  San Diego Gas & Electric Co., Series VVV, 1.70%, 10/01/30 | 413 | 338870 |
|  Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/25<sup>(a)</sup> | 610 | 590525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | 359 | 340361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | 159 | 149988 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.87%), 4.13%, 04/01/52<sup>(b)</sup> | 413 | 361516 |
|  Sierra Pacific Power Co., 2.60%, 05/01/26 | 136 | 127999 |
|  Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 | 100 | 105262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 04/01/29 | 300 | 318415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | 184 | 164356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 179 | 152968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/32<sup>(a)</sup> | 413 | 357499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | 75 | 81638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.20%, 06/01/25 | 276 | 272531 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 4.70%, 06/01/27 | 300 | 301430 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Southern California Edison Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, 3.70%, 08/01/25 | $309 | $300929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G, 2.50%, 06/01/31 | 149 | 127255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K, 0.98%, 08/01/24 | 350 | 329461 |
|  Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/01/24<sup>(a)(e)</sup> | 350 | 346299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/06/25 | 200 | 202113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/01/26 | 413 | 392793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 08/01/27<sup>(a)</sup> | 500 | 508629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.70%, 04/30/30 | 450 | 420969 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, (5 year CMT + 3.73%), 4.00%, 01/15/51<sup>(b)</sup> | 829 | 788653 |
|  Southern Power Co., 4.15%, 12/01/25 | 650 | 639961 |
|  Southwestern Electric Power Co., Series M, 4.10%, 09/15/28 | 179 | 173457 |
|  Tampa Electric Co., 3.88%, 07/12/24<sup>(a)</sup> | 65 | 63817 |
|  Tucson Electric Power Co., 1.50%, 08/01/30 | 116 | 92131 |
|  Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | 129 | 122435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 | 179 | 147168 |
|  Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | 413 | 347429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 | 130 | 109745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.15%, 01/15/26 | 458 | 444044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.50%, 03/15/27 | 620 | 598152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 | 413 | 398961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.88%, 07/15/29 | 55 | 49891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 | 400 | 390022 |
|  WEC Energy Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/27/25 | 260 | 261360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/09/26 | 250 | 250602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/01/27<sup>(a)</sup> | 500 | 511091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 250 | 251284 |
|  Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 | 159 | 139082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/30/32 | 305 | 311150 |
|  Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 129 | 117089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 09/16/31 | 194 | 157477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 | 400 | 381310 |
|  Wisconsin Public Service Corp., 5.35%, 11/10/25 | 250 | 254357 |
|  Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/25 | 218 | 210714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/26 | 413 | 394471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 | 413 | 371617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/28<sup>(a)</sup> | 229 | 223501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 | 130 | 114141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/15/31 | 329 | 273339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 | 397 | 393080 |
|  |  | 86612059 |
| **Electrical Equipment — 0.1%** |  |  |
|  Eaton Corp., 4.15%, 03/15/33 | 100 | 96706 |
|  Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/26 | 450 | 457301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 02/15/30<sup>(d)</sup> | 500 | 509832 |
|  Tyco Electronics Group SA, 2.50%, 02/04/32 | 55 | 47241 |
|  Vontier Corp., 1.80%, 04/01/26 | 496 | 430781 |
|  |  | 1541861 |

---

S C H E D U L E O F I N V E S T M E N T S 16

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** |
|  Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 | $829 | $733693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 | 243 | 200794 |
|  Arrow Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/25 | 413 | 403656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 | 329 | 272903 |
|  Avnet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 | 413 | 337947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/32<sup>(a)</sup> | 130 | 128122 |
|  CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/24 | 620 | 619454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 | 660 | 593393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/28<sup>(a)</sup> | 329 | 305476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | 660 | 580031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | 371 | 321362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | 300 | 257685 |
|  Keysight Technologies, Inc., 3.00%, 10/30/29 | 660 | 590749 |
|  Rockwell Automation, Inc., 1.75%, 08/15/31 | 159 | 130340 |
|  TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/09/24 | 300 | 281952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/09/26 | 829 | 722566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 | 179 | 149552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 | 413 | 328830 |
|  Tyco Electronics Group SA, 4.50%, 02/13/26<sup>(c)</sup> | 300 | 300399 |
|  Vontier Corp., 2.40%, 04/01/28 | 200 | 164282 |
|  |  | 7423186 |
| **Energy Equipment & Services — 0.1%** |  |  |
|  Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 12/15/26 | 566 | 515132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | 371 | 351683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 | 243 | 220666 |
|  Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/25 | 151 | 148294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 03/01/30<sup>(a)</sup> | 329 | 293793 |
|  NOV, Inc., 3.60%, 12/01/29 | 179 | 163999 |
|  Schlumberger Investment SA, 2.65%, 06/26/30<sup>(a)</sup> | 550 | 489187 |
|  |  | 2182754 |
| **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** |
|  Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/15/24 | 133 | 128335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/25 | 163 | 157432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | 300 | 292229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 | 727 | 581914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/15/32 | 829 | 668636 |
|  Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 | 229 | 189834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | 342 | 306691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/33 | 100 | 97145 |
|  Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/15/25 | 179 | 162282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | 829 | 790616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/01/29 | 159 | 138457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/15/31 | 829 | 672285 |
|  |  | 4185856 |
| **Equity Real Estate Investment Trusts (REITs) — 3.6%** | **Equity Real Estate Investment Trusts (REITs) — 3.6%** | **Equity Real Estate Investment Trusts (REITs) — 3.6%** |
|  Agree LP, 4.80%, 10/01/32 | 200 | 193679 |
|  Alexandria Real Estate Equities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/26 | 620 | 613353 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** |
|  Alexandria Real Estate Equities, Inc. (continued) | Alexandria Real Estate Equities, Inc. (continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/27 | $413 | $402724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | 679 | 615027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | 233 | 180121 |
|  American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | 200 | 191698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | 129 | 125517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/32<sup>(a)</sup> | 300 | 266747 |
|  American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/24 | 389 | 388807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/24 | 259 | 253410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/25 | 413 | 397473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/25 | 483 | 457995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/15/26 | 421 | 380475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/15/26 | 191 | 169227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/15/26 | 413 | 391956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 | 359 | 330864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | 201 | 190951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 | 243 | 205616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 413 | 388752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/29<sup>(a)</sup> | 413 | 385986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | 447 | 390540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 309 | 253165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 | 399 | 320028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | 496 | 418205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | 591 | 478813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32<sup>(a)</sup> | 366 | 339122 |
|  AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/25 | 26 | 25243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | 159 | 149609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 | 496 | 427180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | 191 | 175940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | 691 | 596898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 | 625 | 514392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/33<sup>(a)</sup> | 75 | 77939 |
|  Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/25 | 829 | 800427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/26 | 123 | 118620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | 829 | 796407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | 397 | 335113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/30/31<sup>(a)</sup> | 829 | 712700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | 615 | 485444 |
|  Brandywine Operating Partnership LP, 4.55%, 10/01/29 | 413 | 353126 |
|  Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/24 | 620 | 602009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/01/25 | 300 | 290701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/26 | 163 | 156451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | 286 | 264517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | 495 | 396190 |
|  Broadstone Net Lease LLC, 2.60%, 09/15/31 | 470 | 358761 |
|  Camden Property Trust, 2.80%, 05/15/30 | 293 | 263081 |
|  Corporate Office Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | 130 | 103082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 | 179 | 139713 |
|  Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/01/24 | 300 | 291946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/26 | 350 | 345797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/26 | 209 | 201640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 07/15/26<sup>(a)</sup> | 409 | 360884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | 829 | 804089 |

---

17<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** |
|  Crown Castle, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 | $430 | $399838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | 400 | 381661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 245 | 247889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | 409 | 390300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | 300 | 272704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | 829 | 691916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | 393 | 321671 |
|  CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/15/28<sup>(a)</sup> | 207 | 177591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/30 | 93 | 80120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 413 | 324816 |
|  Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | 829 | 788582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/15/28<sup>(a)</sup> | 685 | 699939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/29<sup>(a)</sup> | 620 | 569800 |
|  EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/25 | 130 | 125457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/15/26 | 225 | 210174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 | 225 | 205219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | 225 | 203455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | 225 | 186979 |
|  Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/18/24 | 691 | 663568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 07/15/25 | 393 | 359793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/15/25 | 829 | 748873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/15/26 | 325 | 291585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/18/26 | 64 | 59594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | 691 | 588617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | 308 | 267680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | 374 | 338550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/15/30<sup>(a)</sup> | 413 | 343072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | 733 | 612540 |
|  ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 | 413 | 388844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | 179 | 169039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 607 | 549480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 | 333 | 289682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 08/01/31 | 229 | 185600 |
|  Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/01/24 | 26 | 25546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/26 | 200 | 190450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/01/27 | 150 | 143679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | 179 | 168679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 130 | 113548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 110 | 90741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/15/32<sup>(a)</sup> | 300 | 247433 |
|  Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/01/31 | 413 | 337655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 | 205 | 162429 |
|  Federal Realty Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 413 | 386599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 660 | 588343 |
|  GLP Capital LP/GLP Financing II, Inc.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/01/24 | 140 | 135125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | 311 | 280933 |
|  Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 | 500 | 473907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | 229 | 199576 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** |
|  Healthpeak Properties, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/25<sup>(a)</sup> | $163 | $160020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 02/01/27 | 113 | 100508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 | 350 | 303769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | 243 | 223386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 438 | 389119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | 130 | 132580 |
|  Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 163 | 148922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | 413 | 335467 |
|  Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, 4.00%, 06/15/25 | 123 | 119884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | 629 | 547747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | 329 | 262221 |
|  Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/01/27 | 300 | 263465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/01/29 | 179 | 155923 |
|  Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | 231 | 196991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 130 | 100893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(a)</sup> | 496 | 454849 |
|  Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 | 160 | 142832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | 179 | 146875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | 308 | 227703 |
|  Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/25 | 288 | 279470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/26 | 413 | 384067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 | 163 | 130912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | 260 | 251476 |
|  Life Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | 129 | 119366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 | 61 | 49123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 | 355 | 284549 |
|  Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 09/15/26 | 198 | 174921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/27<sup>(a)</sup> | 413 | 399771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 413 | 399981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/30 | 163 | 145437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | 126 | 101819 |
|  National Retail Properties, Inc.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/28 | 129 | 123080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | 200 | 168859 |
|  Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/25 | 150 | 146641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 | 163 | 157250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 413 | 396512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | 496 | 428461 |
|  Phillips Edison Grocery Center Operating Partnership I LP, 2.63%, 11/15/31 | 95 | 72928 |
|  Physicians Realty LP, 2.63%, 11/01/31 | 413 | 344092 |
|  Piedmont Operating Partnership LP, 3.15%, 08/15/30 | 413 | 324572 |
|  Prologis LP, 4.63%, 01/15/33<sup>(a)</sup> | 465 | 468796 |
|  Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/09/26 | 657 | 594180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | 198 | 174522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | 642 | 563590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | 219 | 186687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 | 408 | 342591 |

---

S C H E D U L E O F I N V E S T M E N T S 18

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** |
|  Rayonier LP, 2.75%, 05/17/31 | $591 | $490983 |
|  Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/15/26 | 475 | 420143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/15/26 | 829 | 815199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 | 829 | 781009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | 413 | 402966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 | 413 | 393015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 | 207 | 190557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 | 413 | 375325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 | 40 | 40070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | 554 | 499692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 | 179 | 153029 |
|  Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 179 | 155187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 | 413 | 374045 |
|  Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 | 129 | 110293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | 413 | 319015 |
|  Safehold Operating Partnership LP, 2.80%, 06/15/31 | 129 | 102654 |
|  Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/13/24 | 862 | 825854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/01/24 | 413 | 403816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/25 | 500 | 485527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/15/26 | 293 | 281622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/15/27 | 579 | 516288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 | 620 | 589562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | 413 | 358338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 | 829 | 719775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | 579 | 470710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 | 229 | 193361 |
|  SITE Centers Corp., 4.25%, 02/01/26 | 163 | 156994 |
|  Spirit Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/27 | 79 | 71940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/29 | 350 | 315414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 | 413 | 357482 |
|  STORE Capital Corp., 2.70%, 12/01/31 | 413 | 311425 |
|  Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/01/28<sup>(a)</sup> | 231 | 199076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 | 307 | 252748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | 201 | 184196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/15/33 | 250 | 254410 |
|  Tanger Properties LP, 3.88%, 07/15/27 | 79 | 73808 |
|  UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 | 129 | 124357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/30<sup>(a)</sup> | 413 | 374741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/31<sup>(a)</sup> | 413 | 359894 |
|  Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/24 | 179 | 175060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/25 | 538 | 513408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/15/26 | 186 | 182512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/26 | 413 | 388896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | 243 | 230444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 229 | 199996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/30<sup>(a)</sup> | 179 | 174480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | 579 | 472681 |
|  VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/25 | 64 | 62581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | 558 | 540327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/30<sup>(a)</sup> | 500 | 483525 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** |
|  Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/25 | $163 | $154782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 06/01/26 | 200 | 172747 |
|  Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/24 | 413 | 406202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/25 | 1036 | 1012889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/26 | 288 | 282211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | 162 | 136125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 229 | 215974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | 829 | 724200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | 209 | 175313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | 282 | 235102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | 413 | 337402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | 231 | 207105 |
|  Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | 829 | 786325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 03/15/32 | 145 | 167439 |
|  WP Carey, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 | 393 | 367504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 | 572 | 466862 |
|  |  | 68960840 |
| **Food & Staples Retailing — 1.5%** |  |  |
|  Ahold Finance USA LLC, 6.88%, 05/01/29 | 179 | 191587 |
|  Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/19/25 | 413 | 399690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/24/30<sup>(a)</sup> | 159 | 136708 |
|  Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/01/24 | 829 | 820414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/01/25<sup>(a)</sup> | 829 | 823306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | 323 | 276452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | 500 | 500898 |
|  Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 | 393 | 377672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 | 1243 | 1053403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 | 413 | 340474 |
|  Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/20/24 | 300 | 297262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/01/27<sup>(a)</sup> | 270 | 269913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | 400 | 368843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/32<sup>(a)</sup> | 355 | 360034 |
|  Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/25 | 400 | 392590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 | 829 | 814986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 | 413 | 347958 |
|  General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/15/24 | 413 | 407464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/10/27<sup>(a)</sup> | 163 | 157922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | 829 | 819576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | 229 | 204613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/14/31<sup>(a)</sup> | 579 | 484815 |
|  Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/26 | 300 | 289350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | 179 | 178121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | 159 | 134462 |
|  Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/26 | 994 | 946116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 | 702 | 683891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/30/29<sup>(a)</sup> | 163 | 163677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | 371 | 351028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 | 163 | 157364 |

---

19<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** |
|  Kraft Heinz Foods Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | $130 | $145621 |
|  Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/26 | 408 | 395280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/15/26 | 829 | 774529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/27<sup>(a)</sup> | 413 | 399187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | 229 | 225899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 | 193 | 162296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/15/31<sup>(a)</sup> | 183 | 146075 |
|  McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 02/15/26 | 308 | 274810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | 209 | 179496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | 64 | 51237 |
|  Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/25 | 26 | 25361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/15/26 | 520 | 500188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 829 | 783806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | 529 | 567815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/14/31<sup>(a)</sup> | 413 | 346470 |
|  Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/24 | 829 | 815965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/15/25 | 527 | 502360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/26 | 163 | 154917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/15/27 | 346 | 319242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | 829 | 790404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | 811 | 711749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 | 161 | 143277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(a)</sup> | 400 | 403421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/33 | 250 | 249939 |
|  Walgreens Boots Alliance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/18/24<sup>(a)</sup> | 450 | 441532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/26 | 378 | 363324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/15/30<sup>(a)</sup> | 159 | 141302 |
|  Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/22/24 | 550 | 542108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 07/08/24 | 1000 | 978690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/09/25 | 1300 | 1293097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 09/17/26 | 156 | 139806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/05/27<sup>(a)</sup> | 800 | 857378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 | 100 | 99975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 | 550 | 544223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 | 453 | 398204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 | 734 | 617569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/09/32 | 500 | 500997 |
|  |  | 28738138 |
| **Food Products — 0.5%** |  |  |
|  Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/11/26 | 350 | 329948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | 523 | 470122 |
|  Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 | 179 | 171933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/14/31<sup>(a)</sup> | 579 | 495861 |
|  Hershey Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 11/15/24 | 413 | 396347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29<sup>(a)</sup> | 413 | 368090 |
|  Hormel Foods Corp., 1.70%, 06/03/28 | 277 | 245808 |
|  Ingredion, Inc., 2.90%, 06/01/30 | 250 | 219096 |
|  J M Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/25<sup>(a)</sup> | 336 | 326897 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Food Products (continued)** |  |  |  |  |
|  J M Smucker Co. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 | $| 179 | $| 146438 |
|  JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.<sup>(d)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 |  | 400 |  | 356352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/01/28 |  | 500 |  | 489112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/30 |  | 700 |  | 680225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 |  | 900 |  | 713543 |
|  Mondelez International, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/04/25 |  | 288 |  | 269206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 |  | 259 |  | 241050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 |  | 759 |  | 675837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/04/31 |  | 480 |  | 384247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/15/32 |  | 413 |  | 329091 |
|  Pilgrim's Pride Corp.<sup>(d)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 |  | 300 |  | 260250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 |  | 360 |  | 293364 |
|  Tyson Foods, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/24 |  | 459 |  | 453294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/26 |  | 300 |  | 295031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 |  | 829 |  | 794347 |
|  |  |  |  | 9405489 |
| **Gas Utilities — 0.0%** |  |  |  |  |
|  Boardwalk Pipelines LP, 3.60%, 09/01/32 |  | 200 |  | 173894 |
| **Health Care Equipment & Supplies — 1.0%** | **Health Care Equipment & Supplies — 1.0%** | **Health Care Equipment & Supplies — 1.0%** | **Health Care Equipment & Supplies — 1.0%** | **Health Care Equipment & Supplies — 1.0%** |
|  Abbott Laboratories |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/25 |  | 400 |  | 388693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/30/26 |  | 1174 |  | 1158891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 01/30/28<sup>(a)</sup> |  | 438 |  | 381102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 |  | 366 |  | 302644 |
|  Baxter International, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 11/29/24 |  | 600 |  | 563261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/26 |  | 603 |  | 561675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 02/01/27<sup>(a)</sup> |  | 502 |  | 453099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 |  | 446 |  | 390098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 |  | 413 |  | 388458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 02/01/32<sup>(a)</sup> |  | 600 |  | 491693 |
|  Becton Dickinson and Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 06/06/24 |  | 374 |  | 366522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 12/15/24 |  | 282 |  | 276957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 |  | 701 |  | 681712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 05/20/30<sup>(a)</sup> |  | 388 |  | 345139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 |  | 890 |  | 732727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/22/32 |  | 190 |  | 185468 |
|  Boston Scientific Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/01/24 |  | 724 |  | 713247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/30<sup>(a)</sup> |  | 829 |  | 735825 |
|  Danaher Corp., 3.35%, 09/15/25 |  | 225 |  | 219043 |
|  DH Europe Finance II Sarl |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/15/24 |  | 829 |  | 795922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/15/29<sup>(a)</sup> |  | 366 |  | 329102 |
|  GE HealthCare Technologies, Inc.<sup>(d)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/15/24 |  | 260 |  | 262222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/25 |  | 620 |  | 630220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 |  | 300 |  | 310831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 |  | 500 |  | 530628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.91%, 11/22/32<sup>(a)</sup> |  | 700 |  | 758549 |
|  PerkinElmer, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.85%, 09/15/24 |  | 350 |  | 327554 |

---

S C H E D U L E O F I N V E S T M E N T S 20

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
|  PerkinElmer, Inc. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 | $| 430 | $| 367659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 |  | 329 |  | 296249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 |  | 156 |  | 126340 |
|  Smith & Nephew PLC, 2.03%, 10/14/30 |  | 360 |  | 294050 |
|  STERIS Irish FinCo UnLtd Co., 2.70%, 03/15/31 |  | 334 |  | 286052 |
|  Stryker Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/24 |  | 209 |  | 205292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/25 |  | 480 |  | 464967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/26 |  | 413 |  | 400765 |
|  Thermo Fisher Scientific, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.22%, 10/18/24 |  | 1000 |  | 944447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/21/27 |  | 125 |  | 128344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 |  | 313 |  | 272774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 |  | 802 |  | 725310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/15/31 |  | 163 |  | 136809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/21/32 |  | 230 |  | 241290 |
|  Zimmer Biomet Holdings, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 04/01/25 |  | 700 |  | 681370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/24/31<sup>(a)</sup> |  | 261 |  | 218915 |
|  |  |  |  | 19071915 |
| **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** |
|  Aetna, Inc., 3.50%, 11/15/24 |  | 239 |  | 233634 |
|  AmerisourceBergen Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 |  | 620 |  | 592610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 |  | 329 |  | 289060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 |  | 413 |  | 358398 |
|  Ascension Health, Series B, 2.53%, 11/15/29 |  | 97 |  | 85230 |
|  Baylor Scott & White Holdings, Series 2021, 1.78%, 11/15/30<sup>(a)</sup> |  | 57 |  | 45327 |
|  Bon Secours Mercy Health, Inc., 3.46%, 06/01/30 |  | 130 |  | 120024 |
|  Cardinal Health, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/24 |  | 163 |  | 159077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/25 |  | 413 |  | 402001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 |  | 829 |  | 789405 |
|  Cedars-Sinai Health System, Series 2021, 2.29%, 08/15/31<sup>(a)</sup> |  | 130 |  | 108725 |
|  Centene Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 |  | 1700 |  | 1472622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 |  | 1400 |  | 1330084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 |  | 800 |  | 703296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 |  | 900 |  | 769500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 |  | 450 |  | 367885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 |  | 550 |  | 450426 |
|  CHRISTUS Health, Series C, 4.34%, 07/01/28 |  | 100 |  | 98042 |
|  CommonSpirit Health |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 10/01/24 |  | 1862 |  | 1799097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 10/01/25 |  | 120 |  | 110595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 |  | 338 |  | 303402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 |  | 230 |  | 196115 |
|  Elevance Health, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/24 |  | 163 |  | 159501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/24 |  | 350 |  | 341882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/15/25 |  | 603 |  | 576218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 10/15/25 |  | 220 |  | 223528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/08/26<sup>(c)</sup> |  | 250 |  | 250229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/15/26 |  | 820 |  | 747381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 |  | 829 |  | 799555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 |  | 600 |  | 588912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 |  | 649 |  | 553708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31<sup>(a)</sup> |  | 579 |  | 500586 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
|  Elevance Health, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/32<sup>(a)</sup> | $600 | $637381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/33<sup>(c)</sup> | 200 | 200647 |
|  HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/24<sup>(a)</sup> | 750 | 748238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/25 | 1000 | 1003777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/25 | 829 | 829850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/26 | 550 | 559853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/26 | 829 | 829971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/01/26 | 400 | 402356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | 400 | 393506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/27<sup>(d)</sup> | 942 | 875734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | 550 | 559737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | 600 | 617143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | 620 | 589325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | 500 | 448164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | 829 | 673341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/32<sup>(a)(d)</sup> | 775 | 688183 |
|  Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/01/24 | 413 | 406713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 | 633 | 557358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/28<sup>(a)</sup> | 115 | 120053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | 288 | 271546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | 413 | 372576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/03/32 | 384 | 311740 |
|  Kaiser Foundation Hospitals, 3.15%, 05/01/27 | 413 | 395278 |
|  McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/24 | 293 | 289163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/15/26 | 745 | 664739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 | 129 | 124558 |
|  Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 | 130 | 98930 |
|  Providence St Joseph Health Obligated Group, Series 19A, 2.53%, 10/01/29 | 243 | 209795 |
|  Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20A, 2.29%, 08/15/30 | 194 | 163181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20-A, 1.32%, 08/15/25 | 63 | 57630 |
|  UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/15/24 | 312 | 301711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/24 | 900 | 909093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/25 | 829 | 817627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/15/25 | 50 | 50975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/15/26 | 136 | 125279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/15/26 | 413 | 399300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/15/26 | 824 | 745942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/15/27 | 413 | 401854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/27 | 829 | 801489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | 350 | 330232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 | 75 | 78190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | 829 | 809625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 | 350 | 343194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | 416 | 379955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 | 800 | 841135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 236 | 201400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | 948 | 815496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/32<sup>(a)</sup> | 550 | 542159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 | 100 | 106573 |
|  |  | 38627750 |
| **Health Care Technology — 0.2%** |  |  |
|  Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/01/24 | 229 | 223137 |

---

21<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** |
|  Laboratory Corp. of America Holdings (continued) | Laboratory Corp. of America Holdings (continued) | Laboratory Corp. of America Holdings (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 12/01/24 | $| 829 | $| 789476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 06/01/26 |  | 425 |  | 382929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/01/27<sup>(a)</sup> |  | 413 |  | 398705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 |  | 156 |  | 134819 |
|  Quest Diagnostics, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/24 |  | 163 |  | 161848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/30/25 |  | 305 |  | 296366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 |  | 163 |  | 159112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/30/30 |  | 350 |  | 312121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 |  | 329 |  | 285807 |
|  Universal Health Services, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 09/01/26 |  | 745 |  | 656370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 |  | 195 |  | 157963 |
|  |  |  |  | 3958653 |
| **Hotels, Restaurants & Leisure — 0.7%** | **Hotels, Restaurants & Leisure — 0.7%** | **Hotels, Restaurants & Leisure — 0.7%** | **Hotels, Restaurants & Leisure — 0.7%** | **Hotels, Restaurants & Leisure — 0.7%** |
|  Choice Hotels International, Inc., 3.70%, 12/01/29<sup>(a)</sup>  |  | 130 |  | 117012 |
|  GLP Capital LP/GLP Financing II, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/25 |  | 329 |  | 326559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/15/26 |  | 450 |  | 449541 |
|  Hyatt Hotels Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/01/24 |  | 300 |  | 284644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/23/25 |  | 500 |  | 504683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 |  | 229 |  | 219085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/23/30 |  | 413 |  | 425580 |
|  Marriott International, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 |  | 210 |  | 211935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series EE, 5.75%, 05/01/25 |  | 502 |  | 510527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 |  | 829 |  | 808619 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 |  | 400 |  | 353422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series R, 3.13%, 06/15/26 |  | 829 |  | 787836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series X, 4.00%, 04/15/28 |  | 829 |  | 796221 |
|  McDonald's Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/10/24 |  | 329 |  | 323532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/26/25 |  | 413 |  | 402634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/25 |  | 55 |  | 53530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/30/26 |  | 829 |  | 815632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 |  | 829 |  | 801070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 |  | 360 |  | 348154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28<sup>(a)</sup> |  | 829 |  | 809377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 |  | 315 |  | 297528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/09/32 |  | 400 |  | 403052 |
|  Starbucks Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/25 |  | 829 |  | 814803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 |  | 413 |  | 403314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 |  | 336 |  | 317436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 |  | 829 |  | 715490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 |  | 660 |  | 575250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/14/32<sup>(a)</sup> |  | 628 |  | 558009 |
|  |  |  |  | 13434475 |
| **Household Durables — 0.2%** |  |  |  |  |
|  DR Horton, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/15/24 |  | 350 |  | 336625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 10/15/26 |  | 241 |  | 211872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 10/15/27<sup>(a)</sup> |  | 179 |  | 152931 |
|  Leggett & Platt, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/24<sup>(a)</sup> |  | 130 |  | 127161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 |  | 179 |  | 173365 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
|  Lennar Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/30/25 | $| 159 | $| 157109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 |  | 309 |  | 304807 |
|  MDC Holdings, Inc., 2.50%, 01/15/31 |  | 130 |  | 99244 |
|  PulteGroup, Inc., 7.88%, 06/15/32 |  | 200 |  | 229895 |
|  Toll Brothers Finance Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/25 |  | 26 |  | 25541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 |  | 225 |  | 219526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 |  | 225 |  | 211571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 |  | 225 |  | 202117 |
|  Whirlpool Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/26/29<sup>(a)</sup> |  | 250 |  | 248242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 |  | 159 |  | 131821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/14/32<sup>(a)</sup> |  | 130 |  | 127499 |
|  |  |  |  | 2959326 |
| **Household Products — 0.0%** |  |  |  |  |
|  Church & Dwight Co., Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 |  | 129 |  | 107653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 |  | 50 |  | 53735 |
|  Clorox Co., 4.60%, 05/01/32<sup>(a)</sup> |  | 250 |  | 250240 |
|  Kimberly-Clark Corp., 3.95%, 11/01/28 |  | 400 |  | 395504 |
|  |  |  |  | 807132 |
| **Industrial Conglomerates — 0.0%** | **Industrial Conglomerates — 0.0%** | **Industrial Conglomerates — 0.0%** | **Industrial Conglomerates — 0.0%** | **Industrial Conglomerates — 0.0%** |
|  Pentair Finance SARL, 5.90%, 07/15/32 |  | 400 |  | 413499 |
| **Insurance — 2.1%** |  |  |  |  |
|  Aegon NV, (6 mo. LIBOR US + 3.54%), 5.50%, 04/11/48<sup>(b)</sup> |  | 300 |  | 285921 |
|  Aflac, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 03/15/26 |  | 129 |  | 116406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/26 |  | 620 |  | 586811 |
|  Alleghany Corp., 3.63%, 05/15/30 |  | 579 |  | 548440 |
|  Allstate Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 12/15/26 |  | 620 |  | 598173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 12/15/30<sup>(a)</sup> |  | 193 |  | 153036 |
|  American Equity Investment Life Holding Co., 5.00%, 06/15/27 |  | 200 |  | 197352 |
|  American International Group, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/15/24<sup>(a)</sup> |  | 59 |  | 58621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/30/25 |  | 553 |  | 526254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/26 |  | 287 |  | 281133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/28 |  | 500 |  | 485261 |
|  Aon Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 |  | 129 |  | 127597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 |  | 829 |  | 787210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 |  | 393 |  | 347961 |
|  Aon Corp./Aon Global Holdings PLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 |  | 450 |  | 421762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 |  | 413 |  | 338040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 |  | 286 |  | 242489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 |  | 200 |  | 204287 |
|  Aon Global Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/14/24 |  | 829 |  | 813962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/25 |  | 496 |  | 485882 |
|  Arch Capital Finance LLC, 4.01%, 12/15/26 |  | 179 |  | 177449 |
|  Arthur J Gallagher & Co., 2.40%, 11/09/31<sup>(a)</sup> |  | 413 |  | 339024 |
|  Assurant, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 |  | 150 |  | 132635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 |  | 143 |  | 110405 |

---

S C H E D U L E O F I N V E S T M E N T S 22

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
|  Assured Guaranty U.S. Holdings, Inc., 5.00%, 07/01/24 | $28 | $27988 |
|  Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 04/03/30<sup>(a)</sup> | 659 | 679851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 02/01/33 | 200 | 211312 |
|  AXIS Specialty Finance PLC, 4.00%, 12/06/27 | 200 | 191353 |
|  Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/27<sup>(a)</sup> | 637 | 599717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/12/30<sup>(a)</sup> | 413 | 354157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 | 745 | 611749 |
|  Berkshire Hathaway, Inc., 3.13%, 03/15/26 | 1160 | 1126716 |
|  Brighthouse Financial, Inc., 5.63%, 05/15/30<sup>(a)</sup> | 229 | 229191 |
|  Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | 829 | 667657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | 156 | 142660 |
|  Chubb INA Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/15/24 | 413 | 406131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/15/25 | 829 | 803947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/03/26 | 657 | 636598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/15/30<sup>(a)</sup> | 354 | 286658 |
|  CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/26 | 288 | 287016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/29<sup>(a)</sup> | 413 | 385740 |
|  Corebridge Financial, Inc.<sup>(d)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/04/25 | 425 | 410740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 | 475 | 453997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/05/29<sup>(a)</sup> | 425 | 396670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 | 625 | 569274 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.85%), 6.88%, 12/15/52<sup>(a)(b)</sup> | 350 | 348159 |
|  Enstar Group Ltd., 3.10%, 09/01/31 | 591 | 456606 |
|  Equitable Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | 829 | 807584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 01/11/33 | 350 | 358347 |
|  F&G Annuities and Life, Inc., 7.40%, 01/13/28 | 100 | 102491 |
|  Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/29/30<sup>(a)</sup> | 229 | 215216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/16/32<sup>(d)</sup> | 300 | 292003 |
|  Fidelity National Financial, Inc., 3.40%, 06/15/30 | 413 | 363706 |
|  First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/24 | 130 | 128337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30<sup>(a)</sup> | 200 | 182569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | 142 | 110450 |
|  Globe Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 | 129 | 105608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/32 | 160 | 156595 |
|  Hanover Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/26 | 496 | 491637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 | 413 | 327047 |
|  Hartford Financial Services Group, Inc., 2.80%, 08/19/29 | 413 | 368705 |
|  Jackson Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 06/08/27<sup>(a)</sup> | 200 | 202291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 | 179 | 145975 |
|  Kemper Corp., 3.80%, 02/23/32 | 226 | 197394 |
|  Lincoln National Corp., 3.80%, 03/01/28<sup>(a)</sup> | 1243 | 1172987 |
|  Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/26 | 413 | 403527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/30 | 541 | 494690 |
|  Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/04/26<sup>(a)</sup> | 413 | 407878 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
|  Manulife Financial Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 | $| 179 | $165075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 |  | 123 | 113746 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year USD ICE Swap + 1.65%), 4.06%, 02/24/32<sup>(a)(b)</sup> |  | 413 | 382276 |
|  Markel Corp., 3.35%, 09/17/29 |  | 393 | 356154 |
|  Marsh & McLennan Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/24 |  | 413 | 408432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/03/24 |  | 829 | 816628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/10/25 |  | 413 | 403526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/14/26 |  | 829 | 812977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 |  | 829 | 819904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 |  | 286 | 241788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 |  | 100 | 108426 |
|  MetLife, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/25 |  | 167 | 161577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/23/30<sup>(a)</sup> |  | 829 | 841890 |
|  Old Republic International Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/24 |  | 163 | 162809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/26/26 |  | 250 | 239506 |
|  PartnerRe Finance B LLC, 3.70%, 07/02/29 |  | 200 | 186608 |
|  Primerica, Inc., 2.80%, 11/19/31<sup>(a)</sup> |  | 136 | 115255 |
|  Principal Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/25 |  | 163 | 158330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/15/26 |  | 129 | 121805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 |  | 189 | 179207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/15/30<sup>(a)</sup> |  | 229 | 192647 |
|  Progressive Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/27 |  | 413 | 385188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/27<sup>(a)</sup> |  | 194 | 181177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 |  | 225 | 220491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/32<sup>(a)</sup> |  | 190 | 171543 |
|  Prudential Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/10/26 |  | 179 | 163475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 |  | 577 | 565522 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 2.67%), 5.70%, 09/15/48<sup>(b)</sup> |  | 829 | 806202 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 3.04%), 5.20%, 03/15/44<sup>(b)</sup> |  | 288 | 282652 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.04%), 3.70%, 10/01/50<sup>(b)</sup> |  | 329 | 283249 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.16%), 5.13%, 03/01/52<sup>(b)</sup> |  | 393 | 366630 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.23%), 6.00%, 09/01/52<sup>(b)</sup> |  | 500 | 498786 |
|  Prudential PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/14/30 |  | 829 | 747393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/24/32<sup>(a)</sup> |  | 413 | 379650 |
|  Reinsurance Group of America, Inc., 3.90%, 05/15/29 |  | 393 | 371067 |
|  Stewart Information Services Corp., 3.60%, 11/15/31 |  | 180 | 142036 |
|  Trinity Acquisition PLC, 4.40%, 03/15/26 |  | 413 | 406648 |
|  Unum Group, 4.00%, 06/15/29<sup>(a)</sup> |  | 129 | 121504 |
|  Voya Financial, Inc., 3.65%, 06/15/26 |  | 288 | 276849 |
|  Willis North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 |  | 339 | 335493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 |  | 193 | 187927 |
|  |  |  | 39567083 |
| **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** |  |
|  Alphabet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/25/24 |  | 413 | 408858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 08/15/25 |  | 113 | 103061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/26 |  | 823 | 765851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 |  | 447 | 388760 |

---

23<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** |
|  Alphabet, Inc. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 | $| 1038 | $| 842724 |
|  Baidu, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.08%, 04/07/25 |  | 560 |  | 534027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/30/25<sup>(a)</sup> |  | 478 |  | 464200 |
|  eBay, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/11/25 |  | 829 |  | 782872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 05/10/26 |  | 325 |  | 292974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 |  | 829 |  | 800211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/11/30<sup>(a)</sup> |  | 829 |  | 728615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/10/31<sup>(a)</sup> |  | 254 |  | 216647 |
|  JD.com, Inc., 3.38%, 01/14/30 |  | 478 |  | 434884 |
|  Weibo Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/05/24 |  | 350 |  | 338472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/08/30 |  | 300 |  | 250500 |
|  |  |  |  | 7352656 |
| **Internet & Direct Marketing Retail — 1.2%** | **Internet & Direct Marketing Retail — 1.2%** | **Internet & Direct Marketing Retail — 1.2%** | **Internet & Direct Marketing Retail — 1.2%** | **Internet & Direct Marketing Retail — 1.2%** |
|  Alibaba Group Holding Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/28/24 |  | 982 |  | 955535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 12/06/27 |  | 978 |  | 915799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/09/31<sup>(a)</sup> |  | 600 |  | 492294 |
|  Amazon.com, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 05/12/24 |  | 1440 |  | 1366021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/22/24 |  | 2443 |  | 2379029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/29/24 |  | 500 |  | 502378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/13/25 |  | 1500 |  | 1456125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/01/25 |  | 500 |  | 504414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/12/26 |  | 1409 |  | 1268649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 |  | 1210 |  | 1170186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 |  | 509 |  | 449315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/22/27<sup>(a)</sup> |  | 1431 |  | 1368159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/27 |  | 500 |  | 506348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 |  | 1409 |  | 1242238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 |  | 552 |  | 530743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 |  | 500 |  | 508824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 |  | 839 |  | 697662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 |  | 1159 |  | 987405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 |  | 1726 |  | 1642145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/01/32 |  | 500 |  | 511851 |
|  Meta Platforms, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 |  | 1500 |  | 1440486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 |  | 1240 |  | 1152699 |
|  |  |  |  | 22048305 |
| **Internet Software & Services — 0.2%** |  |  |  |  |
|  Booking Holdings, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/26 |  | 343 |  | 333411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/13/30 |  | 829 |  | 832277 |
|  Expedia Group, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/26 |  | 413 |  | 413301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 |  | 620 |  | 586040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/30<sup>(a)</sup> |  | 683 |  | 600406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 |  | 252 |  | 212181 |
|  VeriSign, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/25 |  | 179 |  | 179512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 |  | 179 |  | 177447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/15/31<sup>(a)</sup> |  | 244 |  | 209702 |
|  |  |  |  | 3544277 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **IT Services — 1.1%** | **IT Services — 1.1%** |  |
|  Broadridge Financial Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/27/26 | $201 | $191843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | 413 | 362432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | 381 | 323535 |
|  CGI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/14/26<sup>(a)</sup> | 413 | 370304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/14/31 | 413 | 324815 |
|  DXC Technology Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/15/26 | 496 | 438627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 09/15/28<sup>(a)</sup> | 329 | 283383 |
|  Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 03/01/24 | 421 | 401259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/25 | 300 | 296925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 03/01/26 | 492 | 438778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 07/15/27 | 85 | 84512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 | 562 | 483981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/01/31<sup>(a)</sup> | 484 | 396800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/15/32<sup>(a)</sup> | 280 | 280751 |
|  Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/01/24 | 808 | 782938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/25 | 350 | 341143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/01/26 | 800 | 760351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/27<sup>(a)</sup> | 393 | 357594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | 829 | 804591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | 1364 | 1270370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | 291 | 253682 |
|  Genpact Luxembourg SARL, 3.38%, 12/01/24 | 129 | 124099 |
|  International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/12/24<sup>(a)</sup> | 507 | 500218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/24 | 1059 | 1034320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/26<sup>(c)</sup> | 300 | 300321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/19/26 | 700 | 680709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/26 | 1243 | 1199473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/27/27 | 655 | 629125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 | 881 | 789263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/27/27<sup>(a)</sup> | 1000 | 991758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/28<sup>(c)</sup> | 300 | 300728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | 1119 | 1051691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 | 459 | 385758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 | 1000 | 982942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/29/32<sup>(a)</sup> | 163 | 179252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/06/33<sup>(c)</sup> | 300 | 300859 |
|  Kyndryl Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 10/15/26 | 300 | 258649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 10/15/31 | 260 | 190949 |
|  Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/25<sup>(a)</sup> | 200 | 193945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | 620 | 499650 |
|  Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/25 | 163 | 159633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 413 | 394256 |
|  |  | 20396212 |
| **Leisure Products — 0.1%** | **Leisure Products — 0.1%** |  |
|  Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/19/24 | 413 | 399056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/19/26<sup>(a)</sup> | 225 | 214431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | 163 | 152656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | 225 | 205668 |
|  |  | 971811 |

---

S C H E D U L E O F I N V E S T M E N T S 24

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** |
|  Agilent Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | $534 | $473673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | 572 | 479840 |
|  |  | 953513 |
| **Machinery — 1.3%** |  |  |
|  Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 | 194 | 146833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/15/32 | 329 | 284511 |
|  Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/17/24 | 1659 | 1621169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/09/24 | 163 | 159965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 11/08/24 | 374 | 359473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/17/25 | 500 | 505272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/13/25 | 1300 | 1269265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/12/25 | 400 | 392212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 11/13/25 | 829 | 752123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/06/26 | 200 | 202671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 09/14/26 | 745 | 666443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/08/27 | 413 | 379066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/12/27<sup>(a)</sup> | 400 | 390160 |
|  Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/24 | 413 | 407165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 | 413 | 373187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/12/31 | 753 | 631279 |
|  CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/23/25 | 201 | 196720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 10/14/25 | 200 | 203281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/15/26 | 179 | 165707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 07/15/26 | 142 | 127447 |
|  Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/25 | 829 | 798887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | 413 | 383082 |
|  Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/25 | 163 | 156276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/04/29 | 110 | 97877 |
|  Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 | 200 | 174396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/15/32 | 130 | 103690 |
|  Fortive Corp., 3.15%, 06/15/26 | 413 | 391606 |
|  IDEX Corp., 2.63%, 06/15/31 | 123 | 105157 |
|  John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.45%, 06/07/24 | 333 | 314740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 09/10/24 | 103 | 96966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/11/24<sup>(a)</sup> | 1300 | 1301520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/09/25 | 179 | 170840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/10/25 | 413 | 388579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/06/25 | 135 | 131778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/08/25 | 85 | 84229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/11/25 | 500 | 486774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/09/26 | 100 | 101297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 01/15/26<sup>(a)</sup> | 745 | 670550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 06/17/26 | 209 | 188179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/14/26 | 413 | 385825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 10/13/26<sup>(a)</sup> | 425 | 380980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/11/27 | 193 | 175958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/27 | 950 | 946409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | 225 | 215894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/20/28 | 100 | 102118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | 163 | 142375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | 279 | 264116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | 520 | 473590 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Machinery (continued)** |  |  |
|  John Deere Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | $225 | $200113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/15/31 | 745 | 603180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | 209 | 175661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | 450 | 452678 |
|  Kennametal, Inc., 2.80%, 03/01/31 | 100 | 81143 |
|  nVent Finance SARL, 2.75%, 11/15/31<sup>(a)</sup> | 120 | 97947 |
|  Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 04/05/25 | 425 | 400894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 | 829 | 723581 |
|  Stanley Black & Decker, Inc.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 | 179 | 174443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 | 829 | 701315 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 2.66%), 4.00%, 03/15/60<sup>(b)</sup> | 496 | 437058 |
|  Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/24 | 413 | 407757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/25 | 413 | 390744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/28 | 413 | 410248 |
|  |  | 23724399 |
| **Media — 2.1%** |  |  |
|  Bell Telephone Co. of Canada or Bell Canada, Series US-5, 2.15%, 02/15/32 | 413 | 337497 |
|  Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/24 | 459 | 454574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 07/23/25 | 2050 | 2039463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/28<sup>(a)</sup> | 413 | 384877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | 500 | 475589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 | 399 | 334452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 | 829 | 807710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/31<sup>(a)</sup> | 659 | 539619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 | 393 | 302234 |
|  Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/24 | 829 | 819535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/25 | 623 | 605581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/25 | 1036 | 1021079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/07/25<sup>(a)</sup> | 835 | 852881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/01/26 | 1450 | 1399656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 | 702 | 651376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 | 829 | 797013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 309 | 296327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/27 | 175 | 182323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 | 1036 | 980646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 | 829 | 797511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 | 1841 | 1824333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | 782 | 699169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/01/30<sup>(a)</sup> | 648 | 607993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | 479 | 473562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 | 699 | 585028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/31 | 714 | 577154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 | 200 | 215301 |
|  Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/24 | 163 | 159206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/25 | 79 | 75969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/25 | 500 | 482636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/11/26<sup>(a)</sup> | 272 | 269742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/20/28 | 512 | 478522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | 300 | 275788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | 400 | 351851 |
|  FactSet Research Systems, Inc.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | 140 | 130740 |

---

25<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Media (continued)** |  |  |
|  FactSet Research Systems, Inc.<sup>(a)</sup> (continued) | FactSet Research Systems, Inc.<sup>(a)</sup> (continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 | $130 | $114308 |
|  Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/07/25 | 300 | 289063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 01/25/29<sup>(a)</sup> | 829 | 819328 |
|  Grupo Televisa SAB, 4.63%, 01/30/26 | 200 | 196537 |
|  Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/25 | 250 | 248061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/26 | 293 | 284267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/28<sup>(a)</sup> | 413 | 379992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 | 413 | 381842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | 829 | 764497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/19/32<sup>(a)</sup> | 400 | 343374 |
|  TCI Communications, Inc., 7.88%, 02/15/26 | 163 | 177943 |
|  TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | 400 | 385727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/13/32 | 360 | 319241 |
|  Thomson Reuters Corp., 3.35%, 05/15/26 | 66 | 63267 |
|  TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/17/25 | 107 | 103128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/13/26 | 130 | 124930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 07/30/26 | 829 | 761282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/27<sup>(a)</sup> | 620 | 589392 |
|  Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/30/24 | 523 | 499811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/24 | 413 | 406396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/24/25 | 1077 | 1049722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/25 | 686 | 670782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/13/26<sup>(a)</sup> | 496 | 459393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/15/26 | 143 | 137566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/13/28<sup>(a)</sup> | 829 | 754796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/01/29<sup>(a)</sup> | 413 | 356885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/22/30<sup>(a)</sup> | 829 | 796703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | 856 | 755480 |
|  Warnermedia Holdings, Inc.<sup>(d)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 03/15/24 | 1119 | 1095206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 03/15/25 | 613 | 591110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 | 1351 | 1266180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/29 | 802 | 736084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 03/15/32<sup>(a)</sup> | 1972 | 1754991 |
|  WPP Finance 2010, 3.75%, 09/19/24 | 163 | 159477 |
|  |  | 39123698 |
| **Metals & Mining — 0.5%** |  |  |
|  AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | 478 | 423030 |
|  ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/11/26 | 163 | 161293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 | 100 | 104457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/16/29<sup>(a)</sup> | 225 | 215515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 11/29/32 | 400 | 420465 |
|  Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/14/24 | 413 | 408111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/27 | 329 | 325247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 | 413 | 391654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/01/28 | 329 | 313463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/29<sup>(a)</sup> | 329 | 326131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 | 329 | 307040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 | 490 | 470625 |
|  Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/29 | 245 | 215597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 | 413 | 344580 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* | *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
|  Newmont Corp. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 | $| 300 | $| 251251 |
|  Nucor Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/23/25<sup>(a)</sup> |  | 355 |  | 349871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 |  | 366 |  | 362522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 |  | 179 |  | 174311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 |  | 179 |  | 157838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/01/32<sup>(a)</sup> |  | 209 |  | 186026 |
|  Rio Tinto Finance USA Ltd., 7.13%, 07/15/28 |  | 829 |  | 934463 |
|  Southern Copper Corp., 3.88%, 04/23/25 |  | 620 |  | 599459 |
|  Steel Dynamics, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/25 |  | 300 |  | 282401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/26<sup>(a)</sup> |  | 161 |  | 159808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 |  | 413 |  | 357418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 |  | 213 |  | 191883 |
|  Timken Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 |  | 413 |  | 403695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/32 |  | 225 |  | 207459 |
|  Vale Overseas Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/10/26 |  | 279 |  | 289895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 |  | 829 |  | 738059 |
|  |  |  |  | 10073567 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** |
|  Prologis LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/26<sup>(a)</sup> |  | 413 |  | 398061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 |  | 447 |  | 401958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 |  | 243 |  | 199829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/01/31 |  | 191 |  | 156177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 |  | 210 |  | 175615 |
|  |  |  |  | 1331640 |
| **Multiline Retail — 0.1%** |  |  |  |  |
|  O'Reilly Automotive, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 |  | 179 |  | 177590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 |  | 179 |  | 171155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 |  | 362 |  | 291485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/15/32<sup>(a)</sup> |  | 400 |  | 399172 |
|  TJX Cos., Inc., 2.25%, 09/15/26 |  | 343 |  | 319252 |
|  Tractor Supply Co., 1.75%, 11/01/30 |  | 201 |  | 160091 |
|  |  |  |  | 1518745 |
| **Multi-Utilities — 0.4%** |  |  |  |  |
|  Atmos Energy Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 |  | 136 |  | 121210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/15/31<sup>(a)</sup> |  | 179 |  | 144476 |
|  CenterPoint Energy Resources Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 |  | 159 |  | 130772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/32 |  | 200 |  | 198779 |
|  Duke Energy Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/08/25 |  | 65 |  | 65468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/08/27 |  | 210 |  | 213429 |
|  Eastern Energy Gas Holdings LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/15/24 |  | 108 |  | 104768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.50%, 11/15/24 |  | 408 |  | 392613 |
|  Exelon Corp., Series WI, 2.75%, 03/15/27 |  | 97 |  | 90556 |
|  National Fuel Gas Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/25 |  | 400 |  | 399481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 |  | 413 |  | 334496 |
|  National Rural Utilities Cooperative Finance Corp., 4.80%, 03/15/28<sup>(a)</sup> |  | 100 |  | 100936 |
|  NiSource, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 08/15/25 |  | 721 |  | 657101 |

---

S C H E D U L E O F I N V E S T M E N T S 26

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* | *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
|  NiSource, Inc. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/15/27<sup>(a)</sup> | $| 829 | $| 795521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 |  | 829 |  | 742600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 |  | 450 |  | 416180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 |  | 366 |  | 291034 |
|  ONE Gas, Inc., 1.10%, 03/11/24 |  | 168 |  | 161039 |
|  Piedmont Natural Gas Co., Inc., 2.50%, 03/15/31 |  | 413 |  | 350455 |
|  Public Service Electric and Gas Co., 4.90%, 12/15/32 |  | 480 |  | 499188 |
|  Southern California Gas Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 |  | 530 |  | 501592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series TT, 2.60%, 06/15/26 |  | 186 |  | 174716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30 |  | 229 |  | 200626 |
|  Southern Co. Gas Capital Corp.,<br>Series 20-A, 1.75%, 01/15/31 |  | 413 |  | 332110 |
|  Southwest Gas Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 12/01/27 |  | 300 |  | 314063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 |  | 129 |  | 105848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 |  | 225 |  | 206339 |
|  |  |  |  | 8045396 |
| **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** |
|  Applied Materials, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/25 |  | 103 |  | 101671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 |  | 829 |  | 800965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 |  | 213 |  | 178838 |
|  KLA Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/01/24 |  | 67 |  | 66721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/29<sup>(a)</sup> |  | 413 |  | 407682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/32<sup>(a)</sup> |  | 240 |  | 243749 |
|  Lam Research Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 |  | 150 |  | 147724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 |  | 679 |  | 570919 |
|  |  |  |  | 2518269 |
| **Oil, Gas & Consumable Fuels — 5.0%** | **Oil, Gas & Consumable Fuels — 5.0%** | **Oil, Gas & Consumable Fuels — 5.0%** | **Oil, Gas & Consumable Fuels — 5.0%** | **Oil, Gas & Consumable Fuels — 5.0%** |
|  Boardwalk Pipelines LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 |  | 189 |  | 183872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 |  | 413 |  | 406760 |
|  BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/21/25 |  | 829 |  | 820629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 02/11/26<sup>(a)</sup> |  | 409 |  | 397987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 05/04/26 |  | 288 |  | 276802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 01/16/27 |  | 373 |  | 354539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 |  | 179 |  | 173806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 |  | 413 |  | 405283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 11/06/28<sup>(a)</sup> |  | 829 |  | 825617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/06/30<sup>(a)</sup> |  | 829 |  | 789549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/10/30<sup>(a)</sup> |  | 425 |  | 353836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 01/12/32<sup>(a)</sup> |  | 413 |  | 360954 |
|  BP Capital Markets PLC<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 |  | 413 |  | 395746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 |  | 829 |  | 806095 |
|  Burlington Resources LLC, 7.40%, 12/01/31 |  | 320 |  | 378508 |
|  Canadian Natural Resources Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/15/24 |  | 186 |  | 183231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/01/25 |  | 163 |  | 159410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 |  | 163 |  | 157415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 07/15/30<sup>(a)</sup> |  | 413 |  | 361179 |
|  Cenovus Energy, Inc., 2.65%, 01/15/32<sup>(a)</sup> |  | 136 |  | 113237 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/31/25 | $600 | $605782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | 593 | 597466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | 413 | 387848 |
|  Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | 600 | 562872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | 300 | 269148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | 500 | 417415 |
|  Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 05/11/25 | 1204 | 1133262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 11/17/25 | 413 | 403257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/16/26 | 1036 | 995317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 | 430 | 394497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 | 787 | 697781 |
|  Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.69%, 08/12/25 | 628 | 572467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.02%, 08/12/27<sup>(a)</sup> | 541 | 473875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 | 243 | 240106 |
|  CNOOC Finance 2014 ULC, Series 2014, 4.25%, 04/30/24 | 1145 | 1133790 |
|  CNOOC Finance 2015 USA LLC, Series 2015, 4.38%, 05/02/28 | 1310 | 1303385 |
|  CNOOC Petroleum North America ULC, 7.88%, 03/15/32 | 176 | 212828 |
|  Columbia Pipeline Group, Inc., 4.50%, 06/01/25 | 163 | 161571 |
|  Conoco Funding Co., 7.25%, 10/15/31 | 350 | 411599 |
|  ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/08/24 | 350 | 340200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/07/25 | 550 | 526419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 04/15/29 | 450 | 509555 |
|  Continental Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/24 | 579 | 567486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 | 579 | 550903 |
|  Coterra Energy, Inc., 4.38%, 03/15/29<sup>(a)</sup> | 179 | 171765 |
|  DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/15/25 | 330 | 329332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 | 200 | 202983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 | 250 | 249165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/32 | 160 | 138319 |
|  Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 12/15/25 | 163 | 167260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/28<sup>(a)</sup> | 538 | 551320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | 538 | 520106 |
|  Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | 829 | 755965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 | 120 | 104752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | 120 | 127711 |
|  Eastern Gas Transmission & Storage, Inc., 3.00%, 11/15/29 | 179 | 160495 |
|  Enbridge Energy Partners LP, 5.88%, 10/15/25 | 193 | 196860 |
|  Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/16/24 | 100 | 97034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/25<sup>(a)</sup> | 163 | 155301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/14/25 | 59 | 56140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 10/04/26 | 381 | 340468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 | 829 | 811926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/15/27<sup>(a)</sup> | 829 | 796105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | 320 | 288478 |
|  Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/24 | 163 | 162357 |

---

27<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  Energy Transfer LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/24 | $329 | $325303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/25 | 829 | 812609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/25 | 457 | 435989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/26 | 829 | 821577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 | 829 | 801031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 | 300 | 287321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 | 290 | 294707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 | 829 | 818197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 | 393 | 390762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/29<sup>(a)</sup> | 593 | 598546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | 329 | 301528 |
|  Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/15/24 | 59 | 58359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/25 | 484 | 476203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 01/10/26 | 350 | 355083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/15/26 | 376 | 367607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 | 209 | 204822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 | 829 | 809508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | 600 | 547886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | 711 | 630179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 | 350 | 363783 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, (3 mo. LIBOR US + 3.03%), 5.25%, 08/16/77<sup>(b)</sup> | 620 | 541223 |
|  EOG Resources, Inc., 4.38%, 04/15/30 | 829 | 826473 |
|  EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/01/25 | 538 | 543283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | 660 | 626129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | 55 | 55650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | 130 | 126018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | 371 | 394599 |
|  Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/24 | 163 | 161331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/10/24 | 413 | 404524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/06/25 | 409 | 395372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 | 829 | 769944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 | 829 | 730131 |
|  Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 03/15/24 | 163 | 160429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.02%, 08/16/24 | 413 | 398226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 03/06/25 | 1036 | 1004806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 03/19/25 | 1059 | 1029617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 03/01/26 | 1062 | 1023852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.28%, 08/16/26 | 413 | 386279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 | 660 | 643062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 08/16/29 | 413 | 373853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 | 911 | 874412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 | 660 | 595171 |
|  Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | 393 | 384942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 08/15/31 | 250 | 280119 |
|  HF Sinclair Corp., 5.88%, 04/01/26 | 413 | 416662 |
|  Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/01/24 | 829 | 821078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/01/24 | 413 | 409973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/24 | 100 | 98767 |
|  Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/01/25 | 739 | 731033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/15/26 | 215 | 192870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/28<sup>(a)</sup> | 493 | 483253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 745 | 601483 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** |  |  |
|  Kinder Morgan, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/15/32 | $829 | $963289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | 200 | 193395 |
|  Magellan Midstream Partners LP, 3.25%, 06/01/30<sup>(a)</sup> | 225 | 203441 |
|  Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/15/27 | 829 | 809834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 03/15/32 | 229 | 245474 |
|  Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/15/24 | 55 | 54004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/01/25 | 829 | 827347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | 179 | 169484 |
|  MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/24 | 763 | 761529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/25 | 163 | 162574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/01/26 | 600 | 546416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 | 829 | 803731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | 309 | 300386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 829 | 795994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 | 727 | 619918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 | 500 | 492326 |
|  ONEOK Partners LP, 4.90%, 03/15/25 | 163 | 162336 |
|  ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/24 | 355 | 342515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 01/15/26 | 229 | 234640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | 413 | 403548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | 829 | 790978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | 829 | 743263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 | 229 | 243303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | 300 | 315459 |
|  Ovintiv Exploration, Inc., 5.38%, 01/01/26 | 251 | 252538 |
|  Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 09/15/30<sup>(a)</sup> | 130 | 146968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | 145 | 158272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 11/01/31<sup>(a)</sup> | 413 | 459913 |
|  Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/09/25 | 239 | 235204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | 300 | 291979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 | 329 | 274353 |
|  Phillips 66 Co.<sup>(d)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 10/01/26 | 413 | 392727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/15/29<sup>(a)</sup> | 305 | 275443 |
|  Pioneer Natural Resources Co., 1.90%, 08/15/30 | 994 | 815393 |
|  Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/01/24 | 620 | 604952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/25 | 450 | 445293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/26 | 413 | 403173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 | 329 | 295901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 | 200 | 181692 |
|  Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/24 | 655 | 658762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/01/25 | 829 | 836393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/30/26 | 829 | 847708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/27<sup>(a)</sup> | 829 | 830532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | 829 | 803422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/30<sup>(a)</sup> | 809 | 785292 |
|  Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/07/24 | 829 | 795442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/11/25 | 1036 | 1011766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/10/26 | 593 | 565806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/12/26 | 829 | 781556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/13/28 | 829 | 815204 |

---

S C H E D U L E O F I N V E S T M E N T S 28

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  Shell International Finance BV (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | $829 | $742480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | 589 | 537019 |
|  Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/24 | 163 | 162351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/25 | 163 | 157880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/15/26 | 829 | 788142 |
|  Targa Resources Corp., 4.20%, 02/01/33 | 374 | 338938 |
|  Targa Resources Partners LP/Targa Resources Partners Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/27 | 329 | 336764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/28<sup>(a)</sup> | 329 | 320887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/15/29 | 329 | 337880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | 496 | 483907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | 496 | 463673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | 496 | 433110 |
|  TC PipeLines LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/13/25 | 163 | 160634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/25/27 | 27 | 25989 |
|  TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/10/24 | 829 | 820720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.43%, 01/10/25 | 400 | 385099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | 489 | 465716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | 500 | 454965 |
|  TotalEnergies Capital SA, 3.88%, 10/11/28<sup>(a)</sup> | 400 | 395635 |
|  TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/12/24 | 523 | 489295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/15/26<sup>(a)</sup> | 702 | 705570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | 620 | 605406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | 443 | 422195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/12/31<sup>(a)</sup> | 413 | 343537 |
|  Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.85%, 02/01/26 | 663 | 715848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 620 | 598611 |
|  Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | 209 | 188182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/28<sup>(a)</sup> | 212 | 209230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/01/31<sup>(a)</sup> | 179 | 152908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/32 | 310 | 360302 |
|  Valero Energy Partners LP, 4.50%, 03/15/28 | 413 | 409633 |
|  Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/04/24 | 163 | 161517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/24/24 | 459 | 458116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/15/25 | 163 | 159646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/25 | 163 | 159383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | 620 | 599431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/30<sup>(a)</sup> | 829 | 759155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 03/15/31<sup>(a)</sup> | 539 | 456202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | 400 | 491322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/32 | 200 | 195121 |
|  |  | 95545957 |
| **Personal Products — 0.6%** |  |  |
|  Colgate-Palmolive Co., 3.25%, 03/15/24 | 163 | 161563 |
|  Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/24 | 243 | 232352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 | 179 | 172422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | 61 | 54091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 | 413 | 369629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 03/15/31 | 193 | 162362 |
|  GSK Consumer Healthcare Capital U.K. PLC, 3.13%, 03/24/25 | 982 | 944562 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Personal Products (continued)** | **Personal Products (continued)** | **Personal Products (continued)** | **Personal Products (continued)** |
|  GSK Consumer Healthcare Capital U.S. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 | $| 800 | $757261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 |  | 400 | 368961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 |  | 712 | 651807 |
|  Procter & Gamble Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 10/29/25 |  | 349 | 316945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/26/26 |  | 550 | 549761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 04/23/26 |  | 467 | 423014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/25/27<sup>(a)</sup> |  | 1000 | 951147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 |  | 413 | 394225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/26/28 |  | 250 | 249592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 |  | 829 | 775496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/29/30 |  | 425 | 345875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 04/23/31 |  | 829 | 715373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 |  | 480 | 421122 |
|  Unilever Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 07/30/25 |  | 400 | 386617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/28/26 |  | 490 | 453130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 |  | 490 | 466060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 |  | 500 | 482103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 |  | 655 | 571378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 |  | 527 | 426004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 |  | 200 | 163669 |
|  |  |  | 11966521 |
| **Pharmaceuticals — 3.3%** | **Pharmaceuticals — 3.3%** | **Pharmaceuticals — 3.3%** |  |
|  AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/21/24 |  | 1534 | 1478328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 |  | 1450 | 1422160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/14/25 |  | 1793 | 1747626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/14/26 |  | 1190 | 1142524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/21/26<sup>(a)</sup> |  | 1659 | 1569962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 |  | 723 | 716374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/21/29<sup>(a)</sup> |  | 2364 | 2198129 |
|  Astrazeneca Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 05/28/26 |  | 829 | 748864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 |  | 721 | 634242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 |  | 150 | 129711 |
|  AstraZeneca PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/16/25 |  | 741 | 723296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 04/08/26 |  | 911 | 812857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 |  | 413 | 394840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 |  | 343 | 339511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 |  | 911 | 747785 |
|  Bristol-Myers Squibb Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/26/24 |  | 900 | 878643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/13/25 |  | 450 | 408332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/26 |  | 626 | 606213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/15/27<sup>(a)</sup> |  | 800 | 777223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/20/28 |  | 829 | 818055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 |  | 717 | 683366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 |  | 620 | 506696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/32<sup>(a)</sup> |  | 615 | 557253 |
|  Cigna Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.61%, 03/15/24 |  | 130 | 123928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/24 |  | 620 | 609191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/25 |  | 225 | 218551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/25 |  | 829 | 819617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/25/26 |  | 163 | 162421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 03/15/26 |  | 413 | 372123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 |  | 620 | 593459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 |  | 179 | 168110 |

---

29<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |  |
|  Cigna Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | $1353 | $1341774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 829 | 716200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | 590 | 500294 |
|  CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/24 | 1014 | 982152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/25<sup>(a)</sup> | 118 | 117022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/20/25 | 1330 | 1302921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/26 | 700 | 662440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | 113 | 109222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | 1243 | 1078187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | 2075 | 2039866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | 709 | 650441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | 597 | 559362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/21/30<sup>(a)</sup> | 512 | 414513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/31 | 1023 | 829275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 | 371 | 304407 |
|  Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 | 620 | 593877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | 829 | 795052 |
|  GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 | 829 | 786378 |
|  GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/25 | 829 | 816130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | 829 | 812725 |
|  Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/25 | 300 | 290891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 09/01/25<sup>(a)</sup> | 339 | 309939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/26 | 715 | 682450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 | 400 | 385645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 | 600 | 528250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 | 829 | 789084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/01/30<sup>(a)</sup> | 650 | 542071 |
|  Mead Johnson Nutrition Co., 4.13%, 11/15/25 | 829 | 815850 |
|  Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/10/25 | 913 | 884370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 02/24/26 | 400 | 359943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 | 775 | 699899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 | 795 | 701636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | 750 | 720926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 | 443 | 367098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | 764 | 647948 |
|  Mylan, Inc., 4.55%, 04/15/28 | 660 | 635208 |
|  Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/06/24<sup>(a)</sup> | 1160 | 1143598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/14/25 | 413 | 392031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/20/25<sup>(a)</sup> | 911 | 879551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 | 413 | 382561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 | 373 | 358956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | 829 | 730256 |
|  Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/15/24 | 829 | 817042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 05/28/25 | 285 | 263187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/03/26 | 505 | 483429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/26 | 620 | 596903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/28 | 359 | 351320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | 660 | 636628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 | 829 | 750550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 | 683 | 580675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/18/31 | 829 | 692906 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Pharmaceuticals (continued)** |  |  |  |  |
|  Sanofi, 3.63%, 06/19/28 | $| 359 | $| 350372 |
|  Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 |  | 1576 |  | 1506221 |
|  Takeda Pharmaceutical Co. Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 |  | 478 |  | 485682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 |  | 1154 |  | 974987 |
|  Utah Acquisition Sub, Inc., 3.95%, 06/15/26 |  | 163 |  | 155412 |
|  Viatris, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/22/25 |  | 829 |  | 761962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 |  | 829 |  | 730956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 |  | 493 |  | 406259 |
|  Zoetis, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/13/25 |  | 300 |  | 299142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 |  | 179 |  | 174869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 |  | 329 |  | 278539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 |  | 300 |  | 322900 |
|  |  |  |  | 63389730 |
| **Real Estate — 0.0%** |  |  |  |  |
|  Prologis LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 |  | 427 |  | 368316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 |  | 300 |  | 237005 |
|  |  |  |  | 605321 |
| **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** |
|  CBRE Services, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/26 |  | 163 |  | 162311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 |  | 193 |  | 162045 |
|  Essential Properties LP, 2.95%, 07/15/31 |  | 129 |  | 97983 |
|  VICI Properties LP, 5.13%, 05/15/32 |  | 500 |  | 478300 |
|  |  |  |  | 900639 |
| **Road & Rail — 0.7%** |  |  |  |  |
|  Burlington Northern Santa Fe LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/25 |  | 620 |  | 606170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/15/25 |  | 163 |  | 173853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27<sup>(a)</sup> |  | 1450 |  | 1398157 |
|  Canadian National Railway Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/21/24 |  | 229 |  | 222120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/26 |  | 463 |  | 440973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 |  | 400 |  | 386153 |
|  Canadian Pacific Railway Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 12/02/24 |  | 400 |  | 375893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/01/25 |  | 829 |  | 797518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/02/26<sup>(a)</sup> |  | 213 |  | 192811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 |  | 179 |  | 152898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 |  | 163 |  | 187933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 |  | 566 |  | 488785 |
|  CSX Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/01/25 |  | 163 |  | 157937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 |  | 309 |  | 295481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 |  | 1023 |  | 997088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 |  | 413 |  | 361562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/15/32<sup>(a)</sup> |  | 300 |  | 291376 |
|  Kansas City Southern, 2.88%, 11/15/29 |  | 57 |  | 50968 |
|  Norfolk Southern Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 |  | 727 |  | 690524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 |  | 107 |  | 94609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 |  | 374 |  | 333244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 |  | 500 |  | 497467 |

---

S C H E D U L E O F I N V E S T M E N T S 30

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Road & Rail (continued)** |  |  |  |  |
|  Union Pacific Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/15/24 | $| 179 | $| 176750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/25 |  | 400 |  | 393287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/25 |  | 163 |  | 158450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/26 |  | 829 |  | 791114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 |  | 103 |  | 94905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/10/28<sup>(a)</sup> |  | 829 |  | 816414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/29<sup>(a)</sup> |  | 829 |  | 804730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 |  | 312 |  | 274812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 |  | 419 |  | 364057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 |  | 191 |  | 169127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/20/33<sup>(a)</sup> |  | 500 |  | 504286 |
|  |  |  |  | 13741452 |
| **Semiconductors & Semiconductor Equipment — 2.0%** | **Semiconductors & Semiconductor Equipment — 2.0%** | **Semiconductors & Semiconductor Equipment — 2.0%** | **Semiconductors & Semiconductor Equipment — 2.0%** | **Semiconductors & Semiconductor Equipment — 2.0%** |
|  Advanced Micro Devices, Inc., 3.92%, 06/01/32<sup>(a)</sup> |  | 430 |  | 411133 |
|  Analog Devices, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/05/26 |  | 620 |  | 602085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/15/27<sup>(d)</sup> |  | 500 |  | 480300 |
|  Broadcom Corp./Broadcom Cayman Finance Ltd. | Broadcom Corp./Broadcom Cayman Finance Ltd. | Broadcom Corp./Broadcom Cayman Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/27 |  | 1842 |  | 1774848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 |  | 413 |  | 386975 |
|  Broadcom, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/25 |  | 294 |  | 281067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 09/15/26 |  | 309 |  | 295374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/15/28<sup>(d)</sup> |  | 198 |  | 171886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(d)</sup> |  | 450 |  | 421910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 |  | 800 |  | 789643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 |  | 596 |  | 555968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/15/31<sup>(d)</sup> |  | 1065 |  | 874245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(d)</sup> |  | 512 |  | 467116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 |  | 794 |  | 731172 |
|  Flex Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/25 |  | 250 |  | 246328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/01/26 |  | 250 |  | 240828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/28 |  | 300 |  | 309900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/29<sup>(a)</sup> |  | 413 |  | 405494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 |  | 243 |  | 236882 |
|  Honeywell International, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 08/15/24 |  | 829 |  | 801096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/01/24 |  | 100 |  | 100810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 06/01/25 |  | 472 |  | 439853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/01/26 |  | 600 |  | 564893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/01/27 |  | 829 |  | 735955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/28<sup>(a)</sup> |  | 100 |  | 103906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 |  | 293 |  | 266491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 |  | 829 |  | 707790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 |  | 829 |  | 680168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 |  | 100 |  | 105291 |
|  Intel Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/11/24 |  | 829 |  | 811335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/25/25 |  | 540 |  | 527347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/29/25 |  | 829 |  | 810864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/19/26<sup>(a)</sup> |  | 400 |  | 378619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 |  | 660 |  | 645940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/11/27<sup>(a)</sup> |  | 400 |  | 383041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 |  | 297 |  | 258620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 |  | 350 |  | 341468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 |  | 829 |  | 728632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 |  | 550 |  | 528519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 |  | 413 |  | 338598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/05/32<sup>(a)</sup> |  | 810 |  | 773739 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
|  Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 04/15/26 | $694 | $626497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 | 145 | 140974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 | 219 | 187864 |
|  Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 04/15/26 | 736 | 662671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 | 829 | 727011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | 393 | 332227 |
|  Microchip Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.98%, 09/01/24 | 400 | 374600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/25 | 829 | 813351 |
|  Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 02/06/26 | 163 | 163493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | 163 | 163862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/01/29 | 400 | 426639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | 300 | 286592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | 829 | 661597 |
|  NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/16/26 | 829 | 800760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | 600 | 527019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | 546 | 496267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | 579 | 484569 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/18/26 | 239 | 229755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | 400 | 392075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | 829 | 792990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/30<sup>(a)</sup> | 465 | 414906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | 311 | 254981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | 308 | 251599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | 500 | 488302 |
|  Qorvo, Inc., 4.38%, 10/15/29 | 454 | 410005 |
|  QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/20/25 | 600 | 587482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/27<sup>(a)</sup> | 763 | 735357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | 366 | 318535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 | 500 | 436532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 | 93 | 92743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/20/33<sup>(a)</sup> | 500 | 537325 |
|  Skyworks Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 06/01/26 | 107 | 95654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/31 | 123 | 101685 |
|  Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/18/24 | 100 | 100300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | 170 | 173373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | 562 | 499822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | 467 | 391233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | 200 | 191483 |
|  Trane Technologies Luxembourg Finance SA, 3.80%, 03/21/29 | 300 | 285455 |
|  TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/25/26 | 450 | 403124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 | 1000 | 976320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | 410 | 347926 |
|  Xilinx, Inc., 2.38%, 06/01/30 | 260 | 226052 |
|  |  | 38327136 |
| **Software — 1.7%** |  |  |
|  Activision Blizzard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 | 129 | 123954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 09/15/30 | 61 | 49505 |
|  Autodesk, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | 209 | 199513 |

---

31<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Software (continued)** |  |  |
|  Autodesk, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | $26 | $23032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 12/15/31<sup>(a)</sup> | 637 | 534041 |
|  Electronic Arts, Inc., 1.85%, 02/15/31 | 213 | 173981 |
|  Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 07/15/25 | 625 | 574235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 07/15/27<sup>(a)</sup> | 683 | 605847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | 166 | 137398 |
|  Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/06/24 | 716 | 703236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/12/25 | 1000 | 971568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/03/25 | 1184 | 1152205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/08/26 | 1853 | 1747373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | 1584 | 1542285 |
|  Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/08/24 | 759 | 743749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/15/24 | 2903 | 2808407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/25 | 1479 | 1410161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/15/25 | 413 | 396740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/10/25 | 920 | 945724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/25/26 | 741 | 675793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/26 | 1315 | 1231297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/27<sup>(a)</sup> | 1243 | 1150494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 620 | 583613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | 1148 | 1025215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 | 205 | 219115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | 500 | 439812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | 787 | 708161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 | 1293 | 1113686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | 900 | 978261 |
|  Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 09/15/24 | 156 | 149695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 09/15/25 | 512 | 464431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 | 163 | 158186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 | 305 | 264983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 359 | 322064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | 313 | 260778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 | 404 | 324085 |
|  Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | 609 | 596088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/15/28 | 450 | 392698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 | 689 | 572286 |
|  ServiceNow, Inc., 1.40%, 09/01/30 | 670 | 529531 |
|  Take-Two Interactive Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/28/24 | 430 | 421427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 04/14/25 | 388 | 376407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | 305 | 292303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/14/32<sup>(a)</sup> | 359 | 336627 |
|  VMware, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 08/15/24 | 800 | 752183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/15/26 | 909 | 804932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | 600 | 576116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | 309 | 299585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 | 600 | 475526 |
|  Workday, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 239 | 228733 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Software (continued)** |  |  |  |  |
|  Workday, Inc. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | $| 279 | $| 262587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/32<sup>(a)</sup> |  | 421 |  | 384664 |
|  |  |  |  | 32214316 |
| **Specialty Retail — 0.1%** |  |  |  |  |
|  AutoZone, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/25 |  | 107 |  | 103415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 |  | 340 |  | 339010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 |  | 179 |  | 170349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 |  | 300 |  | 286371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 |  | 350 |  | 348039 |
|  Best Buy Co., Inc., 1.95%, 10/01/30<sup>(a)</sup> |  | 236 |  | 192839 |
|  Dick's Sporting Goods, Inc., 3.15%, 01/15/32<sup>(a)</sup> |  | 329 |  | 269194 |
|  O'Reilly Automotive, Inc., 3.60%, 09/01/27 |  | 300 |  | 289078 |
|  Ross Stores, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/15/25 |  | 413 |  | 411507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 04/15/31 |  | 179 |  | 145110 |
|  |  |  |  | 2554912 |
| **Technology Hardware, Storage & Peripherals — 1.7%** | **Technology Hardware, Storage & Peripherals — 1.7%** | **Technology Hardware, Storage & Peripherals — 1.7%** | **Technology Hardware, Storage & Peripherals — 1.7%** | **Technology Hardware, Storage & Peripherals — 1.7%** |
|  Adobe, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/01/25 |  | 103 |  | 98026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/25 |  | 500 |  | 488115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 |  | 306 |  | 284354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 |  | 994 |  | 877555 |
|  Apple, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/06/24 |  | 829 |  | 820605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/11/24 |  | 709 |  | 694145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/11/24 |  | 1355 |  | 1298438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/13/25 |  | 829 |  | 803828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/09/25 |  | 66 |  | 63689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 05/11/25 |  | 538 |  | 501043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/13/25 |  | 620 |  | 605084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 08/20/25 |  | 523 |  | 475483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.70%, 02/08/26 |  | 413 |  | 372118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/23/26 |  | 1584 |  | 1539847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/04/26 |  | 1169 |  | 1101962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 09/11/26 |  | 900 |  | 834779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 |  | 909 |  | 883957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 |  | 1243 |  | 1199299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 |  | 829 |  | 786890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/13/27<sup>(a)</sup> |  | 829 |  | 790233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 |  | 989 |  | 860245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 |  | 130 |  | 112730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 |  | 400 |  | 379927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 |  | 1023 |  | 907845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 |  | 1160 |  | 976806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/20/30 |  | 523 |  | 425536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 |  | 1123 |  | 931127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 |  | 130 |  | 107007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 08/08/32<sup>(a)</sup> |  | 400 |  | 373763 |
|  Dell International LLC/EMC Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/24<sup>(a)</sup> |  | 829 |  | 817625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/15/25 |  | 496 |  | 505399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 06/15/26 |  | 1663 |  | 1710391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/01/26 |  | 829 |  | 824346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/01/29<sup>(a)</sup> |  | 1036 |  | 1045841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/33 |  | 400 |  | 399685 |

---

S C H E D U L E O F I N V E S T M E N T S 32

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** |
|  Dell, Inc., 7.10%, 04/15/28 | $| 329 | $| 361087 |
|  Fortinet, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/15/26 |  | 628 |  | 558989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/15/31 |  | 183 |  | 150259 |
|  Hewlett Packard Enterprise Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/01/24 |  | 829 |  | 796618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/25 |  | 1036 |  | 1035054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/01/26 |  | 829 |  | 755903 |
|  HP, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/17/25 |  | 413 |  | 388936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/17/26<sup>(a)</sup> |  | 625 |  | 557665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/17/27<sup>(a)</sup> |  | 450 |  | 418506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 350 |  | 347999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 |  | 430 |  | 406074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 |  | 413 |  | 366483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 |  | 329 |  | 266866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 |  | 430 |  | 383671 |
|  NetApp, Inc., 1.88%, 06/22/25 |  | 558 |  | 519120 |
|  Western Digital Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/26 |  | 759 |  | 733384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 |  | 26 |  | 21192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 |  | 145 |  | 111068 |
|  |  |  |  | 33076597 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
|  NIKE, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/27/27<sup>(a)</sup> |  | 359 |  | 340910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 |  | 829 |  | 763008 |
|  Tapestry, Inc., 3.05%, 03/15/32 |  | 200 |  | 163938 |
|  VF Corp., 2.95%, 04/23/30<sup>(a)</sup> |  | 413 |  | 358556 |
|  |  |  |  | 1626412 |
| **Thrifts & Mortgage Finance — 0.0%** |  |  |  |  |
|  Radian Group, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/24 |  | 150 |  | 145024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 03/15/25 |  | 400 |  | 400000 |
|  |  |  |  | 545024 |
| **Tobacco — 0.8%** |  |  |  |  |
|  Altria Group, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 05/06/25 |  | 656 |  | 623008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/14/26<sup>(a)</sup> |  | 500 |  | 497906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/16/26 |  | 209 |  | 194664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 |  | 457 |  | 452045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 |  | 359 |  | 317676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 |  | 607 |  | 474268 |
|  BAT Capital Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 08/15/24 |  | 1036 |  | 1007729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.79%, 09/06/24 |  | 409 |  | 395750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 09/06/26 |  | 829 |  | 780858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/02/27<sup>(a)</sup> |  | 413 |  | 404636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 |  | 1373 |  | 1281203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 |  | 496 |  | 426475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 |  | 496 |  | 469815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 |  | 493 |  | 396683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 |  | 454 |  | 419661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 |  | 40 |  | 44596 |
|  BAT International Finance PLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.67%, 03/25/26 |  | 663 |  | 598404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 |  | 454 |  | 434522 |
|  Philip Morris International, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/10/24 |  | 829 |  | 807865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/15/24 |  | 500 |  | 503499 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Tobacco (continued)** |  |  |  |  |
|  Philip Morris International, Inc. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/01/25 | $| 300 | $| 280689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/11/25 |  | 620 |  | 601289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/17/25 |  | 500 |  | 506673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/25/26<sup>(a)</sup> |  | 342 |  | 325307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/01/26 |  | 300 |  | 267496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/17/27<sup>(a)</sup> |  | 179 |  | 169477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 |  | 490 |  | 500796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 |  | 385 |  | 402100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 |  | 259 |  | 216801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/01/30<sup>(a)</sup> |  | 259 |  | 208390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 |  | 615 |  | 646699 |
|  Reynolds American, Inc., 4.45%, 06/12/25 |  | 829 |  | 813888 |
|  |  |  |  | 15470868 |
| **Transportation Infrastructure — 0.3%** | **Transportation Infrastructure — 0.3%** | **Transportation Infrastructure — 0.3%** |  |  |
|  FedEx Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/26 |  | 450 |  | 433827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 |  | 829 |  | 757220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/30<sup>(a)</sup> |  | 309 |  | 300104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/15/31<sup>(a)</sup> |  | 516 |  | 435810 |
|  Ryder System, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/24 |  | 213 |  | 204374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/01/26 |  | 404 |  | 361370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 |  | 161 |  | 149055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 |  | 103 |  | 94961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 |  | 110 |  | 107640 |
|  United Parcel Service, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/25 |  | 829 |  | 821035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 11/15/26 |  | 659 |  | 619250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 11/15/27<sup>(a)</sup> |  | 413 |  | 395098 |
|  |  |  |  | 4679744 |
| **Utilities — 0.2%** |  |  |  |  |
|  American Water Capital Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/25<sup>(a)</sup> |  | 620 |  | 604704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 |  | 413 |  | 388687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 |  | 193 |  | 186161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 |  | 413 |  | 386898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 |  | 745 |  | 636161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/01/32<sup>(a)</sup> |  | 430 |  | 428727 |
|  Essential Utilities, Inc., 2.40%, 05/01/31 |  | 129 |  | 107346 |
|  |  |  |  | 2738684 |
| **Wireless Telecommunication Services — 1.0%** | **Wireless Telecommunication Services — 1.0%** | **Wireless Telecommunication Services — 1.0%** | **Wireless Telecommunication Services — 1.0%** | **Wireless Telecommunication Services — 1.0%** |
|  America Movil SAB de CV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 |  | 916 |  | 851972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 |  | 982 |  | 859250 |
|  GLP Capital LP/GLP Financing II, Inc., 5.30%, 01/15/29 |  | 829 |  | 808283 |
|  Orange SA, 9.00%, 03/01/31 |  | 663 |  | 838687 |
|  Rogers Communications, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/25<sup>(d)</sup> |  | 329 |  | 315923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/15/25 |  | 298 |  | 287577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/15/26 |  | 179 |  | 166644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27<sup>(d)</sup> |  | 217 |  | 204078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/32<sup>(d)</sup> |  | 772 |  | 694896 |
|  T-Mobile USA, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/25 |  | 1166 |  | 1132238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/26 |  | 829 |  | 756429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/26 |  | 800 |  | 741428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/15/26 |  | 450 |  | 417842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 |  | 1653 |  | 1589983 |

---

33<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
|  T-Mobile USA, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/28<sup>(a)</sup> | $| 700 | $693365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 |  | 813 | 716112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 |  | 1500 | 1367146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 |  | 2864 | 2682369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 |  | 1041 | 883751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 |  | 1200 | 1073820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 |  | 286 | 233891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 |  | 625 | 528670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 |  | 320 | 326465 |
|  Vodafone Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/30/25 |  | 543 | 534323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/30/28 |  | 400 | 401528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 |  | 26 | 30351 |
|  |  |  | 19137021 |
| **Total Corporate Bonds — 86.3%<br> (Cost: $1,753,727,487)** | **Total Corporate Bonds — 86.3%<br> (Cost: $1,753,727,487)** | **Total Corporate Bonds — 86.3%<br> (Cost: $1,753,727,487)** | 1637585844 |
|  **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |  |
| **Canada — 1.3%** |  |  |  |
|  Canada Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/22/25 |  | 1645 | 1564157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/28/25 |  | 1000 | 972334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 05/19/26 |  | 1200 | 1083628 |
|  Export Development Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/26/25<sup>(a)</sup> |  | 1300 | 1277222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/25/27 |  | 1100 | 1061591 |
|  Hydro-Quebec, Series IO, 8.05%, 07/07/24 |  | 400 | 418317 |
|  Province of Alberta Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/13/24 |  | 829 | 792764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/20/25 |  | 739 | 685916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/28<sup>(a)</sup> |  | 409 | 396153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 07/22/30<sup>(a)</sup> |  | 659 | 544630 |
|  Province of British Columbia Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/02/26<sup>(a)</sup> |  | 829 | 782574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 07/20/26<sup>(a)</sup> |  | 859 | 771938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 10, 1.75%, 09/27/24 |  | 500 | 477583 |
|  Province of Manitoba Canada, Series HB, 1.50%, 10/25/28 |  | 359 | 312323 |
|  Province of New Brunswick Canada, 3.63%, 02/24/28 |  | 179 | 175567 |
|  Province of Ontario Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/21/26<sup>(a)</sup> |  | 829 | 747217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 04/14/26 |  | 1050 | 953762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/27/26 |  | 2489 | 2366264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/19/27<sup>(a)</sup> |  | 800 | 771176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 05/21/27 |  | 829 | 732075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/02/29 |  | 829 | 733334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 10/07/30 |  | 459 | 373546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 |  | 1659 | 1390153 |
|  Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 07/23/25 |  | 1659 | 1519497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/20/26<sup>(a)</sup> |  | 681 | 648398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/12/27<sup>(a)</sup> |  | 1659 | 1579302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 |  | 659 | 551771 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series QO, 2.88%, 10/16/24<sup>(a)</sup> |  | 713 | 693294 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Canada (continued)** |  |  |
|  Province of Quebec Canada (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series QW, 2.50%, 04/09/24 | $359 | $349579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series QX, 1.50%, 02/11/25 | 859 | 811709 |
|  |  | 25537774 |
| **Chile — 0.1%** |  |  |
|  Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/31/27 | 600 | 561113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 | 982 | 928788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/31/31<sup>(a)</sup> | 783 | 667654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/27/32<sup>(a)</sup> | 478 | 403701 |
|  |  | 2561256 |
| **Germany — 0.0%** |  |  |
|  Landwirtschaftliche Rentenbank, 1.75%, 07/27/26 | 829 | 768900 |
| **Hungary — 0.0%** |  |  |
|  Hungary Government International Bond, 5.38%, 03/25/24<sup>(a)</sup> | 590 | 591033 |
| **Indonesia — 0.3%** |  |  |
|  Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/20/27<sup>(a)</sup> | 600 | 591816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/11/28 | 1310 | 1251296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/24/28<sup>(a)</sup> | 478 | 469725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/11/29 | 478 | 484625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | 1310 | 1187187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/15/30 | 1310 | 1249412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 | 600 | 599316 |
|  Republic of Indonesia International Bond, 4.85%, 01/11/33 | 500 | 503180 |
|  |  | 6336557 |
| **Israel — 0.2%** |  |  |
|  Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/17/28 | 982 | 937073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/03/30<sup>(a)</sup> | 858 | 780244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/17/33 | 600 | 602250 |
|  State of Israel, 2.50%, 01/15/30 | 710 | 634030 |
|  |  | 2953597 |
| **Italy — 0.2%** |  |  |
|  Republic of Italy Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/17/24 | 853 | 807692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/17/26 | 2489 | 2193182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/17/29 | 883 | 752602 |
|  |  | 3753476 |
| **Japan — 0.7%** |  |  |
|  Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/25<sup>(a)</sup> | 1310 | 1194533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/21/26<sup>(a)</sup> | 800 | 735780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/27 | 476 | 450875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/16/27 | 1200 | 1127324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/20/28<sup>(a)</sup> | 1310 | 1250279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/16/29<sup>(a)</sup> | 900 | 799194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/17/29<sup>(a)</sup> | 476 | 415778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/21/31 | 1310 | 1052617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 04/15/31 | 986 | 831454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series DTC, 2.50%, 05/28/25 | 2486 | 2373316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series DTC, 2.38%, 04/20/26 | 650 | 612306 |

---

S C H E D U L E O F I N V E S T M E N T S 34

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Japan (continued)** |  |  |
|  Japan Bank for International Cooperation (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series DTC, 2.25%, 11/04/26 | $1500 | $1393005 |
|  Japan International Cooperation Agency, 2.75%, 04/27/27 | 800 | 749352 |
|  |  | 12985813 |
| **Mexico — 0.5%** |  |  |
|  Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/21/26 | 2489 | 2465354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/28/27<sup>(a)</sup> | 1028 | 1016692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/28<sup>(a)</sup> | 478 | 458163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/09/28 | 750 | 771375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/29<sup>(a)</sup> | 1053 | 1033519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/16/30<sup>(a)</sup> | 739 | 664777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 | 1310 | 1098435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 | 839 | 807695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 | 200 | 192000 |
|  |  | 8508010 |
| **Panama — 0.3%** |  |  |
|  Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/16/25 | 2903 | 2816454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 | 633 | 603842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 | 478 | 419535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 | 1000 | 763938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/19/33 | 400 | 333700 |
|  |  | 4937469 |
| **Peru — 0.2%** |  |  |
|  Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 07/21/25<sup>(a)</sup> | 510 | 536552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.39%, 01/23/26 | 359 | 333713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/25/27 | 829 | 805581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 06/20/30<sup>(a)</sup> | 243 | 209405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | 1459 | 1232217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 | 620 | 462597 |
|  |  | 3580065 |
| **Philippines — 0.3%** |  |  |
|  Philippine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.63%, 03/16/25 | 700 | 787577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/28<sup>(a)</sup> | 478 | 446983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/17/28 | 800 | 806905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/14/29 | 489 | 471327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.46%, 05/05/30 | 710 | 614228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/14/31<sup>(a)</sup> | 1243 | 1488629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/10/31 | 478 | 381258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 01/15/32 | 600 | 670566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/29/32 | 400 | 368044 |
|  |  | 6035517 |
| **Poland — 0.1%** |  |  |
|  Republic of Poland Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/06/26 | 1036 | 998315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/16/32 | 600 | 644994 |
|  |  | 1643309 |
| **South Korea — 0.6%** |  |  |
|  Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/25/24 | 478 | 462130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 06/29/24 | 700 | 660150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/18/25 | 500 | 467610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/21/25 | 478 | 461280 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **South Korea (continued)** |  |  |
|  Export-Import Bank of Korea (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/12/25 | $478 | $451710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 02/09/26 | 1000 | 886830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 05/26/26 | 478 | 448178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/18/27<sup>(a)</sup> | 1000 | 897200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/27<sup>(a)</sup> | 400 | 395720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 850 | 868062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | 600 | 600282 |
|  Korea Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/01/24 | 1200 | 1149601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/08/25 | 850 | 835338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/16/25 | 1000 | 965187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/13/26 | 1310 | 1245974 |
|  |  | 10795252 |
| **Supranational — 6.2%** |  |  |
|  African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 03/23/26 | 1659 | 1504846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 07/22/26 | 950 | 852055 |
|  Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 06/11/24 | 2489 | 2352304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/18/24<sup>(a)</sup> | 3489 | 3320954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/22/25 | 1000 | 956940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/29/25 | 1500 | 1385835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/03/25 | 1000 | 909665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/04/26 | 1659 | 1495720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 04/14/26 | 1659 | 1513804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/24/26 | 829 | 780288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/12/27 | 829 | 791883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/20/27 | 1400 | 1279577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/20/27 | 2000 | 1945440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/02/27 | 1659 | 1566879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/19/28 | 620 | 592345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 06/16/28 | 2519 | 2744091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/19/29 | 1659 | 1467843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/24/30 | 789 | 698321 |
|  Asian Infrastructure Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/16/24 | 4302 | 4171388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/30/24 | 850 | 792521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/27/26 | 1050 | 939714 |
|  Corp. Andina de Fomento, 1.63%, 09/23/25<sup>(a)</sup> | 700 | 643694 |
|  European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/13/25 | 829 | 784654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/19/25 | 1659 | 1524461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/28/26 | 900 | 811761 |
|  European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/15/24 | 1659 | 1621872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/10/25 | 1000 | 954191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/14/25<sup>(a)</sup> | 3319 | 3145945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/25/25 | 1659 | 1526015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/25 | 1050 | 1018027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 12/15/25 | 1350 | 1210592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 03/26/26 | 3000 | 2689590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/13/26<sup>(a)</sup> | 829 | 782642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/26/26 | 1198 | 1068938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/24/27 | 2903 | 2744775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 1000 | 977934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/29<sup>(a)</sup> | 1100 | 983387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/09/29<sup>(a)</sup> | 620 | 545978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/17/30 | 400 | 330016 |
|  Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/21/24<sup>(a)</sup> | 1150 | 1128754 |

---

35<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
|  Inter-American Development Bank (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/23/24<sup>(a)</sup> | $1400 | $1312612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 01/15/25 | 829 | 795567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/14/25 | 2489 | 2364525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/03/25 | 2489 | 2316702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/25 | 1350 | 1241600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 04/20/26 | 2489 | 2260435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/02/26 | 413 | 388286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/23/26 | 1700 | 1594260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/13/27 | 1500 | 1372262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/07/27 | 829 | 780746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 07/20/28 | 2489 | 2164056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/18/29<sup>(a)</sup> | 934 | 855079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/13/31<sup>(a)</sup> | 2073 | 1708917 |
|  International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/19/24 | 2489 | 2429214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/15/25 | 2489 | 2364797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/11/25 | 1200 | 1116457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 04/22/25 | 4150 | 3836123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/28/25 | 2489 | 2272805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/28/25 | 1659 | 1507964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 07/15/26 | 850 | 767559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/27 | 2000 | 1946816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 04/20/28 | 2903 | 2578665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/13/28<sup>(a)</sup> | 2150 | 1867344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/10/31<sup>(a)</sup> | 4150 | 3463218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/29/32 | 3000 | 2724375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF, 1.50%, 08/28/24 | 1169 | 1116220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF, 2.50%, 11/25/24 | 2489 | 2407504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF, 2.50%, 07/29/25<sup>(a)</sup> | 829 | 798561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF, 1.88%, 10/27/26 | 1720 | 1599645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF, 2.50%, 11/22/27 | 1659 | 1567318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF, 1.75%, 10/23/29<sup>(a)</sup> | 2489 | 2201366 |
|  International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/16/25 | 1659 | 1517587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/26<sup>(a)</sup> | 1659 | 1481952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/27/30 | 459 | 369401 |
|  Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/21/24 | 500 | 484160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/11/25 | 1100 | 999680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/08/27 | 500 | 491891 |
|  |  | 117621308 |
| **Sweden — 0.2%** |  |  |
|  Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/03/24 | 500 | 491946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 05/14/25 | 1310 | 1202446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/26/25<sup>(a)</sup> | 1310 | 1191195 |
|  |  | 2885587 |
| **Uruguay — 0.1%** |  |  |
|  Uruguay Government International Bond<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/14/24 | 224 | 224000 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Uruguay (continued)** |  |  |  |
|  Uruguay Government International Bond<sup>(a)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/27/27 | $| 829 | $837290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 |  | 823 | 820531 |
|  |  |  | 1881821 |
| **Total Foreign Agency Obligations — 11.3%<br> (Cost: $229,115,301)** | **Total Foreign Agency Obligations — 11.3%<br> (Cost: $229,115,301)** | **Total Foreign Agency Obligations — 11.3%<br> (Cost: $229,115,301)** | 213376744 |
|  **Municipal Bonds** |  |  |  |
| **California — 0.2%** |  |  |  |
|  Bay Area Toll Authority, Refunding RB, 2.57%, 04/01/31 |  | 286 | 258155 |
|  California Earthquake Authority, RB, Series A, 5.60%, 07/01/27 |  | 250 | 254711 |
|  Los Angeles Community College District, Refunding GO, 2.11%, 08/01/32 |  | 540 | 443251 |
|  Los Angeles Unified School District, GO, BAB, Series KR, 5.76%, 07/01/29 |  | 215 | 226543 |
|  Santa Clara Valley Transportation Authority, RB, BAB, 5.88%, 04/01/32 |  | 490 | 516460 |
|  State of California, Refunding GO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/25 |  | 25 | 24505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/28 |  | 285 | 274680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/01/29 |  | 530 | 474964 |
|  University of California, RB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series BD, 3.35%, 07/01/29 |  | 460 | 431193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series BG, 0.88%, 05/15/25 |  | 150 | 137969 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series BG, 1.61%, 05/15/30 |  | 320 | 262377 |
|  University of California, Refunding RB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AJ, 4.60%, 05/15/31 |  | 90 | 90646 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AX, 3.06%, 07/01/25 |  | 25 | 24249 |
|  |  |  | 3419703 |
| **Connecticut — 0.0%** |  |  |  |
|  State of Connecticut, GO, Series A, 5.85%, 03/15/32<sup>(a)</sup> |  | 490 | 536114 |
| **Florida — 0.1%** |  |  |  |
|  State Board of Administration Finance Corp., RB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 1.26%, 07/01/25 |  | 607 | 560768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 1.71%, 07/01/27 |  | 371 | 330710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.15%, 07/01/30 |  | 795 | 666614 |
|  |  |  | 1558092 |
| **Louisiana — 0.0%** |  |  |  |
|  Louisiana Local Government Environmental Facilities & Community Development Authority, RB, Class A-1, 3.62%, 02/01/29 |  | 565 | 554314 |
| **Massachusetts — 0.0%** |  |  |  |
|  Commonwealth of Massachusetts, RB, Series A, 3.77%, 07/15/29 |  | 320 | 311329 |
|  Massachusetts School Building Authority, Refunding RB, Series B, 1.75%, 08/15/30 |  | 125 | 105967 |
|  |  |  | 417296 |

---

S C H E D U L E O F I N V E S T M E N T S 36

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **New Jersey — 0.1%** |  |  |
|  New Jersey Economic Development Authority, RB, Series A, (NPFGC), 7.43%, 02/15/29 | $1201 | $1319108 |
|  New Jersey Transportation Trust Fund Authority, RB, BAB, Series C, 5.75%, 12/15/28 | 280 | 286940 |
|  |  | 1606048 |
| **New York — 0.0%** |  |  |
|  City of New York New York, GO, BAB, Series A-2, 5.21%, 10/01/31 | 135 | 139804 |
|  Port Authority of New York & New Jersey, RB, 159th Series, 6.04%, 12/01/29 | 125 | 135237 |
|  |  | 275041 |
| **Ohio — 0.0%** |  |  |
|  JobsOhio Beverage System, Refunding RB, Series B, 3.99%, 01/01/29 | 25 | 24698 |
| **Oregon — 0.1%** |  |  |
|  Oregon School Boards Association, GO, Series B, (NPFGC), 5.55%, 06/30/28 | 300 | 308523 |
|  State of Oregon, GO, 5.89%, 06/01/27 | 610 | 633709 |
|  |  | 942232 |
| **Tennessee — 0.0%** |  |  |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board, RB, Series B, 4.05%, 07/01/26 | 288 | 278419 |
| **Texas — 0.0%** |  |  |
|  Texas Transportation Commission State Highway Fund, RB, Series B, 5.18%, 04/01/30 | 490 | 509724 |
| **Wisconsin — 0.0%** |  |  |
|  State of Wisconsin, Refunding RB, Series C, 3.15%, 05/01/27 | 230 | 220222 |
|  **Total Municipal Bonds — 0.5%<br>(Cost: $11,278,455)** |  | 10341903 |
|  **Preferred Securities** |  |  |
| **Capital Trusts — 0.0%<sup>(b)</sup>** |  |  |
|  **Electric Utilities — 0.0%** |  |  |
|  American Electric Power Co., Inc., 3.88%, 02/15/62 | 329 | 282163 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Insurance — 0.0%** |  |  |  |
|  Prudential Financial, Inc., 5.38%, 05/15/45 | $| 413 | $404974 |
|  |  |  | 687137 |
|  **Total Preferred Securities — 0.0%<br>(Cost: $742,025)** | **Total Preferred Securities — 0.0%<br>(Cost: $742,025)** | **Total Preferred Securities — 0.0%<br>(Cost: $742,025)** | 687137 |
|  **Total Long-Term Investments — 98.1%<br>(Cost: $1,994,863,268)** | **Total Long-Term Investments — 98.1%<br>(Cost: $1,994,863,268)** | **Total Long-Term Investments — 98.1%<br>(Cost: $1,994,863,268)** | 1861991628 |
|  | *Shares* | *Shares* |  |
|  **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |  |
| **Money Market Funds — 7.4%** |  |  |  |
|  BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(f)(g)(h)</sup> |  | 139555065 | 139638798 |
|  **Total Short-Term Securities — 7.4%<br>(Cost: $139,546,332)** | **Total Short-Term Securities — 7.4%<br>(Cost: $139,546,332)** | **Total Short-Term Securities — 7.4%<br>(Cost: $139,546,332)** | 139638798 |
|  **Total Investments — 105.5%<br>(Cost: $2,134,409,600)** | **Total Investments — 105.5%<br>(Cost: $2,134,409,600)** | **Total Investments — 105.5%<br>(Cost: $2,134,409,600)** | 2001630426 |
|  **Liabilities in Excess of Other Assets — (5.5)%** | **Liabilities in Excess of Other Assets — (5.5)%** | **Liabilities in Excess of Other Assets — (5.5)%** | (104702907) |
|  **Net Assets — 100.0%** |  |  | $1896927519 |

---

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

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

<sup>(c)</sup> When-issued security.

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

<sup>(e)</sup> Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate as of period end.

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

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

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

For Fund compliance purposes, the Fund's industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

**Affiliates** 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br>10/31/22* | *Purchases<br>at Cost* | *Proceeds<br>from Sales* | *Net<br>Realized<br>Gain (Loss)* | *Change in<br>Unrealized<br>Appreciation<br>(Depreciation)* | *Value at<br>01/31/23* | *Shares*<br> *Held at<br>01/31/23* | *Income* | *Capital Gain<br>Distributions<br>from<br>Underlying<br>Funds* |
|  BlackRock Cash Funds: Institutional, SL Agency Shares | $150880559 | $– $| (11359285)<sup>(a)</sup> | $2942 | $114582 | $139638798 | 139555065 | $369914 <sup>(b)</sup> | $— |

---

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

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

37<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Intermediate Credit Bond Index Fund** |

---

**Derivative Financial Instruments Outstanding as of Period End** 

**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:

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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* |
|  Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | $— | $1637585844 | $— | $1637585844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations |  | 213376744 |  | 213376744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 10341903 |  | 10341903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts |  | 687137 |  | 687137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | 139638798 |  |  | 139638798 |
|  | $139638798 | $1861991628 | $— | $2001630426 |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| BAB | Build America Bond |
| CMT | Constant Maturity Treasury |
| DAC | Designated Activity Company |
| GO | General Obligation Bonds |
| IO | Interest Only |
| LIBOR | London Interbank Offered Rate |
| NPFGC | National Public Finance Guarantee Corp. |
| RB | Revenue Bond |
| SAB | Special Assessment Bonds |
| SCA | Societe en Commandite par Actions |
| SOFR | Secured Overnight Financing Rate |

---

S C H E D U L E O F I N V E S T M E N T S 38

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares U.S. Intermediate Credit Bond Index Fund

- **b. EDGAR series identifier (if any):** S000075204

- **c. LEI of Series:** 549300O3MDOP8OY9ZD36

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $2151049568.60

**Total Liabilities:** $269435198.57

**Net Assets:** $1881614370.03

**Delayed Delivery Securities:** $3806079.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 201.50000000 | **1-Year:** 84193.50000000 | **5-Year:** 565321.38000000 | **10-Year:** 148085.83000000 | **30-Year:** 779.47000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234048 | 3.03%                | -0.25%               | 2.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-852838.55              | $49720200.72                               |
| Month 2  | $-1222635.99             | $-7214524.90                               |
| Month 3  | $-680573.39              | $42353251.84                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Intermediate Credit Bond Index

- **Index Identifier:** LUICTRUU

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $549256.34    | 0.03%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163861.57    | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    209000 | PA      | $201639.99    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114141.41    | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977900.62    | 0.05%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1036000 | PA      | $966958.14    | 0.05%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    413000 | PA      | $358398.20    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $407878.32    | 0.02%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $328140.89    | 0.02%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497922.85    | 0.03%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    310000 | PA      | $360302.26    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    413000 | PA      | $359458.35    | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $799194.85    | 0.04%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $444605.10    | 0.02%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1150493.93   | 0.06%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    413000 | PA      | $357498.68    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    829000 | PA      | $788407.90    | 0.04%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    413000 | PA      | $343072.31    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    829000 | PA      | $667657.38    | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    413000 | PA      | $367280.01    | 0.02%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75349.36     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403421.45    | 0.02%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $797511.29    | 0.04%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100810.03    | 0.01%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403825.63    | 0.02%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    243000 | PA      | $205616.16    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    312000 | PA      | $274812.02    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    686000 | PA      | $670781.93    | 0.04%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    549000 | PA      | $493299.45    | 0.03%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202216.79    | 0.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1090906.47   | 0.06%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1824333.17   | 0.10%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    123000 | PA      | $101685.19    | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1152698.90   | 0.06%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    413000 | PA      | $406760.01    | 0.02%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488115.12    | 0.03%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $408858.27    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    107000 | PA      | $95653.56     | 0.01%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $471833.01    | 0.03%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    829000 | PA      | $748863.82    | 0.04%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    829000 | PA      | $821876.49    | 0.04%             | 2024-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    309000 | PA      | $253164.78    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    359000 | PA      | $340361.04    | 0.02%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AT5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    650000 | PA      | $612306.50    | 0.03%             | 2026-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                    | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $403256.81    | 0.02%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     95000 | PA      | $72927.54     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $385099.48    | 0.02%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156341.43    | 0.01%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508824.48    | 0.03%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $479413.08    | 0.03%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    572000 | PA      | $541695.77    | 0.03%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1059406.51   | 0.06%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    293000 | PA      | $283369.56    | 0.02%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96705.78     | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241085.88    | 0.01%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336762.88    | 0.02%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157249.77    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103184.69    | 0.01%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    898000 | PA      | $871718.52    | 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        |    413000 | PA      | $388457.84    | 0.02%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157937.39    | 0.01%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1523483.43   | 0.08%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    691000 | PA      | $588617.38    | 0.03%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                 | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    660000 | PA      | $588343.03    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1046816.62   | 0.06%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    243000 | PA      | $193461.08    | 0.01%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1075094.78   | 0.06%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $788936.41    | 0.04%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    663000 | PA      | $838687.13    | 0.04%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    413000 | PA      | $397774.84    | 0.02%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    691000 | PA      | $596898.13    | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $778736.89    | 0.04%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    349000 | PA      | $316945.44    | 0.02%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    829000 | PA      | $730685.34    | 0.04%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    642000 | PA      | $563590.47    | 0.03%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    829000 | PA      | $799555.33    | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    240000 | PA      | $195075.62    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $463946.64    | 0.02%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25040.01     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $809507.53    | 0.04%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    655000 | PA      | $588745.67    | 0.03%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    329000 | PA      | $272902.92    | 0.01%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland Government International Bond                                | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    666000 | PA      | $658216.13    | 0.03%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    476000 | PA      | $451882.31    | 0.02%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60497.97     | 0.00%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    286000 | PA      | $274298.60    | 0.01%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218551.32    | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1243000 | PA      | $1192960.47   | 0.06%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $790486.38    | 0.04%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $368044.00    | 0.02%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    413000 | PA      | $455690.85    | 0.02%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    829000 | PA      | $818363.46    | 0.04%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    360000 | PA      | $309731.36    | 0.02%             | 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        |    829000 | PA      | $628621.28    | 0.03%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    829000 | PA      | $805580.75    | 0.04%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    413000 | PA      | $374578.40    | 0.02%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1368550.31   | 0.07%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    559000 | PA      | $529746.19    | 0.03%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    329000 | PA      | $283355.40    | 0.02%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    829000 | PA      | $716199.55    | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    982000 | PA      | $928787.88    | 0.05%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    496000 | PA      | $633235.14    | 0.03%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    829000 | PA      | $737976.47    | 0.04%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     26000 | PA      | $30467.14     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    413000 | PA      | $413300.74    | 0.02%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    371000 | PA      | $351027.57    | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $474964.27    | 0.03%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    829000 | PA      | $795520.99    | 0.04%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: —       |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    313000 | PA      | $313533.55    | 0.02%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $569370.83    | 0.03%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269148.00    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407187.36    | 0.02%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    829000 | PA      | $818828.05    | 0.04%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    829000 | PA      | $707789.86    | 0.04%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    492000 | PA      | $438777.85    | 0.02%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128344.10    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                           | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163492.87    | 0.01%             | 2026-02-06      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159501.14    | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $656136.71    | 0.03%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    829000 | PA      | $781556.46    | 0.04%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329908.21    | 0.02%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    129000 | PA      | $107346.32    | 0.01%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391423.92    | 0.02%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $492383.95    | 0.03%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    478000 | PA      | $448177.58    | 0.02%             | 2026-05-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    829000 | PA      | $794346.80    | 0.04%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411778.74    | 0.02%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    334000 | PA      | $275577.45    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $809772.82    | 0.04%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    409000 | PA      | $360883.57    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387622.75    | 0.02%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284643.71    | 0.02%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1483463.75   | 0.08%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    156000 | PA      | $134819.51    | 0.01%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $816130.07    | 0.04%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    243000 | PA      | $232351.74    | 0.01%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    313000 | PA      | $302453.14    | 0.02%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    829000 | PA      | $782111.72    | 0.04%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    329000 | PA      | $325302.55    | 0.02%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160429.43    | 0.01%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $192000.00    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    329000 | PA      | $296248.59    | 0.02%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388292.12    | 0.02%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92743.39     | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391606.26    | 0.02%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    209000 | PA      | $186026.31    | 0.01%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639961.20    | 0.03%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408111.19    | 0.02%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    829000 | PA      | $792642.07    | 0.04%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    243000 | PA      | $209796.08    | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    279000 | PA      | $262586.86    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1507964.23   | 0.08%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    179000 | PA      | $165706.51    | 0.01%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497906.15    | 0.03%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| American Homes 4 Rent                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    129000 | PA      | $125517.21    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    300000 | PA      | $263464.67    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    829000 | PA      | $782872.01    | 0.04%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174868.94    | 0.01%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $488299.64    | 0.03%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $842723.92    | 0.04%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1181242.70   | 0.06%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $793788.89    | 0.04%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $702521.11    | 0.04%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    329000 | PA      | $288572.93    | 0.02%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681369.70    | 0.04%             | 2025-04-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436531.50    | 0.02%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421427.06    | 0.02%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    620000 | PA      | $604704.29    | 0.03%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213424.28    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    350000 | PA      | $315413.72    | 0.02%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $750549.62    | 0.04%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329331.80    | 0.02%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    829000 | PA      | $754324.53    | 0.04%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | NUSS              | AU        |    300000 | PA      | $292351.03    | 0.02%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1623165.67   | 0.09%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    558000 | PA      | $519120.06    | 0.03%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982666.97    | 0.05%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $479418.25    | 0.03%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    179000 | PA      | $157837.96    | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    829000 | PA      | $787824.21    | 0.04%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503839.23    | 0.03%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1541508.66   | 0.08%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    829000 | PA      | $820295.37    | 0.04%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188330.52    | 0.01%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAB3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408857.83    | 0.02%             | 2024-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164282.00    | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122434.58    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    829000 | PA      | $769663.89    | 0.04%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    694000 | PA      | $626497.39    | 0.03%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    329000 | PA      | $301527.78    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    620000 | PA      | $581027.17    | 0.03%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $776795.86    | 0.04%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1689932.21   | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85751.81     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1000993.44   | 0.05%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1126716.46   | 0.06%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403051.57    | 0.02%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    655000 | PA      | $598489.95    | 0.03%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    675000 | PA      | $595363.20    | 0.03%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    496000 | PA      | $428461.05    | 0.02%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    413000 | PA      | $406201.76    | 0.02%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407134.26    | 0.02%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    829000 | PA      | $815849.57    | 0.04%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529129.83    | 0.03%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    109000 | PA      | $88318.95     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214953.40    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559853.23    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    829000 | PA      | $809377.33    | 0.04%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $250500.00    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179995.00    | 0.01%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    184000 | PA      | $164356.22    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120024.06    | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    274000 | PA      | $227165.62    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312120.91    | 0.02%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296924.87    | 0.02%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    626000 | PA      | $606213.30    | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1464874.22   | 0.08%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1028000 | PA      | $1016692.00   | 0.05%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161564.91    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    488000 | PA      | $452895.99    | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VF CORP                                                                          | VF Corp                                                                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    413000 | PA      | $358555.41    | 0.02%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    359000 | PA      | $332447.84    | 0.02%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $325388.24    | 0.02%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $704732.83    | 0.04%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $286658.54    | 0.02%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299408.53    | 0.02%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $543088.21    | 0.03%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    829000 | PA      | $764497.28    | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    759000 | PA      | $659476.63    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    829000 | PA      | $829849.54    | 0.04%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1495719.84   | 0.08%             | 2026-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1310000 | PA      | $1251295.63   | 0.07%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188025.71    | 0.01%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    911000 | PA      | $812856.79    | 0.04%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    378000 | PA      | $363323.81    | 0.02%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $676635.17    | 0.04%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1235958.65   | 0.07%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535622.72    | 0.03%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159382.84    | 0.01%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    276000 | PA      | $263496.18    | 0.01%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                         | Aegon NV                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $285920.69    | 0.02%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $805326.74    | 0.04%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    829000 | PA      | $815631.39    | 0.04%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193394.94    | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    309000 | PA      | $290716.82    | 0.02%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1647668.62   | 0.09%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $886830.00    | 0.05%             | 2026-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $239506.27    | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262221.87    | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    130000 | PA      | $125456.54    | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1659000 | PA      | $1492380.62   | 0.08%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $167439.36    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    683000 | PA      | $605847.15    | 0.03%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170349.15    | 0.01%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    194000 | PA      | $181176.57    | 0.01%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    490000 | PA      | $453129.54    | 0.02%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53530.32     | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    762000 | PA      | $611796.83    | 0.03%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250240.21    | 0.01%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    239000 | PA      | $200869.02    | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     79000 | PA      | $71940.39     | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    343000 | PA      | $333410.50    | 0.02%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    259000 | PA      | $248400.09    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400000.34    | 0.02%             | 2025-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1283555.44   | 0.07%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170839.52    | 0.01%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    840000 | PA      | $853486.18    | 0.05%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    359000 | PA      | $317676.11    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CA                                                                 | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $395634.65    | 0.02%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $390366.85    | 0.02%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $780220.98    | 0.04%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400764.74    | 0.02%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434244.97    | 0.02%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370603.23    | 0.02%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    321000 | PA      | $267427.14    | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    829000 | PA      | $785209.64    | 0.04%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    591000 | PA      | $456606.06    | 0.02%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $145621.22    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    829000 | PA      | $733334.46    | 0.04%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $552188.53    | 0.03%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50967.57     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    853000 | PA      | $807692.05    | 0.04%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    163000 | PA      | $142375.30    | 0.01%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    209000 | PA      | $175312.51    | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1908800.08   | 0.10%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $387372.03    | 0.02%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200113.20    | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210985.85    | 0.01%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    483000 | PA      | $447956.79    | 0.02%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    970000 | PA      | $936035.94    | 0.05%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1013153.38   | 0.05%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $831661.53    | 0.04%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    359000 | PA      | $333712.94    | 0.02%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    309000 | PA      | $299584.58    | 0.02%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    829000 | PA      | $781008.89    | 0.04%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    911000 | PA      | $853517.53    | 0.05%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    476000 | PA      | $450874.63    | 0.02%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159633.19    | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1747626.09   | 0.09%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1328908.96   | 0.07%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    421000 | PA      | $401259.41    | 0.02%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    982000 | PA      | $839497.12    | 0.04%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161632.97    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $334343.25    | 0.02%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182568.95    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54003.80     | 0.00%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    393000 | PA      | $371066.68    | 0.02%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    179000 | PA      | $160587.49    | 0.01%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    163000 | PA      | $145437.39    | 0.01%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1569961.67   | 0.08%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    394000 | PA      | $344657.08    | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1238079.46   | 0.07%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855233.49    | 0.05%             | 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        |    400000 | PA      | $395503.32    | 0.02%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    458000 | PA      | $400863.43    | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    259000 | PA      | $253935.12    | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA Inc                                                            | Credit Suisse USA Inc                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324195.52    | 0.02%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    829000 | PA      | $680168.43    | 0.04%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285300.35    | 0.02%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $389440.52    | 0.02%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1007012.44   | 0.05%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    579000 | PA      | $505054.50    | 0.03%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    829000 | PA      | $807584.45    | 0.04%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $399056.27    | 0.02%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336624.95    | 0.02%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1439636.80   | 0.08%             | 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        |    750000 | PA      | $720926.10    | 0.04%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514418.40    | 0.03%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $741428.32    | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1589982.85   | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161563.43    | 0.01%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    463000 | PA      | $440973.51    | 0.02%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139804.25    | 0.01%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $396511.81    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101965.32    | 0.01%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127160.62    | 0.01%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    829000 | PA      | $798887.13    | 0.04%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $30350.93     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $461762.97    | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $824345.97    | 0.04%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385146.59    | 0.02%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    476000 | PA      | $476923.65    | 0.03%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211720.33    | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    829000 | PA      | $814375.14    | 0.04%             | 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        |    120000 | PA      | $109880.00    | 0.01%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801489.00    | 0.04%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland Government International Bond                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1036000 | PA      | $998315.50    | 0.05%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    478000 | PA      | $467531.36    | 0.02%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    500000 | PA      | $473907.19    | 0.03%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    339000 | PA      | $335493.10    | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    478000 | PA      | $454218.46    | 0.02%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2364797.01   | 0.13%             | 2025-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1179000 | PA      | $1034626.93   | 0.05%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249165.00    | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $547081.22    | 0.03%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    829000 | PA      | $738058.70    | 0.04%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    231000 | PA      | $201094.72    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29365PAP7<br>LEI: 8F4SD5Y4YNDDSMHFUP83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506136.57    | 0.03%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    648000 | PA      | $607993.33    | 0.03%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    721000 | PA      | $657101.38    | 0.03%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $931126.74    | 0.05%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    413000 | PA      | $393983.91    | 0.02%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394262.00    | 0.02%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    313000 | PA      | $305826.86    | 0.02%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    829000 | PA      | $820629.16    | 0.04%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $161062.17    | 0.01%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EU3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1385835.00   | 0.07%             | 2025-04-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190986.52    | 0.01%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220745.79    | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $975368.87    | 0.05%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1799096.50   | 0.10%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    628000 | PA      | $558009.23    | 0.03%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102490.76    | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $203242.29    | 0.01%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114000.63    | 0.01%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2260435.13   | 0.12%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174344.71    | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     93000 | PA      | $80120.42     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    656000 | PA      | $623007.65    | 0.03%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    289000 | PA      | $270634.39    | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    308000 | PA      | $274810.47    | 0.01%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $416662.43    | 0.02%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1243000 | PA      | $1102837.79   | 0.06%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801933.29    | 0.04%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405338.73    | 0.02%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $516884.27    | 0.03%             | 2025-04-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196014.96    | 0.01%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                     | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    393000 | PA      | $356153.77    | 0.02%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203176.69    | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    829000 | PA      | $668002.50    | 0.04%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    577000 | PA      | $565522.39    | 0.03%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    384000 | PA      | $311740.20    | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    163000 | PA      | $161293.01    | 0.01%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $392075.00    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    538000 | PA      | $543283.16    | 0.03%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    694000 | PA      | $561566.57    | 0.03%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    710000 | PA      | $634030.00    | 0.03%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    413000 | PA      | $379991.92    | 0.02%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101670.68    | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390159.48    | 0.02%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109222.00    | 0.01%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104456.70    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1019712.74   | 0.05%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1569465.73   | 0.08%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65467.55     | 0.00%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116540.96    | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    479000 | PA      | $473561.76    | 0.03%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $397897.06    | 0.02%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    628000 | PA      | $558988.67    | 0.03%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    558000 | PA      | $474916.71    | 0.03%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $796053.78    | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $272704.06    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $678593.70    | 0.04%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    660000 | PA      | $626128.80    | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204140.64    | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1150000 | PA      | $1104380.33   | 0.06%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158149.79    | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    886000 | PA      | $888773.00    | 0.05%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206338.65    | 0.01%             | 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        |    829000 | PA      | $789548.86    | 0.04%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| GENPACT LUXEMBOURG SARL                                                          | Genpact Luxembourg Sarl                                                         | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |    129000 | PA      | $124099.33    | 0.01%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    745000 | PA      | $673974.66    | 0.04%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537324.80    | 0.03%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    272000 | PA      | $264143.59    | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514573.94    | 0.03%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $469040.49    | 0.02%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159388.78    | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $816842.62    | 0.04%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    620000 | PA      | $586040.37    | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53735.23     | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    229000 | PA      | $189833.82    | 0.01%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    329000 | PA      | $278340.58    | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                   | Prudential PLC                                                                  | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $379650.25    | 0.02%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299355.34    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    159000 | PA      | $136707.80    | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    163000 | PA      | $153449.90    | 0.01%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1048803.44   | 0.06%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194496.39    | 0.01%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    389000 | PA      | $368138.51    | 0.02%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    739000 | PA      | $685915.61    | 0.04%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $791273.73    | 0.04%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70177.39     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    829000 | PA      | $805846.46    | 0.04%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1341774.44   | 0.07%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187318.39    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    829000 | PA      | $756429.13    | 0.04%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617142.74    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403695.27    | 0.02%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2272805.31   | 0.12%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $421371.36    | 0.02%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $386897.76    | 0.02%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    683000 | PA      | $580674.87    | 0.03%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    660000 | PA      | $643061.76    | 0.03%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $897200.00    | 0.05%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $545978.20    | 0.03%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| Dell Inc                                                                         | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    329000 | PA      | $361087.37    | 0.02%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    829000 | PA      | $818001.33    | 0.04%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    470000 | PA      | $447574.11    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505272.46    | 0.03%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841134.50    | 0.04%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    791000 | PA      | $745612.00    | 0.04%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $756550.21    | 0.04%             | 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        |    620000 | PA      | $598610.96    | 0.03%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96911.51     | 0.01%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1784730.82   | 0.09%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    201000 | PA      | $184195.93    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    670000 | PA      | $573208.29    | 0.03%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    745000 | PA      | $664739.35    | 0.04%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    282000 | PA      | $235101.50    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $747845.82    | 0.04%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $950992.53    | 0.05%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    409000 | PA      | $397986.86    | 0.02%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    565000 | PA      | $554314.44    | 0.03%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $594288.81    | 0.03%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    829000 | PA      | $804250.34    | 0.04%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171155.33    | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42056.39     | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    209000 | PA      | $194664.28    | 0.01%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1730064.59   | 0.09%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    143000 | PA      | $129584.12    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    519000 | PA      | $447747.79    | 0.02%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1566879.10   | 0.08%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $574351.72    | 0.03%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $47007.48     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157170.97    | 0.01%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    829000 | PA      | $712699.72    | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    179000 | PA      | $158784.87    | 0.01%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359943.42    | 0.02%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    723000 | PA      | $631542.55    | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    620000 | PA      | $583612.55    | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $821576.71    | 0.04%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789643.01    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $802029.30    | 0.04%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478816.92    | 0.03%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174271.03    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $118146.41    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    209000 | PA      | $188182.16    | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316607.80    | 0.02%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388935.74    | 0.02%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191353.28    | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conoco Funding Co                                                                | Conoco Funding Co                                                               | CUSIP: 20825UAC8<br>LEI: XX71EBFZWSRCIL200314 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $411598.77    | 0.02%             | 2031-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1043413.44   | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    800000 | PA      | $749352.00    | 0.04%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    829000 | PA      | $813961.69    | 0.04%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542108.38    | 0.03%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    558000 | PA      | $540326.52    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $588493.40    | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    783000 | PA      | $667654.31    | 0.04%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    741000 | PA      | $723295.79    | 0.04%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $528519.24    | 0.03%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311759.37    | 0.02%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1464000 | PA      | $1316011.12   | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    413000 | PA      | $356885.42    | 0.02%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    329000 | PA      | $269194.41    | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Ameren Corp                                                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    829000 | PA      | $759690.12    | 0.04%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2379029.24   | 0.13%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    413000 | PA      | $337402.29    | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $740736.71    | 0.04%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1493000 | PA      | $1336770.02   | 0.07%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1700000 | PA      | $1594260.00   | 0.08%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164254.88    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    413000 | PA      | $404524.13    | 0.02%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    393000 | PA      | $321671.49    | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    500000 | PA      | $478300.00    | 0.03%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    596000 | PA      | $555968.10    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117828.06    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    623000 | PA      | $605581.42    | 0.03%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393024.35    | 0.02%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385471.21    | 0.02%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    348000 | PA      | $326973.07    | 0.02%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    413000 | PA      | $356124.77    | 0.02%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1492222.98   | 0.08%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405128.48    | 0.02%             | 2024-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005743.48   | 0.05%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329461.43    | 0.02%             | 2024-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    333000 | PA      | $326367.57    | 0.02%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    163000 | PA      | $154594.84    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    829000 | PA      | $789405.34    | 0.04%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    329000 | PA      | $289060.40    | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CF3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1150000 | PA      | $1128753.54   | 0.06%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $215514.41    | 0.01%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34323.01     | 0.00%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    233000 | PA      | $180121.03    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $377499.07    | 0.02%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     98000 | PA      | $80915.42     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1539846.65   | 0.08%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192549.28    | 0.01%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360034.41    | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    829000 | PA      | $704672.37    | 0.04%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $790978.14    | 0.04%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159205.62    | 0.01%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1257857.86   | 0.07%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    973000 | PA      | $938823.81    | 0.05%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAA4<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   4302000 | PA      | $4171388.44   | 0.22%             | 2024-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    261000 | PA      | $249773.44    | 0.01%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    829000 | PA      | $783251.27    | 0.04%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158159.44    | 0.01%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390436.61    | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $492294.00    | 0.03%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176062.29    | 0.01%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $750504.24    | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $573490.74    | 0.03%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    745000 | PA      | $611748.96    | 0.03%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1513804.32   | 0.08%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    829000 | PA      | $815199.46    | 0.04%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    371000 | PA      | $283124.42    | 0.02%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162036.92    | 0.01%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    413000 | PA      | $346470.06    | 0.02%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $369727.78    | 0.02%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    225000 | PA      | $186979.45    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    309000 | PA      | $300103.47    | 0.02%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    325000 | PA      | $292973.68    | 0.02%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579562.87    | 0.03%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    593000 | PA      | $598546.39    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97483.28     | 0.01%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1116456.84   | 0.06%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205219.24    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    679000 | PA      | $615027.21    | 0.03%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310830.82    | 0.02%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    393000 | PA      | $359793.32    | 0.02%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1805000 | PA      | $1967650.93   | 0.10%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $766854.74    | 0.04%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504285.57    | 0.03%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $598672.78    | 0.03%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174168.61    | 0.01%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3319000 | PA      | $3033477.75   | 0.16%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156152.38    | 0.01%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    413000 | PA      | $398060.91    | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $274679.58    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    416000 | PA      | $362371.89    | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    413000 | PA      | $328087.80    | 0.02%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    219000 | PA      | $187863.73    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $157414.76    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1203420.82   | 0.06%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386616.72    | 0.02%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    274000 | PA      | $229961.91    | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    492000 | PA      | $483205.06    | 0.03%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170105.12    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433827.41    | 0.02%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    311000 | PA      | $254981.13    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    454000 | PA      | $419661.02    | 0.02%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $69506.01     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                                                           | CNOOC Finance 2014 ULC                                                          | CUSIP: 12591DAC5<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |   1145000 | PA      | $1133790.45   | 0.06%             | 2024-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $733885.28    | 0.04%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    829000 | PA      | $815203.67    | 0.04%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    381000 | PA      | $340467.97    | 0.02%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    470000 | PA      | $415471.98    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    413000 | PA      | $409696.92    | 0.02%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    998000 | PA      | $831113.67    | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    342000 | PA      | $325307.28    | 0.02%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120790.62    | 0.01%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    229000 | PA      | $223137.47    | 0.01%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    699000 | PA      | $596468.18    | 0.03%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202655.89    | 0.01%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                       | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    478000 | PA      | $464200.14    | 0.02%             | 2025-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $275443.44    | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482636.32    | 0.03%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1938182.74   | 0.10%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    413000 | PA      | $409973.34    | 0.02%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340200.09    | 0.02%             | 2024-03-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182511.78    | 0.01%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $409139.66    | 0.02%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    745000 | PA      | $670549.66    | 0.04%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1299000 | PA      | $1586956.66   | 0.08%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1368159.01   | 0.07%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    829000 | PA      | $734384.89    | 0.04%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    829000 | PA      | $780701.74    | 0.04%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349870.79    | 0.02%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    113000 | PA      | $100507.82    | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    130000 | PA      | $103081.52    | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    839000 | PA      | $807694.81    | 0.04%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    399000 | PA      | $333223.19    | 0.02%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    610000 | PA      | $590525.34    | 0.03%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    185000 | PA      | $190310.28    | 0.01%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    982000 | PA      | $859250.00    | 0.05%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    460000 | PA      | $372156.44    | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297359.50    | 0.02%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801070.00    | 0.04%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444888.38    | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    419000 | PA      | $359913.38    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    159000 | PA      | $149988.23    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2407503.52   | 0.13%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    291000 | PA      | $253681.82    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    782000 | PA      | $699169.32    | 0.04%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    218000 | PA      | $210714.03    | 0.01%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                           | Sanofi                                                                          | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    359000 | PA      | $350372.15    | 0.02%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    209000 | PA      | $189195.77    | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    829000 | PA      | $707557.74    | 0.04%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    239000 | PA      | $211777.98    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    413000 | PA      | $358821.99    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267495.78    | 0.01%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    823000 | PA      | $820531.00    | 0.04%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    911000 | PA      | $746173.05    | 0.04%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2489000 | PA      | $2366264.40   | 0.13%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    409000 | PA      | $390299.60    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    130000 | PA      | $132580.07    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399481.30    | 0.02%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    362000 | PA      | $326281.91    | 0.02%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    209000 | PA      | $203977.41    | 0.01%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD OPERATING PARTN                                                         | Safehold Operating Partnership LP                                               | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    129000 | PA      | $102654.03    | 0.01%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    829000 | PA      | $755903.48    | 0.04%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1335473.46   | 0.07%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    329000 | PA      | $282163.43    | 0.01%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171542.96    | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2435884.75   | 0.13%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    163000 | PA      | $148975.05    | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    293000 | PA      | $296305.82    | 0.02%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588911.80    | 0.03%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385740.34    | 0.02%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605782.10    | 0.03%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157363.92    | 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        |    359000 | PA      | $327958.06    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161516.96    | 0.01%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    279000 | PA      | $236986.68    | 0.01%             | 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        |    355000 | PA      | $284549.30    | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                                                         | American Equity Investment Life Holding Co                                      | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197351.75    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    179000 | PA      | $155187.08    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $212828.00    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292302.96    | 0.02%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    421000 | PA      | $384664.20    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187927.01    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    829000 | PA      | $782866.45    | 0.04%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    329000 | PA      | $290242.67    | 0.02%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    655000 | PA      | $658762.01    | 0.04%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1221718.95   | 0.06%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353422.05    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                         | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98831.88     | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    260000 | PA      | $190949.26    | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $420464.68    | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293142 | PA      | $263356.10    | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    333000 | PA      | $314740.04    | 0.02%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1180375.25   | 0.06%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40618.61     | 0.00%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $816413.89    | 0.04%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    620000 | PA      | $593458.73    | 0.03%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $847708.19    | 0.05%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    829000 | PA      | $826473.49    | 0.04%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1078186.58   | 0.06%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $205779.08    | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $812608.61    | 0.04%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    829000 | PA      | $795775.46    | 0.04%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    413000 | PA      | $374740.97    | 0.02%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801031.13    | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    831000 | PA      | $685487.15    | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140974.15    | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2519000 | PA      | $2744090.66   | 0.15%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    315000 | PA      | $297527.39    | 0.02%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208820.87    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    496000 | PA      | $438627.17    | 0.02%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    413000 | PA      | $369925.58    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    465000 | PA      | $414905.55    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    829000 | PA      | $735825.33    | 0.04%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125297.17    | 0.01%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    404000 | PA      | $363455.68    | 0.02%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                             | Physicians Realty LP                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    413000 | PA      | $344091.62    | 0.02%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251283.77    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    579000 | PA      | $462709.88    | 0.02%             | 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        |    829000 | PA      | $668635.87    | 0.04%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575668.73    | 0.03%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2164056.40   | 0.12%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1372261.55   | 0.07%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    409000 | PA      | $403233.85    | 0.02%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    829000 | PA      | $748204.18    | 0.04%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    829000 | PA      | $728632.29    | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24503.73     | 0.00%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    229000 | PA      | $215216.26    | 0.01%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    329000 | PA      | $315923.17    | 0.02%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    829000 | PA      | $768900.01    | 0.04%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $804730.41    | 0.04%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    409000 | PA      | $391698.47    | 0.02%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    829000 | PA      | $790404.04    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    366000 | PA      | $318535.26    | 0.02%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    659000 | PA      | $539618.55    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    829000 | PA      | $823306.52    | 0.04%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $394085.82    | 0.02%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    413000 | PA      | $391242.85    | 0.02%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    374000 | PA      | $333243.96    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546743.06    | 0.03%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    659000 | PA      | $679851.09    | 0.04%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398226.21    | 0.02%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    381000 | PA      | $323535.06    | 0.02%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2452909.50   | 0.13%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    416000 | PA      | $390348.97    | 0.02%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    293000 | PA      | $254380.33    | 0.01%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    591000 | PA      | $490982.91    | 0.03%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $85229.99     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                 | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    413000 | PA      | $386599.00    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $443250.90    | 0.02%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    447000 | PA      | $390539.96    | 0.02%             | 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        |    829000 | PA      | $800951.88    | 0.04%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    309000 | PA      | $295373.87    | 0.02%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1310000 | PA      | $1187187.50   | 0.06%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167259.51    | 0.01%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305104.74    | 0.02%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209230.25    | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1659000 | PA      | $1603745.78   | 0.09%             | 2024-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    103000 | PA      | $94960.82     | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $373852.77    | 0.02%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403123.50    | 0.02%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1466370.00   | 0.08%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402356.00    | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $468118.51    | 0.02%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1053402.97   | 0.06%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403548.09    | 0.02%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690972.36    | 0.04%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388678.35    | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    413000 | PA      | $388286.08    | 0.02%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    989000 | PA      | $948140.64    | 0.05%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    759000 | PA      | $766466.95    | 0.04%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    103000 | PA      | $96965.51     | 0.01%             | 2024-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $574234.61    | 0.03%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    107000 | PA      | $89098.15     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253516.23    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    579000 | PA      | $470710.31    | 0.03%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403241.87    | 0.02%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $390185.08    | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352446.32    | 0.02%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    496000 | PA      | $418205.38    | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373763.04    | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158330.42    | 0.01%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    166000 | PA      | $137398.38    | 0.01%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162311.37    | 0.01%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175490.13    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    823000 | PA      | $765851.32    | 0.04%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384892.64    | 0.02%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1007729.44   | 0.05%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    615000 | PA      | $557253.03    | 0.03%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    200000 | PA      | $168859.00    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408332.12    | 0.02%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160403.92    | 0.01%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    425000 | PA      | $400893.83    | 0.02%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 53522KAA1<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100436.61    | 0.01%             | 2024-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    658000 | PA      | $557513.06    | 0.03%             | 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        |    229000 | PA      | $192646.65    | 0.01%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527346.56    | 0.03%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $812725.27    | 0.04%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    829000 | PA      | $819327.51    | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: —       |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    660000 | PA      | $571849.40    | 0.03%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    413000 | PA      | $341450.38    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104767.60    | 0.01%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    759000 | PA      | $743748.68    | 0.04%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171765.22    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    179000 | PA      | $153042.54    | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    279000 | PA      | $269761.10    | 0.01%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    900000 | PA      | $870401.77    | 0.05%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    579000 | PA      | $477979.68    | 0.03%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161847.93    | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | 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        |    829000 | PA      | $808283.29    | 0.04%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119884.18    | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $204077.90    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    723000 | PA      | $716373.60    | 0.04%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1051690.91   | 0.06%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    829000 | PA      | $796618.27    | 0.04%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    655000 | PA      | $651282.48    | 0.03%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123079.99    | 0.01%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $589287.01    | 0.03%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415792.78    | 0.02%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE                            | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    490000 | PA      | $509724.46    | 0.03%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $381914.61    | 0.02%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008068.33   | 0.05%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    799000 | PA      | $779977.38    | 0.04%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    600000 | PA      | $475526.21    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $606170.16    | 0.03%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    405000 | PA      | $340551.02    | 0.02%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    226000 | PA      | $197394.10    | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811725.50    | 0.04%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162336.29    | 0.01%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    625000 | PA      | $557664.60    | 0.03%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    483000 | PA      | $477856.17    | 0.03%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    126000 | PA      | $101818.98    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1229111.77   | 0.07%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    167000 | PA      | $161576.94    | 0.01%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198098.94    | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    343000 | PA      | $334786.68    | 0.02%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    229000 | PA      | $200626.41    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    829000 | PA      | $806095.30    | 0.04%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    311000 | PA      | $280933.43    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    637000 | PA      | $573200.17    | 0.03%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175673.81    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2436937.41   | 0.13%             | 2024-01-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297154 | PA      | $264714.86    | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388578.63    | 0.02%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311854.07    | 0.02%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449541.00    | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646XY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $226543.35    | 0.01%             | 2029-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1243000 | PA      | $1187973.67   | 0.06%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400732.15    | 0.02%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $811925.70    | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78189.63     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $287577.02    | 0.02%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    483000 | PA      | $423762.05    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    829000 | PA      | $837290.00    | 0.04%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    334000 | PA      | $286051.74    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $422195.45    | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $364682.09    | 0.02%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    156000 | PA      | $139805.63    | 0.01%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117360.34    | 0.01%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401758.37    | 0.02%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50974.71     | 0.00%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    384000 | PA      | $327083.30    | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $383671.41    | 0.02%             | 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        |   1159000 | PA      | $987404.61    | 0.05%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388686.87    | 0.02%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    191000 | PA      | $175939.69    | 0.01%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490008.83    | 0.03%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200013.07    | 0.01%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    829000 | PA      | $742600.19    | 0.04%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1587068.65   | 0.08%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2150000 | PA      | $1867344.19   | 0.10%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    813000 | PA      | $716112.08    | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    509000 | PA      | $476398.20    | 0.03%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    703000 | PA      | $663037.06    | 0.04%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255626.41    | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $484034.36    | 0.03%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    695000 | PA      | $656367.72    | 0.03%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $420968.64    | 0.02%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1041741.24   | 0.06%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    546000 | PA      | $529521.69    | 0.03%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | Radian Group Inc                                                                | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145023.53    | 0.01%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    829000 | PA      | $790267.01    | 0.04%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    829000 | PA      | $761962.12    | 0.04%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    869000 | PA      | $830140.32    | 0.04%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1517586.84   | 0.08%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    194000 | PA      | $157476.95    | 0.01%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $166644.20    | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448724.21    | 0.02%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163676.76    | 0.01%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1478328.52   | 0.08%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    974000 | PA      | $867795.33    | 0.05%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394181.05    | 0.02%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    829000 | PA      | $812693.13    | 0.04%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $972505.01    | 0.05%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497614.02    | 0.03%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $370854.88    | 0.02%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    572000 | PA      | $557562.65    | 0.03%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JC9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2489000 | PA      | $2375700.72   | 0.13%             | 2024-08-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308747.66    | 0.02%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177449.20    | 0.01%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    163000 | PA      | $161331.49    | 0.01%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBL8<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $484160.00    | 0.03%             | 2024-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    413000 | PA      | $374045.39    | 0.02%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    829000 | PA      | $804590.62    | 0.04%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $954191.03    | 0.05%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    399000 | PA      | $389704.43    | 0.02%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    507000 | PA      | $500218.27    | 0.03%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    660000 | PA      | $635208.00    | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    413000 | PA      | $383081.66    | 0.02%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    219000 | PA      | $186686.55    | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBP9<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $999680.00    | 0.05%             | 2025-09-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $398711.66    | 0.02%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $938399.76    | 0.05%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $524637.73    | 0.03%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4150000 | PA      | $3836123.42   | 0.20%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1659000 | PA      | $1581135.37   | 0.08%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    294000 | PA      | $279427.12    | 0.01%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391955.74    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $723121.66    | 0.04%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    179000 | PA      | $172376.39    | 0.01%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    835000 | PA      | $852881.37    | 0.05%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $817625.30    | 0.04%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    829000 | PA      | $742479.94    | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    579000 | PA      | $495861.47    | 0.03%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $56139.71     | 0.00%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    130000 | PA      | $113548.21    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    413000 | PA      | $339024.05    | 0.02%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $605406.31    | 0.03%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391750.97    | 0.02%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    829000 | PA      | $793134.97    | 0.04%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1216310.02   | 0.06%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     61000 | PA      | $49122.74     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    329000 | PA      | $268757.15    | 0.01%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1158891.00   | 0.06%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    572000 | PA      | $466861.66    | 0.02%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    829000 | PA      | $767452.85    | 0.04%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    329000 | PA      | $283039.60    | 0.02%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497989.25    | 0.03%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $948537.56    | 0.05%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    609000 | PA      | $603393.36    | 0.03%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25020.43     | 0.00%             | 2025-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    159000 | PA      | $148983.18    | 0.01%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    745000 | PA      | $636161.36    | 0.03%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    413000 | PA      | $402723.82    | 0.02%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    209000 | PA      | $179496.17    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    433000 | PA      | $545674.94    | 0.03%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    311000 | PA      | $276775.74    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    286000 | PA      | $264516.99    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    759000 | PA      | $733383.75    | 0.04%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    728000 | PA      | $718414.61    | 0.04%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1541709.41   | 0.08%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1619687.15   | 0.09%             | 2024-01-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1754990.92   | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $980646.44    | 0.05%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99935.26     | 0.01%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    413000 | PA      | $361562.11    | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $428816.52    | 0.02%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157258.61    | 0.01%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    829000 | PA      | $792764.41    | 0.04%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    393000 | PA      | $366648.70    | 0.02%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    236000 | PA      | $224897.24    | 0.01%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    279000 | PA      | $274975.07    | 0.01%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177123.68    | 0.01%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    829000 | PA      | $778886.26    | 0.04%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99974.74     | 0.01%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $157963.10    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    413000 | PA      | $447551.83    | 0.02%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    259000 | PA      | $231489.47    | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $211571.39    | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                                                  | Brookfield Corp                                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $163427.38    | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1000373.47   | 0.05%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $309900.00    | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $795000.07    | 0.04%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285625.61    | 0.02%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD                     | CUSIP: 592041WJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    288000 | PA      | $278419.39    | 0.01%             | 2026-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AT5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1050000 | PA      | $953762.25    | 0.05%             | 2026-04-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $727010.53    | 0.04%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103690.17    | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    279000 | PA      | $248690.63    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158449.73    | 0.01%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    307000 | PA      | $252747.54    | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160634.40    | 0.01%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    359000 | PA      | $312323.17    | 0.02%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1180284.31   | 0.06%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    229000 | PA      | $243302.63    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    496000 | PA      | $416272.11    | 0.02%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255437.38    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    909000 | PA      | $883957.20    | 0.05%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    859000 | PA      | $771937.90    | 0.04%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    360000 | PA      | $293364.00    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $365414.76    | 0.02%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1399655.52   | 0.07%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $621036.37    | 0.03%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1459000 | PA      | $1232216.69   | 0.07%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1823475.80   | 0.10%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159964.49    | 0.01%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    850000 | PA      | $792520.69    | 0.04%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    229000 | PA      | $201679.68    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $307039.80    | 0.02%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1259413.67   | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $47241.42     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    655000 | PA      | $583925.95    | 0.03%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $318000.00    | 0.02%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124929.83    | 0.01%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $399966.83    | 0.02%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    496000 | PA      | $459392.58    | 0.02%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786540.14    | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $309904.23    | 0.02%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $382275.97    | 0.02%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    683000 | PA      | $600405.94    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $972334.17    | 0.05%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    130000 | PA      | $100893.25    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    829000 | PA      | $761281.90    | 0.04%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    829000 | PA      | $722566.37    | 0.04%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $413499.50    | 0.02%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $402660.08    | 0.02%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535854.89    | 0.03%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991758.07    | 0.05%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    366000 | PA      | $291034.12    | 0.02%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407682.45    | 0.02%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    478000 | PA      | $381257.58    | 0.02%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    129000 | PA      | $97982.93     | 0.01%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    179000 | PA      | $147168.20    | 0.01%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    200000 | PA      | $190449.88    | 0.01%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    413000 | PA      | $354802.67    | 0.02%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $505399.48    | 0.03%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $612339.20    | 0.03%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1162984.58   | 0.06%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1179287.54   | 0.06%             | 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        |    484000 | PA      | $396800.51    | 0.02%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $829274.75    | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    243000 | PA      | $240105.60    | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    317000 | PA      | $303052.90    | 0.02%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546416.13    | 0.03%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63688.63     | 0.00%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1601964.19   | 0.09%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AH6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    663000 | PA      | $715847.66    | 0.04%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127711.29    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    572000 | PA      | $544201.06    | 0.03%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1214000 | PA      | $1135746.13   | 0.06%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $803422.01    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110595.14    | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    413000 | PA      | $410570.81    | 0.02%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $817626.53    | 0.04%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    413000 | PA      | $328829.69    | 0.02%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    243000 | PA      | $230443.70    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    339000 | PA      | $325837.76    | 0.02%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $774730.92    | 0.04%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AH4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    713000 | PA      | $693294.21    | 0.04%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    563000 | PA      | $540662.68    | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294844.28    | 0.02%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280689.32    | 0.01%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    745000 | PA      | $675172.33    | 0.04%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $393474.26    | 0.02%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    413000 | PA      | $409632.98    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $820849.68    | 0.04%             | 2024-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1659000 | PA      | $1390152.73   | 0.07%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    207000 | PA      | $190557.15    | 0.01%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163669.29    | 0.01%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    829000 | PA      | $813887.90    | 0.04%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287321.10    | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157432.03    | 0.01%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $485682.31    | 0.03%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    393000 | PA      | $357593.78    | 0.02%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    259000 | PA      | $231853.50    | 0.01%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $454574.05    | 0.02%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $646761.11    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1330084.00   | 0.07%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428726.44    | 0.02%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $964546.76    | 0.05%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $617547.28    | 0.03%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $262376.64    | 0.01%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                               | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    163000 | PA      | $154782.04    | 0.01%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    829000 | PA      | $822135.46    | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161472.47    | 0.01%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    180000 | PA      | $142036.20    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | 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        |    243000 | PA      | $220665.85    | 0.01%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1113685.56   | 0.06%             | 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        |   1059000 | PA      | $987699.04    | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    829000 | PA      | $803827.57    | 0.04%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45326.73     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120053.44    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299234.57    | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    772000 | PA      | $694896.32    | 0.04%             | 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        |    500000 | PA      | $544865.01    | 0.03%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108426.04    | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $490151.31    | 0.03%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901811.08    | 0.05%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 129726991 | NS      | $129804827.34 | 6.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $135236.88    | 0.01%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    459000 | PA      | $364714.34    | 0.02%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    270000 | PA      | $292418.72    | 0.02%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125924.88    | 0.01%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315458.54    | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123899.97    | 0.01%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407914.66    | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $386153.26    | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    660000 | PA      | $584981.23    | 0.03%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    889000 | PA      | $794673.47    | 0.04%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    496000 | PA      | $410038.42    | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    222000 | PA      | $200865.79    | 0.01%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    458000 | PA      | $394797.70    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497466.58    | 0.03%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167CW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $956940.00    | 0.05%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    734000 | PA      | $675179.13    | 0.04%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    156000 | PA      | $140970.64    | 0.01%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $505504.44    | 0.03%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    657000 | PA      | $594179.80    | 0.03%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530627.83    | 0.03%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    488000 | PA      | $421301.09    | 0.02%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                           | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    393000 | PA      | $342134.91    | 0.02%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    478000 | PA      | $461279.56    | 0.02%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    123000 | PA      | $105157.29    | 0.01%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392698.31    | 0.02%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    194000 | PA      | $163181.25    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118619.96    | 0.01%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54091.34     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1440485.61   | 0.08%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502378.27    | 0.03%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1623085.63   | 0.09%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416180.37    | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $907844.61    | 0.05%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129322.13    | 0.01%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1682113.94   | 0.09%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $397002.09    | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    366000 | PA      | $341293.63    | 0.02%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2039463.37   | 0.11%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    366000 | PA      | $292854.75    | 0.02%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $572687.73    | 0.03%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    355000 | PA      | $283110.71    | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                       | Kellogg Co                                                                      | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    159000 | PA      | $134461.65    | 0.01%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506347.82    | 0.03%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    579000 | PA      | $515245.93    | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $383214.76    | 0.02%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120309.48    | 0.01%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132634.88    | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     79000 | PA      | $73808.44     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504414.41    | 0.03%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1023852.24   | 0.05%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    829000 | PA      | $759154.90    | 0.04%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    129000 | PA      | $110292.80    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $509555.21    | 0.03%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1524460.94   | 0.08%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AJ6<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    250000 | PA      | $254409.76    | 0.01%             | 2033-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    325000 | PA      | $269136.15    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    413000 | PA      | $392726.53    | 0.02%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    925000 | PA      | $909179.61    | 0.05%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    663000 | PA      | $598404.46    | 0.03%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    459000 | PA      | $385757.98    | 0.02%             | 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        |    489000 | PA      | $465715.74    | 0.02%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    300000 | PA      | $286255.37    | 0.02%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    759000 | PA      | $675836.64    | 0.04%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156451.39    | 0.01%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    300000 | PA      | $237004.75    | 0.01%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    539000 | PA      | $456202.43    | 0.02%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    244000 | PA      | $209702.15    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127330.03    | 0.01%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $95915.13     | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483227.54    | 0.03%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    454000 | PA      | $440816.33    | 0.02%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $288477.86    | 0.02%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213428.77    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $830531.55    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1415986.65   | 0.08%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120998.68    | 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        |    700000 | PA      | $693364.42    | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $421762.02    | 0.02%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381667.74    | 0.02%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $263187.43    | 0.01%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $967187.08    | 0.05%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1037000 | PA      | $991307.57    | 0.05%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878643.00    | 0.05%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    523000 | PA      | $470122.52    | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394872.47   | 0.07%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    829000 | PA      | $783805.76    | 0.04%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $982152.31    | 0.05%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405283.24    | 0.02%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121684.56    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $978260.64    | 0.05%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    136000 | PA      | $115254.61    | 0.01%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1499284.37   | 0.08%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    413000 | PA      | $353125.78    | 0.02%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196500.00    | 0.01%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    911000 | PA      | $747785.22    | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394225.42    | 0.02%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    829000 | PA      | $841105.48    | 0.04%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    366000 | PA      | $329102.18    | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    660000 | PA      | $594504.24    | 0.03%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    691000 | PA      | $663567.71    | 0.04%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $202117.29    | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    244000 | PA      | $198521.12    | 0.01%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2903000 | PA      | $2808406.70   | 0.15%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1036411.11   | 0.06%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $385308.38    | 0.02%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    579000 | PA      | $550902.88    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202290.65    | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286591.68    | 0.02%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239369.60    | 0.01%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    413000 | PA      | $399770.65    | 0.02%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1172000 | PA      | $1138085.77   | 0.06%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    129000 | PA      | $114409.48    | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1720000 | PA      | $1599645.20   | 0.09%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $177172.84    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $589324.87    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    313000 | PA      | $255757.28    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $77938.75     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421910.42    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $463891.19    | 0.02%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    413000 | PA      | $360953.59    | 0.02%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1298438.36   | 0.07%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138688.98    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162350.77    | 0.01%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    413000 | PA      | $406396.40    | 0.02%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    699000 | PA      | $585028.41    | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    565000 | PA      | $557513.35    | 0.03%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    829000 | PA      | $761608.51    | 0.04%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $463673.00    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97388.56     | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    637000 | PA      | $534041.16    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    425000 | PA      | $380979.61    | 0.02%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1281203.22   | 0.07%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288856.72    | 0.02%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $726650.42    | 0.04%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    259000 | PA      | $241049.66    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    439000 | PA      | $432093.81    | 0.02%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    829000 | PA      | $755964.61    | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219095.99    | 0.01%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128336.69    | 0.01%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    620000 | PA      | $594696.78    | 0.03%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    829000 | PA      | $802293.91    | 0.04%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    810000 | PA      | $773739.45    | 0.04%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BU6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395224.07    | 0.02%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    374000 | PA      | $292161.32    | 0.02%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    724000 | PA      | $713247.41    | 0.04%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    261000 | PA      | $240992.21    | 0.01%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    716000 | PA      | $705387.30    | 0.04%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1076000 | PA      | $1356986.95   | 0.07%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1173249.50   | 0.06%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $418316.86    | 0.02%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    413000 | PA      | $384877.06    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    243000 | PA      | $199828.68    | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509396.44    | 0.03%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1245307.88   | 0.07%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    500000 | PA      | $489111.70    | 0.03%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $788865.49    | 0.04%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    959000 | PA      | $933598.67    | 0.05%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    989000 | PA      | $945198.54    | 0.05%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $601288.52    | 0.03%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    657000 | PA      | $636597.66    | 0.03%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    493000 | PA      | $449256.42    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    620000 | PA      | $599430.75    | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403816.24    | 0.02%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    413000 | PA      | $405155.10    | 0.02%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    829000 | PA      | $701314.78    | 0.04%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    213000 | PA      | $180088.41    | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    550000 | PA      | $450426.04    | 0.02%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $791485.25    | 0.04%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    734000 | PA      | $617569.25    | 0.03%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407522.73    | 0.02%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    288000 | PA      | $279470.14    | 0.01%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                                                          | Ovintiv Exploration Inc                                                         | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    251000 | PA      | $252538.12    | 0.01%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388844.29    | 0.02%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114794.94    | 0.01%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399685.50    | 0.02%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1166685.98   | 0.06%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     40000 | PA      | $40069.98     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2364525.11   | 0.13%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    911000 | PA      | $821403.15    | 0.04%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $692905.76    | 0.04%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638527.32    | 0.03%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003777.36   | 0.05%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92829.86     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    579000 | PA      | $500585.97    | 0.03%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    229000 | PA      | $204612.82    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105290.60    | 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        |    413000 | PA      | $368704.85    | 0.02%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    829000 | PA      | $788652.57    | 0.04%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    660000 | PA      | $548422.81    | 0.03%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    308000 | PA      | $307708.14    | 0.02%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     64000 | PA      | $59594.35     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $496444.55    | 0.03%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    829000 | PA      | $715489.76    | 0.04%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265930.95    | 0.01%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    913000 | PA      | $884370.02    | 0.05%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $393388.83    | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    129000 | PA      | $119152.99    | 0.01%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    829000 | PA      | $782573.78    | 0.04%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    775000 | PA      | $699899.16    | 0.04%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220491.27    | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $428484.61    | 0.02%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    721000 | PA      | $634241.65    | 0.03%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    183000 | PA      | $150259.02    | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    557000 | PA      | $537047.18    | 0.03%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    388000 | PA      | $376406.78    | 0.02%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003675.33   | 0.05%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    736000 | PA      | $572434.47    | 0.03%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587482.06    | 0.03%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    715000 | PA      | $682450.03    | 0.04%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BP8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1659000 | PA      | $1588609.59   | 0.08%             | 2025-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327826.50    | 0.02%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97033.89     | 0.01%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    911000 | PA      | $874411.73    | 0.05%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    413000 | PA      | $384067.28    | 0.02%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417415.00    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    388000 | PA      | $345138.98    | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    525000 | PA      | $505228.36    | 0.03%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1460877.42   | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201594.25    | 0.01%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    829000 | PA      | $815965.30    | 0.04%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    393000 | PA      | $366629.70    | 0.02%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    809000 | PA      | $703634.94    | 0.04%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    425000 | PA      | $345874.46    | 0.02%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    194000 | PA      | $146832.89    | 0.01%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336088.44    | 0.02%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373410.14    | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    179000 | PA      | $144475.93    | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    579000 | PA      | $472680.69    | 0.03%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    216000 | PA      | $190075.88    | 0.01%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $377435.44    | 0.02%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    457000 | PA      | $452044.60    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    288000 | PA      | $282572.49    | 0.02%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    637000 | PA      | $620693.75    | 0.03%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    900000 | PA      | $816350.42    | 0.04%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    413000 | PA      | $332110.33    | 0.02%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | KOREA DEVELOPMENT BANK                                                          | CUSIP: 500630DT2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    850000 | PA      | $835337.50    | 0.04%             | 2025-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    610000 | PA      | $480189.56    | 0.03%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801690.41    | 0.04%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    811000 | PA      | $711748.59    | 0.04%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $305476.50    | 0.02%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    413000 | PA      | $373186.70    | 0.02%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $811761.06    | 0.04%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $580031.10    | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    660000 | PA      | $527716.85    | 0.03%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421983.99    | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    829000 | PA      | $813350.72    | 0.04%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1048111.92   | 0.06%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    829000 | PA      | $661596.96    | 0.04%             | 2032-04-15      | Fixed         | 2.70%                 | 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        |    399000 | PA      | $334452.34    | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392589.86    | 0.02%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    563000 | PA      | $500016.61    | 0.03%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    982000 | PA      | $868164.85    | 0.05%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    260000 | PA      | $285866.39    | 0.02%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    179000 | PA      | $169484.41    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $401924.77    | 0.02%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    413000 | PA      | $380943.43    | 0.02%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1029617.09   | 0.05%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2489000 | PA      | $2423873.32   | 0.13%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124514.08    | 0.01%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404086.23    | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160352.49    | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    163000 | PA      | $130912.31    | 0.01%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    512000 | PA      | $478521.67    | 0.03%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410739.58    | 0.02%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202800.99    | 0.01%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1243000 | PA      | $1488629.23   | 0.08%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652706.62    | 0.03%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    259000 | PA      | $238878.43    | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522468.05    | 0.03%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790710.08    | 0.04%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    811000 | PA      | $765265.36    | 0.04%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $534027.20    | 0.03%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    413000 | PA      | $324464.18    | 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        |    252000 | PA      | $212180.79    | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    829000 | PA      | $769944.29    | 0.04%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    579000 | PA      | $567485.57    | 0.03%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR81<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117787.26    | 0.01%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    478000 | PA      | $423030.00    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $983386.84    | 0.05%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $336764.40    | 0.02%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    413000 | PA      | $398147.18    | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    399000 | PA      | $322751.11    | 0.02%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $499187.83    | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    829000 | PA      | $804089.16    | 0.04%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $771175.74    | 0.04%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220794.83    | 0.01%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1341054.44   | 0.07%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23031.61     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    579000 | PA      | $484568.53    | 0.03%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128975.55    | 0.01%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351851.35    | 0.02%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203926.44    | 0.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123659.97    | 0.01%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162421.07    | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    829000 | PA      | $803730.64    | 0.04%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $332227.20    | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192682.46    | 0.01%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                          | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174405.68    | 0.01%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 135087K78<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1645000 | PA      | $1564157.20   | 0.08%             | 2025-01-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    342000 | PA      | $300767.92    | 0.02%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1747372.98   | 0.09%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    659000 | PA      | $551771.35    | 0.03%             | 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        |    311000 | PA      | $268871.69    | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216514.63    | 0.01%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $338471.88    | 0.02%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107007.39    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    276000 | PA      | $272530.72    | 0.01%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $290095.31    | 0.02%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138319.20    | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    179000 | PA      | $173805.82    | 0.01%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1272429.91   | 0.07%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290391.13    | 0.02%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    526000 | PA      | $576524.06    | 0.03%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    829000 | PA      | $743996.00    | 0.04%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984687.01    | 0.05%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130739.90    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    829000 | PA      | $779050.88    | 0.04%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $846260.90    | 0.04%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    667000 | PA      | $589508.64    | 0.03%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616375.06    | 0.03%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    829000 | PA      | $806202.50    | 0.04%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    231000 | PA      | $199075.87    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84512.19     | 0.00%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    829000 | PA      | $800964.65    | 0.04%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    829000 | PA      | $803301.11    | 0.04%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    409000 | PA      | $403851.01    | 0.02%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1073145.24   | 0.06%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    288000 | PA      | $276802.32    | 0.01%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    261000 | PA      | $246086.03    | 0.01%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $407785.27    | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    261000 | PA      | $219361.94    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115000.91    | 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        |    371000 | PA      | $304407.06    | 0.02%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348154.37    | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1172986.71   | 0.06%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    305000 | PA      | $264983.17    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $612077.00    | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    829000 | PA      | $807864.60    | 0.04%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    193000 | PA      | $162361.82    | 0.01%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    447000 | PA      | $397872.22    | 0.02%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    489000 | PA      | $450956.89    | 0.02%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    829000 | PA      | $802520.65    | 0.04%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    159000 | PA      | $141395.23    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    400000 | PA      | $426638.74    | 0.02%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    753000 | PA      | $631278.57    | 0.03%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    816000 | PA      | $714011.07    | 0.04%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1635892.95   | 0.09%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204079.59    | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293366.63    | 0.02%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559736.49    | 0.03%             | 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        |    856000 | PA      | $755479.57    | 0.04%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    213000 | PA      | $173981.27    | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $782642.32    | 0.04%             | 2026-04-13      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $352731.34    | 0.02%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    413000 | PA      | $459912.65    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    309000 | PA      | $296327.03    | 0.02%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $671915.58    | 0.04%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    229000 | PA      | $215974.02    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    243000 | PA      | $236882.48    | 0.01%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2903000 | PA      | $2578664.85   | 0.14%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757261.07    | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    143000 | PA      | $135539.78    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206324.47    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $290870.03    | 0.02%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336830.08    | 0.02%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    129000 | PA      | $114246.66    | 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        |    393000 | PA      | $347960.95    | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    409000 | PA      | $395371.58    | 0.02%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    213000 | PA      | $204374.44    | 0.01%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400746.71    | 0.02%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    374000 | PA      | $338937.59    | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    136000 | PA      | $125279.38    | 0.01%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                           | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    590000 | PA      | $591032.50    | 0.03%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202113.03    | 0.01%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    496000 | PA      | $491637.42    | 0.03%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    562000 | PA      | $483981.14    | 0.03%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    229000 | PA      | $219862.75    | 0.01%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    829000 | PA      | $730131.20    | 0.04%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1242238.33   | 0.07%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $242488.80    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    413000 | PA      | $382214.60    | 0.02%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    309000 | PA      | $300928.82    | 0.02%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1002906.94   | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $500452.24    | 0.03%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    293000 | PA      | $281622.42    | 0.01%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    409000 | PA      | $393712.48    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195906.98    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81142.89     | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    293000 | PA      | $287128.86    | 0.02%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MES9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    329000 | PA      | $323532.08    | 0.02%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2689590.00   | 0.14%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    413000 | PA      | $393782.00    | 0.02%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385825.27    | 0.02%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    279000 | PA      | $242344.70    | 0.01%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AVANGRID INC                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288460.98    | 0.02%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156595.30    | 0.01%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    179000 | PA      | $168110.36    | 0.01%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                      | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403526.72    | 0.02%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $591816.00    | 0.03%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $387578.71    | 0.02%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355662.69    | 0.02%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    820000 | PA      | $747380.58    | 0.04%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $598745.14    | 0.03%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    829000 | PA      | $795442.36    | 0.04%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300727.82    | 0.02%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1036000 | PA      | $1011766.24   | 0.05%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    413000 | PA      | $373275.01    | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564893.11    | 0.03%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    829000 | PA      | $816627.66    | 0.04%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156213.55    | 0.01%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $191842.53    | 0.01%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    227000 | PA      | $202193.58    | 0.01%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1419383.65   | 0.08%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    193000 | PA      | $153035.78    | 0.01%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    209000 | PA      | $204821.57    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202758.36    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    200000 | PA      | $191697.50    | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    279000 | PA      | $263664.57    | 0.01%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395552.25    | 0.02%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBS8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $365401.87    | 0.02%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $763937.50    | 0.04%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $247265.64    | 0.01%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484291.15    | 0.03%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    745000 | PA      | $662828.54    | 0.04%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    336000 | PA      | $326897.27    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174479.97    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $300399.38    | 0.02%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                       | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $778350.40    | 0.04%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    637000 | PA      | $538863.78    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    890000 | PA      | $732727.26    | 0.04%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    425000 | PA      | $358614.53    | 0.02%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    159000 | PA      | $138456.91    | 0.01%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568003.75    | 0.03%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    239000 | PA      | $233634.09    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508650.27    | 0.03%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292229.34    | 0.02%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146475.96    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    289000 | PA      | $276468.80    | 0.01%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1583249.87   | 0.08%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24504.63     | 0.00%             | 2025-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    346000 | PA      | $311562.07    | 0.02%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162357.14    | 0.01%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    430000 | PA      | $367659.05    | 0.02%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    313000 | PA      | $290606.85    | 0.02%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260250.00    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986395.05    | 0.05%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $468318.77    | 0.02%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1659000 | PA      | $1504663.23   | 0.08%             | 2026-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    629000 | PA      | $547746.89    | 0.03%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295010.94    | 0.02%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    288000 | PA      | $280715.83    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173893.59    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122300.69    | 0.01%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    162000 | PA      | $136124.67    | 0.01%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145881.93    | 0.01%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    620000 | PA      | $499650.26    | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    129000 | PA      | $107653.32    | 0.01%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $375893.20    | 0.02%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $431192.96    | 0.02%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298175.23    | 0.02%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    413000 | PA      | $349470.06    | 0.02%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    409000 | PA      | $331205.78    | 0.02%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1597113.73   | 0.08%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254ENB4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1310000 | PA      | $1191194.48   | 0.06%             | 2025-08-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $294049.98    | 0.02%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417480.57    | 0.02%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    260000 | PA      | $251476.20    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $833653.59    | 0.04%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1154000 | PA      | $974986.93    | 0.05%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    346000 | PA      | $319242.08    | 0.02%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $162809.49    | 0.01%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    775000 | PA      | $688182.74    | 0.04%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1277222.18   | 0.07%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616491.92    | 0.03%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $464359.31    | 0.02%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $599316.00    | 0.03%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $798560.55    | 0.04%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CHRISTUS HEALTH                                                                  | CHRISTUS Health                                                                 | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98042.01     | 0.01%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1082324.94   | 0.06%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2451000 | PA      | $2292382.55   | 0.12%             | 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        |    159000 | PA      | $149609.44    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    229000 | PA      | $199996.40    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127499.46    | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    829000 | PA      | $809833.91    | 0.04%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    829000 | PA      | $775496.12    | 0.04%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1642589.82   | 0.09%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1160994.52   | 0.06%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    620000 | PA      | $598152.46    | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $596274.59    | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAK4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141414.32    | 0.01%             | 2024-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    229000 | PA      | $234640.11    | 0.01%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25243.41     | 0.00%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $209795.19    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1836669.78   | 0.10%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    236000 | PA      | $201400.45    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390744.44    | 0.02%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    660000 | PA      | $554679.45    | 0.03%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339009.55    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103128.45    | 0.01%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $320886.86    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105261.98    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    619000 | PA      | $557523.06    | 0.03%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    159000 | PA      | $130771.92    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    342000 | PA      | $310472.97    | 0.02%             | 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        |    129000 | PA      | $126649.71    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    829000 | PA      | $752873.20    | 0.04%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392272.03    | 0.02%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650986.55    | 0.03%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $573585.28    | 0.03%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    413000 | PA      | $338598.45    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    923000 | PA      | $905402.08    | 0.05%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504682.76    | 0.03%             | 2025-04-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    288000 | PA      | $269447.77    | 0.01%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174395.93    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303220.10    | 0.02%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523969.12    | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | 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        |    413000 | PA      | $338039.69    | 0.02%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    159000 | PA      | $123508.38    | 0.01%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    829000 | PA      | $729454.88    | 0.04%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $797012.99    | 0.04%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    161000 | PA      | $143277.35    | 0.01%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    288000 | PA      | $282211.31    | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    145000 | PA      | $111067.71    | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    145000 | PA      | $158272.21    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $454234.94    | 0.02%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485261.34    | 0.03%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $904350.20    | 0.05%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159646.14    | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    373000 | PA      | $358955.55    | 0.02%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1875782.02   | 0.10%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269913.01    | 0.01%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27393.70     | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    306000 | PA      | $261752.40    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1945440.42   | 0.10%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    591000 | PA      | $555590.33    | 0.03%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    829000 | PA      | $814803.22    | 0.04%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    829000 | PA      | $818197.25    | 0.04%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445293.45    | 0.02%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    261000 | PA      | $241383.63    | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1528981.52   | 0.08%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    579000 | PA      | $516288.37    | 0.03%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1372803.93   | 0.07%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1086440.15   | 0.06%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    286000 | PA      | $252505.97    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    413000 | PA      | $406141.78    | 0.02%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    613000 | PA      | $600720.65    | 0.03%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    433000 | PA      | $401611.64    | 0.02%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951146.92    | 0.05%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    600000 | PA      | $528249.54    | 0.03%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    829000 | PA      | $746267.13    | 0.04%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131898.96    | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    277000 | PA      | $245807.96    | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $404635.80    | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $467386.29    | 0.02%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63816.78     | 0.00%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909092.55    | 0.05%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    496000 | PA      | $426475.04    | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508629.40    | 0.03%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBZ7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    309000 | PA      | $304736.91    | 0.02%             | 2025-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194692.23    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158753.62    | 0.01%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    161000 | PA      | $149054.81    | 0.01%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2252286.35   | 0.12%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $454965.44    | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    829000 | PA      | $793516.03    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $883750.60    | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1258653.06   | 0.07%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102118.29    | 0.01%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    607000 | PA      | $474267.64    | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $514087.60    | 0.03%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    950000 | PA      | $946409.17    | 0.05%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $777992.00    | 0.04%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FY0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549761.32    | 0.03%             | 2026-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    534000 | PA      | $473672.58    | 0.03%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $817041.73    | 0.04%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    329000 | PA      | $262220.88    | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    852000 | PA      | $719497.26    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    829000 | PA      | $808619.18    | 0.04%             | 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        |    829000 | PA      | $795051.58    | 0.04%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $541223.43    | 0.03%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    404000 | PA      | $324085.10    | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    229000 | PA      | $219085.05    | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    408000 | PA      | $342591.48    | 0.02%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    572000 | PA      | $545851.82    | 0.03%             | 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        |    209000 | PA      | $182032.87    | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    163000 | PA      | $136809.06    | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    597000 | PA      | $556876.56    | 0.03%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75968.63     | 0.00%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    509000 | PA      | $449315.47    | 0.02%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    413000 | PA      | $396774.58    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1277328.84   | 0.07%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $743262.55    | 0.04%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    637000 | PA      | $593811.58    | 0.03%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1134207.90   | 0.06%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1526014.56   | 0.08%             | 2025-07-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    829000 | PA      | $800426.71    | 0.04%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    229000 | PA      | $229190.73    | 0.01%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572306.08    | 0.03%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    413000 | PA      | $374789.14    | 0.02%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    546000 | PA      | $496267.35    | 0.03%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                          | Deutsche Bank AG/London                                                         | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    140000 | PA      | $138841.51    | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    454000 | PA      | $434521.66    | 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        |   1160000 | PA      | $976805.65    | 0.05%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1169000 | PA      | $1116219.84   | 0.06%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1076772.50   | 0.06%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    657000 | PA      | $557025.01    | 0.03%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $491890.82    | 0.03%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1481951.52   | 0.08%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $780287.96    | 0.04%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1499850.64   | 0.08%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    711000 | PA      | $630179.12    | 0.03%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    393000 | PA      | $377671.69    | 0.02%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    193000 | PA      | $196859.83    | 0.01%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187227.80    | 0.01%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    149000 | PA      | $127255.26    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152833.57    | 0.01%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341142.96    | 0.02%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1261488.17   | 0.07%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    478000 | PA      | $419534.63    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    829000 | PA      | $675675.94    | 0.04%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    129000 | PA      | $105848.35    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    313000 | PA      | $283957.33    | 0.02%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    393000 | PA      | $390761.52    | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $235357.66    | 0.01%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175939.98    | 0.01%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    762000 | PA      | $650175.97    | 0.03%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    829000 | PA      | $754795.93    | 0.04%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452678.45    | 0.02%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    745000 | PA      | $647726.62    | 0.03%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749067.20    | 0.04%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428719.40    | 0.02%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1021078.70   | 0.05%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106573.41    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                  | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203440.55    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XS5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    280000 | PA      | $286940.36    | 0.02%             | 2028-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368843.16    | 0.02%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    205000 | PA      | $162428.90    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    261000 | PA      | $218915.39    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98766.57     | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    159000 | PA      | $139082.33    | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $394839.54    | 0.02%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    679000 | PA      | $561727.86    | 0.03%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    591000 | PA      | $478812.60    | 0.03%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    660000 | PA      | $575250.34    | 0.03%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $370303.76    | 0.02%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175615.54    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    313000 | PA      | $286486.50    | 0.02%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $1891461.65   | 0.10%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1310000 | PA      | $1250278.88   | 0.07%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    541000 | PA      | $473874.78    | 0.03%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    231000 | PA      | $196991.07    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101296.87    | 0.01%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498785.59    | 0.03%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    829000 | PA      | $796703.27    | 0.04%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    129000 | PA      | $105608.43    | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    800000 | PA      | $735779.74    | 0.04%             | 2026-07-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $645046.38    | 0.03%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                             | CUSIP: 31677QBM0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592558.05    | 0.03%             | 2025-07-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    970000 | PA      | $949084.37    | 0.05%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394470.90    | 0.02%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1270369.90   | 0.07%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    400000 | PA      | $356352.00    | 0.02%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $326131.12    | 0.02%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    829000 | PA      | $805317.43    | 0.04%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $635313.36    | 0.03%             | 2025-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    371000 | PA      | $394599.31    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $504964.56    | 0.03%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395943.56    | 0.02%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    655000 | PA      | $635637.07    | 0.03%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    541000 | PA      | $522736.86    | 0.03%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    189000 | PA      | $179207.22    | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108891.15    | 0.01%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    989000 | PA      | $860244.62    | 0.05%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    607000 | PA      | $549480.45    | 0.03%             | 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        |    509000 | PA      | $466148.32    | 0.02%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $596903.09    | 0.03%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    143000 | PA      | $110405.45    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    512000 | PA      | $467115.85    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    179000 | PA      | $162282.24    | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    566000 | PA      | $488785.36    | 0.03%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    362000 | PA      | $338676.53    | 0.02%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    625000 | PA      | $569274.32    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1299031.80   | 0.07%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    493000 | PA      | $439791.11    | 0.02%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    745000 | PA      | $656370.07    | 0.03%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    179000 | PA      | $173456.48    | 0.01%             | 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        |    829000 | PA      | $740758.69    | 0.04%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374599.86    | 0.02%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $137969.25    | 0.01%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381309.74    | 0.02%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347574.40    | 0.02%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1640728.79   | 0.09%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343193.87    | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    393000 | PA      | $384942.24    | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    829000 | PA      | $809910.34    | 0.04%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1036000 | PA      | $995317.19    | 0.05%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254356.95    | 0.01%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1071194.49   | 0.06%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    950000 | PA      | $852055.00    | 0.05%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348158.90    | 0.02%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204349.95    | 0.01%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    475000 | PA      | $453997.38    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394255.66    | 0.02%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86037.13     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    741000 | PA      | $678495.46    | 0.04%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275486.69    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $346364.66    | 0.02%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    313000 | PA      | $306415.91    | 0.02%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241290.39    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    413000 | PA      | $334495.65    | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225960.27    | 0.01%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1199472.73   | 0.06%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613352.81    | 0.03%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    416000 | PA      | $379955.33    | 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        |    159000 | PA      | $130970.42    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    404000 | PA      | $361369.87    | 0.02%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    229000 | PA      | $193361.33    | 0.01%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $822541.19    | 0.04%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    829000 | PA      | $803947.36    | 0.04%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1434090.08   | 0.08%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    359000 | PA      | $336626.85    | 0.02%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    413000 | PA      | $337655.39    | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $476369.31    | 0.03%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    243000 | PA      | $239308.10    | 0.01%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    413000 | PA      | $354156.87    | 0.02%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    675000 | PA      | $694870.63    | 0.04%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $785220.71    | 0.04%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    551000 | PA      | $498348.08    | 0.03%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326096.10    | 0.02%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286371.22    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260738 | PA      | $237195.90    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202983.28    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $363771.77    | 0.02%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179579.61    | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $324814.52    | 0.02%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1061951.98   | 0.06%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1333195.59   | 0.07%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    343000 | PA      | $319251.77    | 0.02%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2201365.81   | 0.12%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297262.28    | 0.02%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    934000 | PA      | $855079.23    | 0.05%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181892.00    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    660000 | PA      | $590749.10    | 0.03%             | 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        |    659000 | PA      | $535857.00    | 0.03%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    686000 | PA      | $591334.17    | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    142000 | PA      | $127447.34    | 0.01%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246448.06    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CS1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156555.78    | 0.01%             | 2025-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378618.57    | 0.02%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $832632.01    | 0.04%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    457000 | PA      | $435989.00    | 0.02%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    712000 | PA      | $651807.27    | 0.03%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $697147.26    | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $274604.33    | 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        |   1000000 | PA      | $982896.69    | 0.05%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120882.98    | 0.01%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304533.51    | 0.02%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    520000 | PA      | $500188.23    | 0.03%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379926.96    | 0.02%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $763824.90    | 0.04%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351974.20    | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    829000 | PA      | $832277.15    | 0.04%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    142000 | PA      | $131145.65    | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    637000 | PA      | $567352.76    | 0.03%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $1916546.52   | 0.10%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275787.53    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1218536.48   | 0.06%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    480000 | PA      | $427612.16    | 0.02%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159916.40    | 0.01%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    339000 | PA      | $309938.70    | 0.02%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    231000 | PA      | $219211.28    | 0.01%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642138.43    | 0.03%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $392425.73    | 0.02%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    413000 | PA      | $392793.28    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206676.09    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    209000 | PA      | $205291.69    | 0.01%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411969.63    | 0.02%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506455.25    | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1017546.29   | 0.05%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    802000 | PA      | $736083.96    | 0.04%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    320000 | PA      | $378508.46    | 0.02%             | 2031-12-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    953000 | PA      | $944666.02    | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $350338.83    | 0.02%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    685000 | PA      | $699939.32    | 0.04%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194233.15    | 0.01%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $368098.32    | 0.02%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    413000 | PA      | $404786.30    | 0.02%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2489000 | PA      | $2404216.27   | 0.13%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $997087.76    | 0.05%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $356072.41    | 0.02%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $146641.20    | 0.01%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    324000 | PA      | $311312.55    | 0.02%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    538000 | PA      | $551320.04    | 0.03%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    229000 | PA      | $202543.75    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $528669.83    | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $463693.54    | 0.02%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1759837.06   | 0.09%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $387843.50    | 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        |    727000 | PA      | $619917.62    | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $238147.89    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $814038.03    | 0.04%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249938.74    | 0.01%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    388000 | PA      | $321388.07    | 0.02%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    312000 | PA      | $301710.75    | 0.02%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     88000 | PA      | $79619.04     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    110000 | PA      | $90740.98     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    829000 | PA      | $752123.30    | 0.04%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    620000 | PA      | $609191.04    | 0.03%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203280.87    | 0.01%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    908000 | PA      | $828758.03    | 0.04%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    313000 | PA      | $293766.57    | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1088755.15   | 0.06%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153007.50    | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    300000 | PA      | $290700.58    | 0.02%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                                          | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $98929.59     | 0.01%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $126964.91    | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207062.46    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90556.02     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BP4<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94330.85     | 0.01%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $565734.08    | 0.03%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    660000 | PA      | $636627.84    | 0.03%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $187933.27    | 0.01%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    942000 | PA      | $875733.83    | 0.05%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    916000 | PA      | $851971.60    | 0.05%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500796.27    | 0.03%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    909000 | PA      | $804931.68    | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    475000 | PA      | $420142.98    | 0.02%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294706.70    | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152968.42    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    496000 | PA      | $427179.63    | 0.02%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    620000 | PA      | $580830.83    | 0.03%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100193.99    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299503.27    | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193945.28    | 0.01%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    745000 | PA      | $603179.87    | 0.03%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    523000 | PA      | $489295.21    | 0.03%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2489000 | PA      | $2193182.35   | 0.12%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    413000 | PA      | $324398.40    | 0.02%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    650000 | PA      | $542071.40    | 0.03%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    409000 | PA      | $348897.45    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298720.04    | 0.02%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    413000 | PA      | $375325.40    | 0.02%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    179000 | PA      | $155922.53    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    179000 | PA      | $169038.91    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51236.69     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    177000 | PA      | $148448.08    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $387070.46    | 0.02%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1060784.54   | 0.06%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAM1<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123953.67    | 0.01%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                          | Bank of New York Mellon/The                                                     | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251821.88    | 0.01%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DH9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    700000 | PA      | $660150.26    | 0.04%             | 2024-06-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1143597.87   | 0.06%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $993971.39    | 0.05%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    625000 | PA      | $514392.20    | 0.03%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    829000 | PA      | $817272.23    | 0.04%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    209000 | PA      | $175660.52    | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215300.54    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    829000 | PA      | $798195.41    | 0.04%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    829000 | PA      | $788141.64    | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    919000 | PA      | $829062.84    | 0.04%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $105966.88    | 0.01%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $361179.20    | 0.02%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549532.69    | 0.03%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $413448.60    | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    829000 | PA      | $782832.92    | 0.04%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383040.67    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    450000 | PA      | $367884.93    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99243.87     | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    425000 | PA      | $353835.88    | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249591.92    | 0.01%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    534000 | PA      | $519579.24    | 0.03%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    413000 | PA      | $399980.86    | 0.02%             | 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        |    637000 | PA      | $571445.67    | 0.03%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190051.53    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288876.63    | 0.02%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $385726.97    | 0.02%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    209000 | PA      | $188179.39    | 0.01%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    878000 | PA      | $877736.60    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    538000 | PA      | $501042.91    | 0.03%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $337879.71    | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2013-1 A PTT                                                          | United Airlines 2013-1 Class A Pass Through Trust                               | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78404 | PA      | $74636.19     | 0.00%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    829000 | PA      | $749393.95    | 0.04%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAG8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $491945.79    | 0.03%             | 2024-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    554000 | PA      | $499691.80    | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    329000 | PA      | $289910.12    | 0.02%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390890.01    | 0.02%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    829000 | PA      | $812816.17    | 0.04%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    413000 | PA      | $359894.45    | 0.02%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1823000 | PA      | $1607050.70   | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100935.83    | 0.01%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $591808.04    | 0.03%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    727000 | PA      | $581913.55    | 0.03%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    572000 | PA      | $541566.96    | 0.03%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1245985.72   | 0.07%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1133261.56   | 0.06%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1161991.92   | 0.06%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $112718.52    | 0.01%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    459000 | PA      | $458116.16    | 0.02%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403313.80    | 0.02%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    342000 | PA      | $306691.25    | 0.02%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147724.24    | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81638.27     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1883000 | PA      | $1764859.77   | 0.09%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    362000 | PA      | $342807.62    | 0.02%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital UK PLC                                          | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    982000 | PA      | $944561.45    | 0.05%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAG4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $337497.36    | 0.02%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    163000 | PA      | $148922.43    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    409000 | PA      | $367647.19    | 0.02%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $712532.84    | 0.04%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUR8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127377.00    | 0.01%             | 2024-01-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    350000 | PA      | $303769.36    | 0.02%             | 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        |   1807000 | PA      | $1746049.28   | 0.09%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $361296.58    | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113906.98    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    655000 | PA      | $608588.59    | 0.03%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                               | STORE Capital Corp                                                              | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    413000 | PA      | $311425.14    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    852000 | PA      | $836590.11    | 0.04%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293028.06    | 0.02%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    994000 | PA      | $961508.84    | 0.05%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    179000 | PA      | $146874.85    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    156000 | PA      | $142659.58    | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492326.48    | 0.03%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    413000 | PA      | $319015.10    | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179511.75    | 0.01%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    179000 | PA      | $145975.00    | 0.01%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    829000 | PA      | $804974.73    | 0.04%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    413000 | PA      | $410082.62    | 0.02%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    156000 | PA      | $149695.54    | 0.01%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481666.85    | 0.03%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    413000 | PA      | $363349.93    | 0.02%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CALIFORNIA ST EARTHQUAKE AUTH                                                   | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254711.25    | 0.01%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $672285.16    | 0.04%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    309000 | PA      | $295481.00    | 0.02%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680709.37    | 0.04%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482782.27    | 0.03%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    259000 | PA      | $216801.30    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296611.39    | 0.02%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    413000 | PA      | $393993.26    | 0.02%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $491322.09    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26180.02     | 0.00%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    530000 | PA      | $501592.06    | 0.03%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $108725.47    | 0.01%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    129000 | PA      | $121805.21    | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    189000 | PA      | $183872.16    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $347429.20    | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    637000 | PA      | $599716.92    | 0.03%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics Inc                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    161000 | PA      | $159808.29    | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $392124.62    | 0.02%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $1061591.12   | 0.06%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $406073.61    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1659000 | PA      | $1522817.72   | 0.08%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    329000 | PA      | $258428.19    | 0.01%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    659000 | PA      | $544630.17    | 0.03%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    393000 | PA      | $367503.89    | 0.02%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $223291.61    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $205700.00    | 0.01%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $445615.16    | 0.02%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    994000 | PA      | $877555.35    | 0.05%             | 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        |    764000 | PA      | $647947.90    | 0.03%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405476.38    | 0.02%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    620000 | PA      | $589392.20    | 0.03%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280750.87    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1118554.95   | 0.06%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $165074.69    | 0.01%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CG1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $965187.50    | 0.05%             | 2025-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    739000 | PA      | $664776.69    | 0.04%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    829000 | PA      | $691916.15    | 0.04%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $1083628.45   | 0.06%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    413000 | PA      | $423640.18    | 0.02%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    829000 | PA      | $703264.77    | 0.04%             | 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        |    829000 | PA      | $819904.32    | 0.04%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $746671.72    | 0.04%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1050000 | PA      | $1018027.50   | 0.05%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |    496000 | PA      | $485882.29    | 0.03%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    749000 | PA      | $689062.18    | 0.04%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311149.97    | 0.02%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567285.89    | 0.03%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    413000 | PA      | $357417.62    | 0.02%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511090.93    | 0.03%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $113746.14    | 0.01%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    829000 | PA      | $728614.79    | 0.04%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $226122.80    | 0.01%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    829000 | PA      | $692220.10    | 0.04%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999240.22   | 0.16%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2073000 | PA      | $1708916.90   | 0.09%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391436.37    | 0.02%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398704.56    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    620000 | PA      | $589562.16    | 0.03%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1348000 | PA      | $1203486.15   | 0.06%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $227668.08    | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    829000 | PA      | $963289.16    | 0.05%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $386279.05    | 0.02%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743349.75    | 0.04%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $713524.42    | 0.04%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    156000 | PA      | $126340.46    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    373000 | PA      | $354538.82    | 0.02%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143493.19    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $997725.30    | 0.05%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DL0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $467610.00    | 0.02%             | 2025-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    309000 | PA      | $294888.28    | 0.02%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                  | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    490000 | PA      | $536114.39    | 0.03%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    279000 | PA      | $254844.02    | 0.01%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    829000 | PA      | $827347.14    | 0.04%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    261000 | PA      | $221511.34    | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209206.66    | 0.01%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2364000 | PA      | $2198129.11   | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    107000 | PA      | $94608.53     | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $509713.92    | 0.03%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    496000 | PA      | $528217.40    | 0.03%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    293000 | PA      | $263081.37    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250601.71    | 0.01%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1032643.52   | 0.05%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467245.68    | 0.02%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430995.87    | 0.02%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2841000 | PA      | $2813741.09   | 0.15%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    333000 | PA      | $289681.59    | 0.02%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $394604.88    | 0.02%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: —       |
| HUNTSMAN INTERNATIONAL L                                                         | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281311.23    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                     | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    230000 | PA      | $220221.55    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    516000 | PA      | $421602.14    | 0.02%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    213000 | PA      | $178838.03    | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407463.86    | 0.02%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    829000 | PA      | $732567.50    | 0.04%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    243000 | PA      | $209405.25    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    362000 | PA      | $291485.22    | 0.02%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716612 | PA      | $623381.64    | 0.03%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    829000 | PA      | $812976.81    | 0.04%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95304.18     | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $343537.16    | 0.02%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    829000 | PA      | $715373.22    | 0.04%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327714.96    | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    709000 | PA      | $694144.95    | 0.04%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $407376.29    | 0.02%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393506.30    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    724000 | PA      | $681614.28    | 0.04%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    239000 | PA      | $235203.82    | 0.01%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    829000 | PA      | $829970.66    | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    579000 | PA      | $498605.95    | 0.03%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    829000 | PA      | $735951.25    | 0.04%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $313463.34    | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    800000 | PA      | $763949.09    | 0.04%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    159000 | PA      | $153259.83    | 0.01%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110172.77    | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    413000 | PA      | $399317.86    | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    800000 | PA      | $653241.74    | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394255.78    | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    333000 | PA      | $318173.32    | 0.02%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    453000 | PA      | $398203.66    | 0.02%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348038.75    | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    183000 | PA      | $146074.64    | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475589.46    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $403909.90    | 0.02%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    329000 | PA      | $326558.82    | 0.02%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2489000 | PA      | $2424012.19   | 0.13%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    620000 | PA      | $630219.56    | 0.03%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243748.56    | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1398157.43   | 0.07%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1350000 | PA      | $1322271.00   | 0.07%             | 2024-01-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174311.13    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    829000 | PA      | $744344.63    | 0.04%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197269.30    | 0.01%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    447000 | PA      | $388759.83    | 0.02%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $338344.80    | 0.02%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    800000 | PA      | $703296.00    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    336000 | PA      | $317435.92    | 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        |    300000 | PA      | $292003.44    | 0.02%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $399743.81    | 0.02%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    802000 | PA      | $725309.54    | 0.04%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    829000 | PA      | $819576.44    | 0.04%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124357.09    | 0.01%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    413000 | PA      | $371617.46    | 0.02%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $819869.58    | 0.04%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    994000 | PA      | $946115.98    | 0.05%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439812.45    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $135125.20    | 0.01%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1367146.35   | 0.07%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    313000 | PA      | $260777.63    | 0.01%             | 2030-06-30      | Fixed         | 2.00%                 | 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        |    986000 | PA      | $831454.36    | 0.04%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $542901.28    | 0.03%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    213000 | PA      | $191882.89    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    572000 | PA      | $550615.24    | 0.03%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    303000 | PA      | $287145.52    | 0.02%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    354000 | PA      | $286657.55    | 0.02%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1635569.38   | 0.09%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    388000 | PA      | $322034.49    | 0.02%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    490000 | PA      | $466059.55    | 0.02%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    371000 | PA      | $301776.72    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    413000 | PA      | $360111.51    | 0.02%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    482000 | PA      | $380980.03    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    600000 | PA      | $644994.00    | 0.03%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    829000 | PA      | $789475.59    | 0.04%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368960.73    | 0.02%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1158257.74   | 0.06%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499342.83    | 0.03%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    438000 | PA      | $389118.76    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $225205.15    | 0.01%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318414.93    | 0.02%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    653000 | PA      | $634183.85    | 0.03%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    229000 | PA      | $185599.57    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    620000 | PA      | $506695.92    | 0.03%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1236877.70   | 0.07%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    829000 | PA      | $796173.61    | 0.04%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    736000 | PA      | $662671.32    | 0.04%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485758.05    | 0.03%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $670566.00    | 0.04%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    186000 | PA      | $174716.19    | 0.01%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: N8O96ZZJQRFYQUJY7K79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235851.40    | 0.01%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1314428.53   | 0.07%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403173.19    | 0.02%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $167938.30    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191618.01    | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150147.37    | 0.01%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1439268.22   | 0.08%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1122746 | PA      | $1136089.43   | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941361.16    | 0.05%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    829000 | PA      | $753766.09    | 0.04%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117021.65    | 0.01%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    408000 | PA      | $395280.51    | 0.02%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1035054.25   | 0.06%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322900.08    | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1673895.34   | 0.09%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    572000 | PA      | $479840.48    | 0.03%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327554.49    | 0.02%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $176174.80    | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1619557.13   | 0.09%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191482.92    | 0.01%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162272.50    | 0.01%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $561112.50    | 0.03%             | 2027-01-31      | Fixed         | 2.75%                 | 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        |  12845338 | NS      | $12853045.07  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AH1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441531.95    | 0.02%             | 2024-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    869000 | PA      | $847285.77    | 0.05%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    681000 | PA      | $648397.90    | 0.03%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    670000 | PA      | $681178.82    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    745000 | PA      | $698630.50    | 0.04%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1012888.90   | 0.05%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    325000 | PA      | $291584.63    | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    459000 | PA      | $436513.21    | 0.02%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    809000 | PA      | $785291.54    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Flex Ltd                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    413000 | PA      | $405493.73    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $710936.45    | 0.04%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485483.73    | 0.03%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    245000 | PA      | $247888.78    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $351683.05    | 0.02%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1142523.56   | 0.06%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408432.37    | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1027999.77   | 0.05%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97877.46     | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982941.92    | 0.05%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GTG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90645.66     | 0.00%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $968497.35    | 0.05%             | 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        |    413000 | PA      | $397237.88    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    787000 | PA      | $708161.41    | 0.04%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    829000 | PA      | $789084.49    | 0.04%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    129000 | PA      | $121503.82    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $387348.06    | 0.02%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210982.92    | 0.01%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    659000 | PA      | $619250.23    | 0.03%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392212.20    | 0.02%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $97947.40     | 0.01%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1310000 | PA      | $1194532.75   | 0.06%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    279000 | PA      | $273004.32    | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $795567.33    | 0.04%             | 2025-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                 | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    163000 | PA      | $159476.91    | 0.01%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    655000 | PA      | $666986.66    | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    446000 | PA      | $390098.10    | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $619454.40    | 0.03%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    413000 | PA      | $382710.87    | 0.02%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    207000 | PA      | $177590.83    | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    496000 | PA      | $469815.38    | 0.02%             | 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        |    397000 | PA      | $335113.32    | 0.02%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327068.76    | 0.02%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    430000 | PA      | $411132.91    | 0.02%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215597.06    | 0.01%             | 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        |    329000 | PA      | $270198.94    | 0.01%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    829000 | PA      | $757220.15    | 0.04%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    413000 | PA      | $393014.60    | 0.02%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $462786.27    | 0.02%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    400000 | PA      | $381661.46    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25218.14     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1842000 | PA      | $1774847.59   | 0.09%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    741000 | PA      | $675792.61    | 0.04%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $152897.69    | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1129863.10   | 0.06%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    829000 | PA      | $747374.16    | 0.04%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    438000 | PA      | $381101.96    | 0.02%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    459000 | PA      | $453293.99    | 0.02%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $472074.91    | 0.03%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    404000 | PA      | $346730.86    | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201890.54    | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    850000 | PA      | $767558.50    | 0.04%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1119274.29   | 0.06%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    657000 | PA      | $589606.25    | 0.03%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JB3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3319000 | PA      | $3145945.08   | 0.17%             | 2025-03-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    413000 | PA      | $368090.07    | 0.02%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    816000 | PA      | $682995.95    | 0.04%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $535438.55    | 0.03%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    359000 | PA      | $337732.48    | 0.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $162546.45    | 0.01%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    408000 | PA      | $392612.72    | 0.02%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $429595.01    | 0.02%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1198000 | PA      | $1068938.33   | 0.06%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $629124.83    | 0.03%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    286000 | PA      | $241787.85    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    116000 | PA      | $92130.51     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    129000 | PA      | $119365.89    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1524067.99   | 0.08%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMware Inc                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576116.17    | 0.03%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $350454.98    | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    660000 | PA      | $592715.32    | 0.03%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    489000 | PA      | $471327.54    | 0.03%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399402.02    | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $321361.58    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    603000 | PA      | $561675.18    | 0.03%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    795000 | PA      | $701635.56    | 0.04%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58358.82     | 0.00%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1468203.06   | 0.08%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    538000 | PA      | $520106.36    | 0.03%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158474.52    | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    300000 | PA      | $247433.32    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    829000 | PA      | $819347.89    | 0.04%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760351.10    | 0.04%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    829000 | PA      | $719775.24    | 0.04%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161570.90    | 0.01%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1200000 | PA      | $1127323.67   | 0.06%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396669.78    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    829000 | PA      | $787691.29    | 0.04%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    702000 | PA      | $651375.94    | 0.03%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    959000 | PA      | $835765.99    | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    308000 | PA      | $302478.53    | 0.02%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    179000 | PA      | $144129.64    | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    829000 | PA      | $723581.17    | 0.04%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94792.59     | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    579000 | PA      | $575439.30    | 0.03%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    642000 | PA      | $620952.11    | 0.03%             | 2024-08-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2489000 | PA      | $2465354.50   | 0.13%             | 2026-01-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1069551.68   | 0.06%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290891.36    | 0.02%             | 2025-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160545.52    | 0.01%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $491692.91    | 0.03%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    359000 | PA      | $322063.61    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    413000 | PA      | $385985.62    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1290526.07   | 0.07%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CD2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    229000 | PA      | $222120.10    | 0.01%             | 2024-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    633000 | PA      | $557357.50    | 0.03%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    209000 | PA      | $199513.51    | 0.01%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    279000 | PA      | $256218.85    | 0.01%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1500000 | PA      | $1393005.00   | 0.07%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    413000 | PA      | $341155.92    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503498.91    | 0.03%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944446.56    | 0.05%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $802637.73    | 0.04%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    359000 | PA      | $340910.34    | 0.02%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    397000 | PA      | $393080.13    | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    829000 | PA      | $724200.20    | 0.04%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    579000 | PA      | $548440.17    | 0.03%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    603000 | PA      | $576217.66    | 0.03%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542159.41    | 0.03%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    523000 | PA      | $425535.58    | 0.02%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    288000 | PA      | $282651.84    | 0.02%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    413000 | PA      | $344579.55    | 0.02%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    413000 | PA      | $393131.39    | 0.02%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $977934.05    | 0.05%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $512177.07    | 0.03%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    829000 | PA      | $779811.52    | 0.04%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    670000 | PA      | $529530.59    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49505.41     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    512000 | PA      | $460336.94    | 0.02%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205668.32    | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161547.74    | 0.01%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    763000 | PA      | $761529.14    | 0.04%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    321000 | PA      | $281327.81    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1187738.12   | 0.06%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    213000 | PA      | $182440.98    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    736000 | PA      | $664678.82    | 0.04%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    163000 | PA      | $179252.44    | 0.01%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1765198.81   | 0.09%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $819535.25    | 0.04%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    194000 | PA      | $178500.61    | 0.01%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    538000 | PA      | $513407.97    | 0.03%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1593469.32   | 0.08%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195263.40    | 0.01%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    260000 | PA      | $226051.80    | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $159704.12    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $780858.10    | 0.04%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: —       |
| Aircastle Ltd                                                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    179000 | PA      | $175041.09    | 0.01%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286947.98    | 0.02%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    539000 | PA      | $524890.77    | 0.03%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1328538.84   | 0.07%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    829000 | PA      | $698950.62    | 0.04%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | Arrow Electronics Inc                                                           | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403655.90    | 0.02%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    829000 | PA      | $820414.00    | 0.04%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    465000 | PA      | $468796.24    | 0.02%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    496000 | PA      | $430780.96    | 0.02%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175226.32    | 0.01%             | 2025-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1004806.46   | 0.05%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    829000 | PA      | $788582.32    | 0.04%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    191000 | PA      | $169227.40    | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    596000 | PA      | $541532.72    | 0.03%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    829000 | PA      | $757519.92    | 0.04%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    193000 | PA      | $162044.99    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    717000 | PA      | $683365.85    | 0.04%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1678000 | PA      | $1600658.80   | 0.09%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    229000 | PA      | $245474.24    | 0.01%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A2T1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $503241.92    | 0.03%             | 2025-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    179000 | PA      | $139712.69    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506673.08    | 0.03%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394691.14    | 0.02%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295560.24    | 0.02%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    900000 | PA      | $769500.00    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196114.53    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978689.86    | 0.05%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    143000 | PA      | $137565.52    | 0.01%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186047.14    | 0.01%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    475000 | PA      | $382264.67    | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $606292.38    | 0.03%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296366.23    | 0.02%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1310000 | PA      | $1052617.51   | 0.06%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    198000 | PA      | $185695.12    | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1302920.85   | 0.07%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    509000 | PA      | $462642.79    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $730255.62    | 0.04%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    329000 | PA      | $273338.56    | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    409000 | PA      | $395749.99    | 0.02%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    254000 | PA      | $216647.02    | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157922.16    | 0.01%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    739000 | PA      | $731033.46    | 0.04%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    829000 | PA      | $800210.58    | 0.04%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    123000 | PA      | $104683.35    | 0.01%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    510000 | PA      | $536551.88    | 0.03%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: —       |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $285455.41    | 0.02%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    637000 | PA      | $618172.57    | 0.03%             | 2024-03-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563261.26    | 0.03%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158185.97    | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    829000 | PA      | $811335.22    | 0.04%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289078.00    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2903000 | PA      | $2816454.31   | 0.15%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    516000 | PA      | $461399.96    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    620000 | PA      | $604951.63    | 0.03%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    413000 | PA      | $397472.70    | 0.02%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $800748.40    | 0.04%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97144.75     | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    413000 | PA      | $356050.80    | 0.02%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297356.75    | 0.02%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1053000 | PA      | $1033519.50   | 0.05%             | 2029-04-22      | Fixed         | 4.50%                 | 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        |    308000 | PA      | $251599.04    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $515132.04    | 0.03%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    163000 | PA      | $169510.56    | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    454000 | PA      | $410005.13    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258649.26    | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    829000 | PA      | $802354.26    | 0.04%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    329000 | PA      | $274353.45    | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1422160.46   | 0.08%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $402740.19    | 0.02%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI Communications Inc                                                          | CUSIP: 872287AF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    163000 | PA      | $177942.71    | 0.01%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302268.93    | 0.02%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    413000 | PA      | $369629.16    | 0.02%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JU9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2928600.00   | 0.16%             | 2025-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    829000 | PA      | $811922.56    | 0.04%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    523000 | PA      | $499810.72    | 0.03%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    201000 | PA      | $206067.02    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    829000 | PA      | $708212.22    | 0.04%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483902.28    | 0.03%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174710.53    | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407756.64    | 0.02%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    534000 | PA      | $495501.41    | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    588000 | PA      | $473962.54    | 0.03%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    413000 | PA      | $327046.95    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $375657.06    | 0.02%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390203.97    | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $734411.53    | 0.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $123138.86    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CY2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1149601.08   | 0.06%             | 2024-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146967.55    | 0.01%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    973000 | PA      | $915032.94    | 0.05%             | 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        |    829000 | PA      | $796406.70    | 0.04%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1189000 | PA      | $1152020.14   | 0.06%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $384247.38    | 0.02%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    829000 | PA      | $783958.85    | 0.04%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58620.93     | 0.00%             | 2024-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    559000 | PA      | $512792.24    | 0.03%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    413000 | PA      | $397864.18    | 0.02%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976320.00    | 0.05%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388896.16    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    620000 | PA      | $586810.54    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                                           | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400360.45    | 0.02%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    259000 | PA      | $253410.24    | 0.01%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    193000 | PA      | $186161.17    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    129000 | PA      | $116405.67    | 0.01%             | 2026-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160020.12    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330232.32    | 0.02%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    359000 | PA      | $330863.49    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    506000 | PA      | $455389.26    | 0.02%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    413000 | PA      | $395376.65    | 0.02%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    413000 | PA      | $381841.52    | 0.02%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261360.07    | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    136000 | PA      | $121210.26    | 0.01%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $183231.38    | 0.01%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1073819.70   | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $455440.55    | 0.02%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BY2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1883000 | PA      | $1862023.38   | 0.10%             | 2024-01-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185467.55    | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    342000 | PA      | $311591.31    | 0.02%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401024.70    | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    659000 | PA      | $548563.01    | 0.03%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |    413000 | PA      | $386975.24    | 0.02%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    733000 | PA      | $612540.07    | 0.03%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    709000 | PA      | $650441.18    | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    259000 | PA      | $246665.79    | 0.01%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    829000 | PA      | $821077.92    | 0.04%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527019.29    | 0.03%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    686000 | PA      | $648864.94    | 0.03%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $347958.50    | 0.02%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152907.69    | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    913000 | PA      | $742606.96    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1045841.10   | 0.06%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    168000 | PA      | $161038.55    | 0.01%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1594641.09   | 0.08%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    239000 | PA      | $229755.48    | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157879.57    | 0.01%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2155131.36   | 0.11%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1123955.57   | 0.06%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989318.70   | 0.11%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    338000 | PA      | $303401.95    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $742017.95    | 0.04%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $824267.12    | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    483000 | PA      | $457994.70    | 0.02%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    745000 | PA      | $601483.36    | 0.03%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $600282.00    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    179000 | PA      | $163475.33    | 0.01%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    512000 | PA      | $464431.38    | 0.02%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $637381.22    | 0.03%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    399000 | PA      | $320027.87    | 0.02%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    829000 | PA      | $673341.01    | 0.04%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    374000 | PA      | $366521.99    | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $604729.06    | 0.03%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1181000 | PA      | $1143932.22   | 0.06%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    198000 | PA      | $174521.60    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    727000 | PA      | $690523.84    | 0.04%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1243000 | PA      | $1217896.14   | 0.06%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    829000 | PA      | $733692.71    | 0.04%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $395746.25    | 0.02%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1770493.64   | 0.09%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196720.15    | 0.01%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $807709.80    | 0.04%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1133414.53   | 0.06%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    447000 | PA      | $401957.55    | 0.02%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126018.10    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    829000 | PA      | $777784.42    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $781591.16    | 0.04%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $219115.08    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302547.12    | 0.02%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249406.84    | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1101961.84   | 0.06%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DB2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    478000 | PA      | $451710.00    | 0.02%             | 2025-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $984674.47    | 0.05%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    179000 | PA      | $172029.83    | 0.01%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1410161.39   | 0.07%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    288000 | PA      | $276849.31    | 0.01%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148147.81    | 0.01%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $373036.01    | 0.02%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395228.19    | 0.02%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71548.14     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1016761.14   | 0.05%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109972.93    | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    211000 | PA      | $173435.63    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399171.53    | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $202625.00    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    179000 | PA      | $145110.20    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $483429.23    | 0.03%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    243000 | PA      | $200794.39    | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $219526.45    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    261000 | PA      | $252101.26    | 0.01%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    480000 | PA      | $431818.28    | 0.02%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    829000 | PA      | $737082.44    | 0.04%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HV1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1621871.58   | 0.09%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    286000 | PA      | $227303.77    | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500897.56    | 0.03%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    620000 | PA      | $585681.18    | 0.03%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    308000 | PA      | $267680.31    | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1199298.56   | 0.06%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1181227.49   | 0.06%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398498.12    | 0.02%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $282326.03    | 0.02%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1456124.84   | 0.08%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    129000 | PA      | $121897.78    | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $797719.55    | 0.04%             | 2026-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    540000 | PA      | $517447.88    | 0.03%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    390000 | PA      | $349837.03    | 0.02%             | 2026-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1566740.07   | 0.08%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127596.98    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544222.90    | 0.03%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427546.67    | 0.02%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511850.98    | 0.03%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    478000 | PA      | $484625.08    | 0.03%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    293000 | PA      | $282703.95    | 0.02%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $229895.02    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1621168.71   | 0.09%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    699000 | PA      | $561247.83    | 0.03%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $857377.67    | 0.05%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1659056.95   | 0.09%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237959.24    | 0.01%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $592345.24    | 0.03%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2903000 | PA      | $2744774.83   | 0.15%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100299.94    | 0.01%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248242.00    | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CD6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $643693.75    | 0.03%             | 2025-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    620000 | PA      | $569800.32    | 0.03%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    881000 | PA      | $789262.56    | 0.04%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    829000 | PA      | $732074.64    | 0.04%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $394497.42    | 0.02%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    994000 | PA      | $815393.07    | 0.04%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    597000 | PA      | $559362.17    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1297154.69   | 0.07%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155848.28    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211935.38    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    343000 | PA      | $294521.61    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    103000 | PA      | $94905.15     | 0.01%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251250.53    | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    413000 | PA      | $359749.86    | 0.02%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    457000 | PA      | $402218.23    | 0.02%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    829000 | PA      | $787210.20    | 0.04%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $909665.06    | 0.05%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    225000 | PA      | $203455.01    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    829000 | PA      | $841890.45    | 0.04%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123519.75    | 0.01%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395277.88    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $777222.94    | 0.04%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    829000 | PA      | $748553.08    | 0.04%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $770599.01    | 0.04%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    163000 | PA      | $152253.34    | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    329000 | PA      | $283383.28    | 0.02%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174442.88    | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $391596.68    | 0.02%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    191000 | PA      | $169126.89    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $785577.39    | 0.04%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    288000 | PA      | $287015.62    | 0.02%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    279000 | PA      | $264115.62    | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    413000 | PA      | $387848.11    | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117011.39    | 0.01%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    496000 | PA      | $437057.84    | 0.02%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    443000 | PA      | $367098.28    | 0.02%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107828.94    | 0.01%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124765.37    | 0.01%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $591575.16    | 0.03%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    689000 | PA      | $572285.87    | 0.03%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $330016.00    | 0.02%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202671.47    | 0.01%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    200000 | PA      | $193678.67    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214430.40    | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    179000 | PA      | $163998.83    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $283248.83    | 0.02%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $365039.44    | 0.02%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    649000 | PA      | $553707.89    | 0.03%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    495000 | PA      | $396190.07    | 0.02%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $288300.46    | 0.02%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    869000 | PA      | $855450.77    | 0.05%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1152205.14   | 0.06%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385187.61    | 0.02%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    829000 | PA      | $820605.31    | 0.04%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4150000 | PA      | $3463217.62   | 0.18%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AR2<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |   1474000 | PA      | $1369340.56   | 0.07%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    829000 | PA      | $799372.61    | 0.04%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $246328.13    | 0.01%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286AP2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $787577.00    | 0.04%             | 2025-03-16      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    829000 | PA      | $742300.26    | 0.04%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    541000 | PA      | $494689.81    | 0.03%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    179000 | PA      | $175060.30    | 0.01%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    670000 | PA      | $540702.58    | 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        |   1159000 | PA      | $999556.95    | 0.05%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    329000 | PA      | $293792.69    | 0.02%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787000 | PA      | $697780.78    | 0.04%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480300.43    | 0.03%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    829000 | PA      | $814985.95    | 0.04%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1049681.41   | 0.06%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    484000 | PA      | $476202.66    | 0.03%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390021.83    | 0.02%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    351000 | PA      | $337055.64    | 0.02%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    593000 | PA      | $565805.84    | 0.03%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206719.70    | 0.01%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $338869.68    | 0.02%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1147019.48   | 0.06%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $479391.54    | 0.03%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    829000 | PA      | $818055.08    | 0.04%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                                          | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BS2<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    829000 | PA      | $827390.70    | 0.04%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    496000 | PA      | $484082.47    | 0.03%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    789000 | PA      | $698320.60    | 0.04%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1413290.29   | 0.08%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $502119.15    | 0.03%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160621.83    | 0.01%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    789000 | PA      | $637487.27    | 0.03%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57062.04     | 0.00%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    467000 | PA      | $391233.14    | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395285.54    | 0.02%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2724375.15   | 0.14%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1099293.25   | 0.06%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318867.85    | 0.02%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    413000 | PA      | $366483.20    | 0.02%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $784653.88    | 0.04%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    229000 | PA      | $211523.86    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    679000 | PA      | $570918.72    | 0.03%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423088.55    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $392031.17    | 0.02%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $585512.23    | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1608048.84   | 0.09%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AP3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2486000 | PA      | $2373316.56   | 0.13%             | 2025-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25546.22     | 0.00%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162573.81    | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $302234.10    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $791882.88    | 0.04%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    239000 | PA      | $228733.43    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    620000 | PA      | $595656.33    | 0.03%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504486.04    | 0.03%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2039865.54   | 0.11%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETC3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486774.35    | 0.03%             | 2025-09-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300001.79    | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $489187.59    | 0.03%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    581000 | PA      | $531963.21    | 0.03%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    610000 | PA      | $633708.87    | 0.03%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    900000 | PA      | $799193.59    | 0.04%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    500000 | PA      | $483524.61    | 0.03%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    543000 | PA      | $534323.41    | 0.03%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573320.08    | 0.03%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160145.22    | 0.01%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1702368.03   | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    362000 | PA      | $357331.06    | 0.02%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $526419.45    | 0.03%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $295901.21    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    113000 | PA      | $103061.29    | 0.01%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266746.85    | 0.01%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    229000 | PA      | $225899.46    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    589000 | PA      | $537019.01    | 0.03%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96760.20     | 0.01%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114007.12    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1312612.00   | 0.07%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265700.38    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $542301.55    | 0.03%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    259000 | PA      | $208390.08    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1472622.37   | 0.08%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    427000 | PA      | $368316.09    | 0.02%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $681166.01    | 0.04%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    179000 | PA      | $172145.25    | 0.01%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $403692.73    | 0.02%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177589.92    | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391654.10    | 0.02%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    916000 | PA      | $894628.20    | 0.05%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $157835.14    | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    500000 | PA      | $485527.02    | 0.03%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64573.79     | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148294.00    | 0.01%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1132237.95   | 0.06%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    655000 | PA      | $571378.00    | 0.03%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121691.37    | 0.01%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBF3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98297.95     | 0.01%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $729044.73    | 0.04%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    829000 | PA      | $790233.02    | 0.04%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295030.80    | 0.02%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    478000 | PA      | $458163.00    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    179000 | PA      | $172422.40    | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    520000 | PA      | $473590.22    | 0.03%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                   | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340184.30    | 0.02%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $458525.11    | 0.02%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $414038.84    | 0.02%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AD4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $477583.23    | 0.03%             | 2024-09-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    829000 | PA      | $751948.46    | 0.04%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    745000 | PA      | $699562.17    | 0.04%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    459000 | PA      | $369401.43    | 0.02%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    562000 | PA      | $499822.00    | 0.03%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    413000 | PA      | $363705.75    | 0.02%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    620000 | PA      | $607731.35    | 0.03%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1111381.90   | 0.06%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    829000 | PA      | $810863.95    | 0.04%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314062.77    | 0.02%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1095205.54   | 0.06%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    829000 | PA      | $786377.89    | 0.04%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329948.55    | 0.02%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $301865.88    | 0.02%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    829000 | PA      | $730956.04    | 0.04%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417841.97    | 0.02%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $646698.47    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1223642.48   | 0.07%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    179000 | PA      | $149552.52    | 0.01%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    660000 | PA      | $616957.55    | 0.03%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291376.13    | 0.02%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $781095.36    | 0.04%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    389000 | PA      | $388807.14    | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    308000 | PA      | $227703.24    | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186607.61    | 0.01%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    329000 | PA      | $286762.27    | 0.02%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    329000 | PA      | $284511.34    | 0.02%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    989000 | PA      | $921629.43    | 0.05%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1178000 | PA      | $1173257.96   | 0.06%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127999.05    | 0.01%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401768.38    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |   1637000 | PA      | $1536207.65   | 0.08%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    309000 | PA      | $264652.84    | 0.01%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $740046.48    | 0.04%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123928.34    | 0.01%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $372575.80    | 0.02%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    129000 | PA      | $117089.42    | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    329000 | PA      | $317310.58    | 0.02%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    978000 | PA      | $915799.20    | 0.05%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    413000 | PA      | $334105.64    | 0.02%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    229000 | PA      | $223500.49    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    620000 | PA      | $599459.40    | 0.03%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $820027.70    | 0.04%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $657460.95    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    620000 | PA      | $605084.36    | 0.03%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112729.84    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    709000 | PA      | $612777.36    | 0.03%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1700666.46   | 0.09%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    142000 | PA      | $110449.65    | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128121.52    | 0.01%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    818000 | PA      | $734228.14    | 0.04%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662439.53    | 0.04%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195407.98    | 0.01%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484408.38    | 0.03%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400404.04    | 0.02%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178120.71    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $593392.80    | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    829000 | PA      | $792447.55    | 0.04%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395052.48    | 0.02%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    209000 | PA      | $198840.83    | 0.01%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470625.40    | 0.03%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    480000 | PA      | $421121.55    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1172897.10   | 0.06%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BC1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    413000 | PA      | $396347.43    | 0.02%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    829000 | PA      | $821035.44    | 0.04%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801867.08    | 0.04%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72648.32     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    413000 | PA      | $379065.69    | 0.02%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248320.06    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124558.09    | 0.01%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159184.32    | 0.01%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128335.51    | 0.01%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    478000 | PA      | $412817.98    | 0.02%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $816862.95    | 0.04%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    620000 | PA      | $592609.99    | 0.03%             | 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        |   1006000 | PA      | $945136.70    | 0.05%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    583000 | PA      | $530941.12    | 0.03%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    413000 | PA      | $370255.07    | 0.02%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    413000 | PA      | $386970.63    | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    931000 | PA      | $914684.04    | 0.05%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    829000 | PA      | $792990.31    | 0.04%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1310000 | PA      | $1098435.00   | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $395720.00    | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    198000 | PA      | $174920.72    | 0.01%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    179000 | PA      | $191586.54    | 0.01%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    245000 | PA      | $265992.41    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    620000 | PA      | $595688.03    | 0.03%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171932.64    | 0.01%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182323.37    | 0.01%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $25540.53     | 0.00%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    829000 | PA      | $786324.95    | 0.04%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $776513.45    | 0.04%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679921.26    | 0.04%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    329000 | PA      | $294543.52    | 0.02%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1511476.19   | 0.08%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $1619761.15   | 0.09%             | 2029-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24697.80     | 0.00%             | 2029-01-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    413000 | PA      | $357481.67    | 0.02%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    745000 | PA      | $666442.66    | 0.04%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293845.82    | 0.02%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    620000 | PA      | $602008.72    | 0.03%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1082902.17   | 0.06%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1231296.82   | 0.07%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    286000 | PA      | $278431.11    | 0.01%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    413000 | PA      | $362432.14    | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1293096.60   | 0.07%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    286000 | PA      | $233890.97    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1710391.13   | 0.09%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $402707.80    | 0.02%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1054825.10   | 0.06%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    179000 | PA      | $165522.27    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    829000 | PA      | $815611.43    | 0.04%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    883000 | PA      | $752602.09    | 0.04%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $156185.35    | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    159000 | PA      | $139084.54    | 0.01%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    366000 | PA      | $339121.57    | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    470000 | PA      | $358760.52    | 0.02%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $751660.06    | 0.04%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $240828.13    | 0.01%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1196698.25   | 0.06%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55649.55     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    329000 | PA      | $307094.67    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $181692.13    | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    359000 | PA      | $288472.15    | 0.02%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160897.20    | 0.01%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $772249.68    | 0.04%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1633536.68   | 0.09%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    824000 | PA      | $745942.48    | 0.04%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280119.07    | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $340751.92    | 0.02%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    179000 | PA      | $168679.49    | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    558000 | PA      | $528161.99    | 0.03%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $184808.43    | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    231000 | PA      | $207104.71    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    472000 | PA      | $439852.53    | 0.02%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $836392.88    | 0.04%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $493673.29    | 0.03%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1567318.48   | 0.08%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $840416.72    | 0.04%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    620000 | PA      | $462597.50    | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1049721.63   | 0.06%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107639.97    | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159076.63    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    660000 | PA      | $645939.87    | 0.03%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    409000 | PA      | $396152.50    | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464967.07    | 0.02%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CC1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    600000 | PA      | $539718.00    | 0.03%             | 2026-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    763000 | PA      | $735356.66    | 0.04%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223527.69    | 0.01%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    413000 | PA      | $335466.77    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    911000 | PA      | $879551.48    | 0.05%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1376786.69   | 0.07%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                   | Prudential PLC                                                                  | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    829000 | PA      | $747393.24    | 0.04%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    637000 | PA      | $597646.09    | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    579000 | PA      | $484815.05    | 0.03%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $433110.13    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $591126.88    | 0.03%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    308000 | PA      | $289773.08    | 0.02%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    366000 | PA      | $302644.05    | 0.02%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1064794.88   | 0.06%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $257793.76    | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                   | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    293000 | PA      | $289162.95    | 0.02%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157109.12    | 0.01%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157563.78    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739074.51    | 0.04%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $319240.95    | 0.02%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    829000 | PA      | $819617.43    | 0.04%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    413000 | PA      | $399689.65    | 0.02%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1269265.44   | 0.07%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                      | SANTA CLARA VLY CA TRANSPRTN AUTH SALES TAX REVENUE                             | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    490000 | PA      | $516460.49    | 0.03%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358346.83    | 0.02%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1034319.97   | 0.05%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $159410.27    | 0.01%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CJ5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1310000 | PA      | $1245973.75   | 0.07%             | 2026-01-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    829000 | PA      | $813603.17    | 0.04%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    615000 | PA      | $485443.74    | 0.03%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    413000 | PA      | $402634.11    | 0.02%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    829000 | PA      | $827901.88    | 0.04%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    745000 | PA      | $596584.19    | 0.03%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $702923.79    | 0.04%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    478000 | PA      | $469724.63    | 0.02%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104751.72    | 0.01%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    948000 | PA      | $815496.48    | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204287.50    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547886.23    | 0.03%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    129000 | PA      | $112563.10    | 0.01%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    329000 | PA      | $286285.30    | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390239.88    | 0.02%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    419000 | PA      | $364057.08    | 0.02%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    620000 | PA      | $609318.66    | 0.03%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343374.18    | 0.02%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301429.70    | 0.02%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610163.41    | 0.03%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1604705.84   | 0.09%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1659000 | PA      | $1572549.99   | 0.08%             | 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        |   2264000 | PA      | $1862997.49   | 0.10%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1156528.14   | 0.06%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    795000 | PA      | $666613.86    | 0.04%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR40<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    333000 | PA      | $313074.98    | 0.02%             | 2024-08-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    413000 | PA      | $402001.29    | 0.02%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1268648.64   | 0.07%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    413000 | PA      | $406130.76    | 0.02%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    179000 | PA      | $175566.96    | 0.01%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $571236.76    | 0.03%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25989.05     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $181030.41    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $173853.40    | 0.01%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1603375.52   | 0.09%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170794.13    | 0.01%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    552000 | PA      | $530742.88    | 0.03%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    179000 | PA      | $146438.49    | 0.01%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131777.63    | 0.01%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $598172.78    | 0.03%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    829000 | PA      | $810657.02    | 0.04%             | 2024-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    179000 | PA      | $173364.96    | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    129000 | PA      | $121273.56    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    279000 | PA      | $289894.95    | 0.02%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494963.65    | 0.03%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $389323.59    | 0.02%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    829000 | PA      | $813220.95    | 0.04%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    982000 | PA      | $937073.50    | 0.05%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1591836.02   | 0.08%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120048.33    | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1301520.40   | 0.07%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    617000 | PA      | $572318.60    | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748237.66    | 0.04%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    509000 | PA      | $412593.29    | 0.02%             | 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        |    200000 | PA      | $201263.87    | 0.01%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    413000 | PA      | $366916.45    | 0.02%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507257.09    | 0.03%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    566000 | PA      | $495685.57    | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    329000 | PA      | $266865.93    | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    829000 | PA      | $786889.95    | 0.04%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    430000 | PA      | $399837.55    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562872.00    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    585000 | PA      | $556340.73    | 0.03%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    710000 | PA      | $614228.10    | 0.03%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    288000 | PA      | $271546.22    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    413000 | PA      | $399186.75    | 0.02%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207459.22    | 0.01%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    179000 | PA      | $153028.66    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    613000 | PA      | $591110.23    | 0.03%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299761.06    | 0.02%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393286.55    | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1443919.12   | 0.08%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    679000 | PA      | $576802.77    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JG2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1350000 | PA      | $1210591.51   | 0.06%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    272000 | PA      | $269741.53    | 0.01%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1310000 | PA      | $1249412.50   | 0.07%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $325247.23    | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    493000 | PA      | $483253.39    | 0.03%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403525.78    | 0.02%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1878000 | PA      | $1842796.21   | 0.10%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114512.94    | 0.01%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192869.92    | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408932.82    | 0.02%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $342515.07    | 0.02%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    620000 | PA      | $594754.39    | 0.03%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    530000 | PA      | $477044.76    | 0.03%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287206.99    | 0.02%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1345105.31   | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    829000 | PA      | $820276.53    | 0.04%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1677575.23   | 0.09%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    201000 | PA      | $190950.89    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194389.16    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300858.82    | 0.02%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    413000 | PA      | $393265.36    | 0.02%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    676000 | PA      | $642372.13    | 0.03%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2489000 | PA      | $2370859.86   | 0.13%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    829000 | PA      | $825616.79    | 0.04%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $291945.98    | 0.02%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1170185.65   | 0.06%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    343000 | PA      | $339511.27    | 0.02%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090552.94   | 0.06%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    862000 | PA      | $825854.30    | 0.04%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    829000 | PA      | $763008.23    | 0.04%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $796337.98    | 0.04%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448163.94    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                       | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $308522.70    | 0.02%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    829000 | PA      | $717042.80    | 0.04%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195120.84    | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1100965.80   | 0.06%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                                         | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   1576000 | PA      | $1506221.39   | 0.08%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $791113.57    | 0.04%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $695391.94    | 0.04%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CG2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $506186.10    | 0.03%             | 2025-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $399299.82    | 0.02%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $772033.56    | 0.04%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $478322.04    | 0.03%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    829000 | PA      | $795033.57    | 0.04%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    163000 | PA      | $152655.85    | 0.01%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1310000 | PA      | $1202446.43   | 0.06%             | 2025-05-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    858000 | PA      | $780243.75    | 0.04%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $375573.61    | 0.02%             | 2026-03-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $796104.78    | 0.04%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    919000 | PA      | $881104.99    | 0.05%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    359000 | PA      | $351319.86    | 0.02%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210768.41    | 0.01%             | 2026-01-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111984.17    | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174732.53    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215893.79    | 0.01%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    193000 | PA      | $175958.44    | 0.01%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181251.43    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    502000 | PA      | $510527.25    | 0.03%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    459000 | PA      | $407401.89    | 0.02%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 US                                                            | CNOOC Finance 2015 USA LLC                                                      | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1303384.50   | 0.07%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241217.53    | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    374000 | PA      | $338549.76    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    829000 | PA      | $756490.35    | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    543000 | PA      | $546596.62    | 0.03%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1095841.66   | 0.06%             | 2027-03-09      | Fixed         | 1.43%                 | 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        |    579000 | PA      | $479797.02    | 0.03%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $688625.29    | 0.04%             | 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        |    229000 | PA      | $199575.69    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    323000 | PA      | $276452.44    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    413000 | PA      | $366600.86    | 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        |    329000 | PA      | $285806.64    | 0.02%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411507.17    | 0.02%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388105.40    | 0.02%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $181263.69    | 0.01%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    241000 | PA      | $211871.64    | 0.01%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    413000 | PA      | $342075.53    | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    829000 | PA      | $682864.28    | 0.04%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $211311.95    | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    809000 | PA      | $768249.17    | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    745000 | PA      | $658773.47    | 0.04%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Dover Corp                                                                       | Dover Corp                                                                      | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156276.32    | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FE8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2352304.12   | 0.13%             | 2024-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $294704.92    | 0.02%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    317000 | PA      | $269206.36    | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    877000 | PA      | $723500.83    | 0.04%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1542285.47   | 0.08%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50574.55     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    329000 | PA      | $314737.61    | 0.02%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    562000 | PA      | $497894.20    | 0.03%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    478000 | PA      | $403700.88    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100982.82    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    371000 | PA      | $330710.14    | 0.02%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    413000 | PA      | $361516.21    | 0.02%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    374000 | PA      | $359473.00    | 0.02%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24249.08     | 0.00%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    829000 | PA      | $795993.92    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    794000 | PA      | $731172.01    | 0.04%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $382928.63    | 0.02%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $378107.98    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154CY3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    478000 | PA      | $462130.40    | 0.02%             | 2024-06-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAC4<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27988.15     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    716000 | PA      | $703235.77    | 0.04%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148RZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    859000 | PA      | $811709.15    | 0.04%             | 2025-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $63266.94     | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98026.30     | 0.01%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1201000 | PA      | $1319107.54   | 0.07%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    859000 | PA      | $804634.60    | 0.04%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    660000 | PA      | $595171.47    | 0.03%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482103.33    | 0.03%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                             | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289319.24    | 0.02%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $812945.82    | 0.04%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976299.00    | 0.05%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211622.20    | 0.01%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $593877.22    | 0.03%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1132383.48   | 0.06%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    159000 | PA      | $154892.05    | 0.01%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    502000 | PA      | $453099.42    | 0.02%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    593000 | PA      | $597466.20    | 0.03%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117863.51    | 0.01%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126129.85    | 0.01%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $192839.03    | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    413000 | PA      | $388751.90    | 0.02%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    198000 | PA      | $171885.82    | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $469615.12    | 0.02%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    243000 | PA      | $192384.69    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3489000 | PA      | $3320954.09   | 0.18%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971568.48    | 0.05%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    243000 | PA      | $223386.26    | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | 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        |    193000 | PA      | $179150.08    | 0.01%             | 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        |   1409000 | PA      | $1133481.17   | 0.06%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1088771.46   | 0.06%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $257685.00    | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1289577.43   | 0.07%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    459000 | PA      | $373545.66    | 0.02%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    191000 | PA      | $156177.31    | 0.01%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    413000 | PA      | $371908.18    | 0.02%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289350.48    | 0.02%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930999.00    | 0.05%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    829000 | PA      | $781684.49    | 0.04%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1050000 | PA      | $939714.46    | 0.05%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    366000 | PA      | $362522.20    | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    493000 | PA      | $406258.76    | 0.02%             | 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        |   1518000 | PA      | $1268374.78   | 0.07%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $160670.00    | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $393681.99    | 0.02%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198778.90    | 0.01%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    413000 | PA      | $410247.70    | 0.02%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    467000 | PA      | $423013.55    | 0.02%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363783.35    | 0.02%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    413000 | PA      | $425580.32    | 0.02%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    421000 | PA      | $380475.29    | 0.02%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159112.29    | 0.01%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177392.58    | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2429214.22   | 0.13%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    313000 | PA      | $282323.20    | 0.02%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1798828.81   | 0.10%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289062.62    | 0.02%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE                                                          | Fibria Overseas Finance Ltd                                                     | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    829000 | PA      | $830450.75    | 0.04%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    297000 | PA      | $258619.53    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1137998.37   | 0.06%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1327604.93   | 0.07%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1126468.89   | 0.06%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    523000 | PA      | $475483.30    | 0.03%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50608.17     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291979.12    | 0.02%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $288412.11    | 0.02%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $874244.83    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $391044.56    | 0.02%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    702000 | PA      | $705569.54    | 0.04%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    659000 | PA      | $623951.66    | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103906.47    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                                 | Bank of Montreal                                                                | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3319000 | PA      | $3265612.66   | 0.17%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001612.77   | 0.05%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    982000 | PA      | $955535.10    | 0.05%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                        | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66721.45     | 0.00%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    993000 | PA      | $968350.71    | 0.05%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418506.24    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Mississippi Power Co                                                             | Mississippi Power Co                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289107.37    | 0.02%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $379291.73    | 0.02%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    294000 | PA      | $281066.50    | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    193000 | PA      | $162296.23    | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282401.18    | 0.02%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $461683.04    | 0.02%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395098.12    | 0.02%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    329000 | PA      | $311860.04    | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    829000 | PA      | $774528.60    | 0.04%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122462.97    | 0.01%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129482.66    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1005143.09   | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    222000 | PA      | $182841.54    | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $780746.49    | 0.04%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1659000 | PA      | $1347705.24   | 0.07%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    972000 | PA      | $772131.16    | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299142.42    | 0.02%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    376000 | PA      | $367606.59    | 0.02%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    829000 | PA      | $748873.30    | 0.04%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    620000 | PA      | $598958.63    | 0.03%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    829000 | PA      | $820719.52    | 0.04%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    413000 | PA      | $372118.55    | 0.02%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $487684.67    | 0.03%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORA                                                         | Owl Rock Capital Corp III                                                       | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110501.91    | 0.01%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192117.00    | 0.01%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    293000 | PA      | $284267.31    | 0.02%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341468.08    | 0.02%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790807.06    | 0.04%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AQ4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    359000 | PA      | $349578.57    | 0.02%             | 2024-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    413000 | PA      | $402966.46    | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                               | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156993.69    | 0.01%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    163000 | PA      | $161380.59    | 0.01%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     64000 | PA      | $62580.80     | 0.00%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    829000 | PA      | $747216.53    | 0.04%             | 2026-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1467842.54   | 0.08%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    163000 | PA      | $154917.00    | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2682368.93   | 0.14%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    829000 | PA      | $934463.06    | 0.05%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    309000 | PA      | $304806.65    | 0.02%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    829000 | PA      | $796221.24    | 0.04%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801096.08    | 0.04%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    590000 | PA      | $500293.53    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    829000 | PA      | $735955.44    | 0.04%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388693.00    | 0.02%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990327.12    | 0.05%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84229.07     | 0.00%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103414.94    | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3319000 | PA      | $3252260.15   | 0.17%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792625.46    | 0.04%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $155301.41    | 0.01%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    455000 | PA      | $371876.85    | 0.02%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    701000 | PA      | $681711.96    | 0.04%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173373.14    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1130151.59   | 0.06%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    413000 | PA      | $380949.13    | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    829000 | PA      | $782150.70    | 0.04%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                    | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219042.87    | 0.01%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    516000 | PA      | $435809.58    | 0.02%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    413000 | PA      | $352028.57    | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    829000 | PA      | $800760.16    | 0.04%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    413000 | PA      | $337946.61    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    329000 | PA      | $278538.78    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152931.27    | 0.01%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Trinity Acquisition PLC                                                          | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $406648.26    | 0.02%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    129000 | PA      | $102486.34    | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    802000 | PA      | $687078.31    | 0.04%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $977778.74    | 0.05%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301695.40    | 0.02%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841704.74    | 0.04%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    829000 | PA      | $728403.69    | 0.04%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248061.09    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    313000 | PA      | $272773.96    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161356.31    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1025214.89   | 0.05%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $790615.78    | 0.04%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $382561.18    | 0.02%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    493000 | PA      | $396683.15    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    413000 | PA      | $329090.87    | 0.02%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $758549.32    | 0.04%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1128468.36   | 0.06%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    829000 | PA      | $787835.85    | 0.04%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21192.08     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398210.85    | 0.02%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    714000 | PA      | $577154.06    | 0.03%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57630.01     | 0.00%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    920000 | PA      | $945723.95    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $404973.64    | 0.02%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114307.77    | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197668.26    | 0.01%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49890.71     | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    359000 | PA      | $292618.21    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    282000 | PA      | $276956.55    | 0.01%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    413000 | PA      | $358338.26    | 0.02%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    478000 | PA      | $434884.40    | 0.02%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    293000 | PA      | $266491.29    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    943000 | PA      | $864648.77    | 0.05%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    288000 | PA      | $269205.57    | 0.01%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    201000 | PA      | $160091.41    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    159000 | PA      | $129427.59    | 0.01%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $563354.19    | 0.03%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    478000 | PA      | $446982.58    | 0.02%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1504845.72   | 0.08%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $468151.46    | 0.02%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177447.45    | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1659000 | PA      | $1519497.15   | 0.08%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $192811.44    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    496000 | PA      | $454848.61    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2977000 | PA      | $2696951.23   | 0.14%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    628000 | PA      | $572466.62    | 0.03%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    413000 | PA      | $324051.00    | 0.02%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    527000 | PA      | $502359.86    | 0.03%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417378.12    | 0.02%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    309000 | PA      | $300385.69    | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    306000 | PA      | $284353.58    | 0.02%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    179000 | PA      | $160494.77    | 0.01%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1045906.40   | 0.06%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    159000 | PA      | $131820.55    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $943056.40    | 0.05%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335158.68    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    193000 | PA      | $181231.73    | 0.01%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    359000 | PA      | $339876.78    | 0.02%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200647.21    | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346298.74    | 0.02%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355082.50    | 0.02%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385644.94    | 0.02%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $967728.73    | 0.05%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1642144.64   | 0.09%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752182.66    | 0.04%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21368.98     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1489000 | PA      | $1429058.74   | 0.08%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $408179.76    | 0.02%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    458000 | PA      | $444044.24    | 0.02%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    286000 | PA      | $258154.75    | 0.01%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    496000 | PA      | $478732.09    | 0.03%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    829000 | PA      | $815342.38    | 0.04%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    694000 | PA      | $667628.67    | 0.04%             | 2028-04-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500996.66    | 0.03%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320244.90    | 0.02%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $386193.34    | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    929000 | PA      | $1023150.88   | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    413000 | PA      | $324816.47    | 0.02%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    889000 | PA      | $715890.77    | 0.04%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $809624.75    | 0.04%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    159000 | PA      | $141301.65    | 0.01%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300320.63    | 0.02%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $340474.32    | 0.02%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    512000 | PA      | $414513.37    | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    911000 | PA      | $808647.56    | 0.04%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155412.14    | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129711.38    | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407165.28    | 0.02%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    410000 | PA      | $347926.00    | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $406712.92    | 0.02%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1151744.32   | 0.06%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    259000 | PA      | $244691.77    | 0.01%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $797517.66    | 0.04%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $834778.58    | 0.04%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    261000 | PA      | $245398.52    | 0.01%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388760.19    | 0.02%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    829000 | PA      | $795922.30    | 0.04%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    225000 | PA      | $210174.01    | 0.01%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1266180.17   | 0.07%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502006.03    | 0.03%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1659000 | PA      | $1579301.62   | 0.08%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    808000 | PA      | $782938.43    | 0.04%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $345796.81    | 0.02%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    839000 | PA      | $697662.10    | 0.04%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    413000 | PA      | $372123.07    | 0.02%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $483907.03    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    527000 | PA      | $426004.07    | 0.02%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2121758.24   | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401992.34    | 0.02%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    607000 | PA      | $560767.85    | 0.03%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341882.47    | 0.02%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    343000 | PA      | $298106.00    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378298.06    | 0.02%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    702000 | PA      | $683891.49    | 0.04%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356820.90    | 0.02%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402099.84    | 0.02%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $419776.24    | 0.02%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281951.79    | 0.01%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    459000 | PA      | $370047.72    | 0.02%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    355000 | PA      | $308411.51    | 0.02%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163937.59    | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    900000 | PA      | $713542.72    | 0.04%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1108487.81   | 0.06%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400168.72    | 0.02%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401853.77    | 0.02%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    609000 | PA      | $596088.46    | 0.03%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    413000 | PA      | $396739.86    | 0.02%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $386448.45    | 0.02%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $169477.39    | 0.01%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $389401.84    | 0.02%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113249.48    | 0.01%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    633000 | PA      | $603842.44    | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    476000 | PA      | $415777.68    | 0.02%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $778207.24    | 0.04%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    829000 | PA      | $806075.44    | 0.04%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    546000 | PA      | $521294.41    | 0.03%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $196537.50    | 0.01%             | 2026-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109745.15    | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119690.49    | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2489000 | PA      | $2316701.81   | 0.12%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $358004.91    | 0.02%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44595.86     | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1366020.84   | 0.07%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $113237.23    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    553000 | PA      | $526254.18    | 0.03%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398961.28    | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    413000 | PA      | $346066.10    | 0.02%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    159000 | PA      | $130339.55    | 0.01%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    287000 | PA      | $281132.70    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    529000 | PA      | $567815.36    | 0.03%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST SPL OBLG REVENUE                                               | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    320000 | PA      | $311328.96    | 0.02%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $659594.81    | 0.04%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: —       |
| Analog Devices Inc                                                               | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    620000 | PA      | $602084.88    | 0.03%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    189000 | PA      | $181014.43    | 0.01%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    501000 | PA      | $448540.44    | 0.02%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1350000 | PA      | $1241599.85   | 0.07%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    660000 | PA      | $566140.32    | 0.03%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1300346.95   | 0.07%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25361.19     | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONTL AIRLINES 2012-2 A                                                          | Continental Airlines 2012-2 Class A Pass Through Trust                          | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227983 | PA      | $218822.31    | 0.01%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AZ5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    224000 | PA      | $224000.00    | 0.01%             | 2024-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390783.10    | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176750.25    | 0.01%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    413000 | PA      | $324571.55    | 0.02%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    409000 | PA      | $391425.64    | 0.02%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer