# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012294
**Filing Date:** 2023-1
**Character Count:** 1817992
**Document Hash:** 89b8fb3e8c01c270c603a7c016ec8199
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012294.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012294

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23551452

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

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

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

## Series and Classes Contracts Data

### iShares ESG Aware USD Corporate Bond ETF (Series ID: S000058037)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000189865 | iShares ESG Aware USD Corporate Bond ETF | SUSC            |

## Nport-Ex

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Corporate Bonds & Notes**  |  |  |
| **Advertising — 0.2%** |  |  |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 10/01/28 (Call 07/01/28) | $27 | $25851 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/30/30 (Call 12/30/29) | 29 | 27436 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/01/48 (Call 04/01/48)<sup>(a)</sup> | 303 | 279217 |
| Omnicom Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 04/30/30 (Call 01/30/30) | 37 | 30821 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/01/30 (Call 03/01/30)<sup>(a)</sup> | 37 | 34664 |
| WPP Finance 2010, 3.75%, 09/19/24 | 999 | 965394 |
|  |  | 1363383 |
| **Aerospace & Defense — 1.0%** |  |  |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 284 | 221358 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/15/29 (Call 09/15/29) | 333 | 286760 |
| &nbsp;&nbsp;&nbsp;3.83%, 04/27/25 (Call 01/27/25) | 877 | 857881 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/15/28 (Call 03/15/28) | 1121 | 1086274 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/27/35 (Call 10/27/34) | 313 | 296796 |
| &nbsp;&nbsp;&nbsp;5.05%, 04/27/45 (Call 10/27/44) | 284 | 259496 |
| &nbsp;&nbsp;&nbsp;6.15%, 12/15/40 | 130 | 136064 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 07/01/30 (Call 04/01/30) | 1180 | 993088 |
| &nbsp;&nbsp;&nbsp;2.65%, 11/01/26 (Call 08/01/26) | 30 | 27835 |
| &nbsp;&nbsp;&nbsp;2.82%, 09/01/51 (Call 03/01/51) | 61 | 41581 |
| &nbsp;&nbsp;&nbsp;3.03%, 03/15/52 (Call 09/15/51) | 45 | 31665 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (Call 02/04/27) | 499 | 468217 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/01/50 (Call 01/01/50) | 274 | 197576 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/01/46 (Call 05/01/46) | 277 | 220445 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/04/47 (Call 11/04/46) | 212 | 177491 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/16/28 (Call 08/16/28) | 603 | 584211 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/45 (Call 11/16/44) | 240 | 205706 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/47 (Call 10/15/46) | 190 | 166824 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/16/38 (Call 05/16/38) | 179 | 164895 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/42 | 464 | 428792 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/16/48 (Call 05/16/48) | 467 | 429299 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/15/41 | 42 | 38801 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/43 (Call 06/15/43) | 42 | 39423 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 184 | 175104 |
| &nbsp;&nbsp;&nbsp;5.40%, 05/01/35 | 25 | 25315 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/15/38 | 55 | 59686 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/15/29<sup>(a)</sup> | 400 | 458280 |
|  |  | 8078863 |
| **Agriculture — 1.0%** |  |  |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/11/26 (Call 05/11/26) | 401 | 373315 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51) | 130 | 89262 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/30 (Call 12/27/29) | 210 | 191673 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/15/47 (Call 03/15/47)<sup>(a)</sup> | 229 | 190446 |
| &nbsp;&nbsp;&nbsp;4.02%, 04/16/43 | 98 | 85125 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 125 | 116637 |
| &nbsp;&nbsp;&nbsp;4.54%, 03/26/42 | 5 | 4655 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/15/35 | 54 | 56193 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.94%, 10/01/32<sup>(a)</sup> | 237 | 258825 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 08/17/25 (Call 07/17/25) | 2180 | 1993479 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/14/31 (Call 02/14/31) | 1608 | 1335428 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/15/26 (Call 05/15/26)<sup>(a)</sup> | 1718 | 1610419 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/25/27 (Call 06/25/27) | 1957 | 1838288 |
|  |  | 8143745 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Airlines — 0.0%** |  |  |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 02/10/30 (Call 11/10/29) | $130 | $108494 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/26 (Call 08/15/26) | 77 | 71116 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/16/27 (Call 08/16/27) | 144 | 133338 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/27 (Call 04/15/27) | 72 | 72624 |
|  |  | 385572 |
| **Apparel — 0.3%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 11/01/26 (Call 08/01/26) | 111 | 103289 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/27/25 (Call 02/27/25)<sup>(a)</sup> | 23 | 22048 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/27/27 (Call 01/27/27) | 65 | 61121 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/27/30 (Call 12/27/29) | 204 | 183783 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/40 (Call 09/27/39) | 68 | 55914 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/46 (Call 05/01/46) | 141 | 113329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (Call 09/27/49)<sup>(a)</sup> | 73 | 58458 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 (Call 11/01/42) | 94 | 79921 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/01/45 (Call 05/01/45)<sup>(a)</sup> | 228 | 200396 |
| PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) | 480 | 465422 |
| Ralph Lauren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/30 (Call 03/15/30) | 45 | 39342 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 07/15/25) | 83 | 81176 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/15/27 (Call 04/15/27) | 5 | 4651 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/25 (Call 01/01/25)<sup>(a)</sup> | 247 | 241759 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/23/25 (Call 03/23/25) | 190 | 178558 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/23/27 (Call 02/23/27) | 278 | 253528 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/23/30 (Call 01/23/30)<sup>(a)</sup> | 313 | 262961 |
|  |  | 2405656 |
| **Auto Manufacturers — 0.6%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 09/09/26 | 367 | 335801 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/27 | 335 | 305537 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 | 353 | 331802 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 09/01/30 (Call 06/01/30) | 421 | 336897 |
| &nbsp;&nbsp;&nbsp;2.60%, 09/01/50 (Call 03/01/50) | 170 | 109392 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/01/43 (Call 04/01/43)<sup>(a)</sup> | 245 | 234512 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/35 | 96 | 85043 |
| &nbsp;&nbsp;&nbsp;5.15%, 04/01/38 (Call 10/01/37) | 142 | 125544 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/45 | 180 | 151780 |
| &nbsp;&nbsp;&nbsp;5.40%, 04/01/48 (Call 10/01/47) | 111 | 96431 |
| &nbsp;&nbsp;&nbsp;5.60%, 10/15/32 (Call 07/15/32) | 200 | 192222 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 04/01/49 (Call 10/01/48)<sup>(a)</sup> | 181 | 168218 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/02/43 | 151 | 145644 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/36 (Call 10/01/35) | 413 | 418737 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/01/46 (Call 10/01/45) | 148 | 147581 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/10/31 (Call 03/10/31) | 5 | 3933 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/12/32 (Call 10/12/31) | 25 | 20110 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/21/30 (Call 03/21/30) | 75 | 64357 |
| &nbsp;&nbsp;&nbsp;5.65%, 01/17/29 (Call 10/17/28) | 24 | 23711 |
| Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 | 483 | 599659 |
| Toyota Motor Corp., 3.67%, 07/20/28 | 28 | 26825 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/13/25 | 101 | 95181 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/07/24 | 15 | 14277 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/13/30<sup>(a)</sup> | 90 | 76606 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 | $140 | $134925 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/11/28<sup>(a)</sup> | 182 | 170419 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | 108 | 102231 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/30 | 28 | 25685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/14/25<sup>(a)</sup> | 46 | 44732 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/08/29 | 23 | 21780 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/10/25 | 100 | 101694 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/10/27 | 100 | 102867 |
|  |  | 4814133 |
| **Auto Parts & Equipment — 0.2%** |  |  |
| Aptiv PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 12/01/51 (Call 06/01/51) | 287 | 178916 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (Call 12/15/28) | 122 | 113649 |
| &nbsp;&nbsp;&nbsp;4.40%, 10/01/46 (Call 04/01/46) | 126 | 93600 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 03/15/49 (Call 09/15/48)<sup>(a)</sup> | 203 | 176978 |
| Aptiv PLC/Aptiv Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/32 (Call 12/01/31) | 125 | 105300 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/52 (Call 11/01/51) | 220 | 166124 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/25 (Call 12/15/24) | 106 | 102244 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/45 (Call 09/15/44) | 113 | 88513 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/30/30 (Call 02/28/30) | 97 | 82787 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/52 (Call 07/15/51) | 62 | 38911 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/15/27 (Call 06/15/27) | 60 | 56318 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/29 (Call 02/15/29) | 55 | 50054 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/49 (Call 11/15/48) | 258 | 217280 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/24 (Call 03/15/24) | 96 | 93954 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/25 (Call 07/01/25) | 20 | 19663 |
|  |  | 1584291 |
| **Banks — 24.0%** |  |  |
| Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25 | 1317 | 1279703 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/18/23<sup>(a)</sup> | 2270 | 2189824 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/18/25 | 6055 | 5419891 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 09/14/26 (Call 09/14/25)<sup>(b)</sup> | 1000 | 989880 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 09/14/27 (Call 09/14/26)<sup>(b)</sup> | 355 | 302158 |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 200 | 192228 |
| &nbsp;&nbsp;&nbsp;2.96%, 03/25/31 | 200 | 158006 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 11/22/32 (Call 11/22/31)<sup>(b)</sup> | 203 | 149800 |
| &nbsp;&nbsp;&nbsp;3.31%, 06/27/29 | 233 | 203863 |
| &nbsp;&nbsp;&nbsp;3.49%, 05/28/30 | 125 | 104998 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/23/28 | 276 | 251248 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/11/27 | 400 | 377096 |
| &nbsp;&nbsp;&nbsp;5.18%, 11/19/25 | 56 | 54770 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 07/23/31 (Call 07/23/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.530%)<sup>(b)</sup> | 20 | 15592 |
| &nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.640%)<sup>(b)</sup> | 90 | 83402 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(b)</sup> | 50 | 39176 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 09/21/36 (Call 09/21/31)<sup>(b)</sup> | 441 | 330904 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/13/31 (Call 02/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.990%)<sup>(b)</sup> | 155 | 127672 |
| &nbsp;&nbsp;&nbsp;2.57%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.210%)<sup>(b)</sup> | 145 | 115478 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.59%, 04/29/31 (Call 04/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.150%)<sup>(b)</sup> | $168 | $138842 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/19/41 (Call 06/19/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.930%)<sup>(b)</sup> | 379 | 264106 |
| &nbsp;&nbsp;&nbsp;2.69%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(b)</sup> | 1617 | 1311872 |
| &nbsp;&nbsp;&nbsp;2.83%, 10/24/51 (Call 10/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.880%)<sup>(b)</sup> | 135 | 86434 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/22/30 (Call 10/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.190%)<sup>(b)</sup> | 208 | 177172 |
| &nbsp;&nbsp;&nbsp;2.97%, 02/04/33 (Call 02/04/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.330%)<sup>(b)</sup> | 75 | 61457 |
| &nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (Call 07/21/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.560%)<sup>(b)</sup> | 380 | 250238 |
| &nbsp;&nbsp;&nbsp;3.19%, 07/23/30 (Call 07/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.180%)<sup>(b)</sup> | 170 | 148286 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (Call 10/21/26) | 133 | 122841 |
| &nbsp;&nbsp;&nbsp;3.31%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(b)</sup> | 115 | 87083 |
| &nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.810%)<sup>(b)</sup> | 182 | 173977 |
| &nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (Call 12/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.040%)<sup>(b)</sup> | 588 | 536303 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 188 | 180339 |
| &nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.060%)<sup>(b)</sup> | 117 | 110427 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/21/28 (Call 07/21/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.370%)<sup>(b)</sup> | 118 | 109433 |
| &nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (Call 04/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.512%)<sup>(b)</sup> | 197 | 183592 |
| &nbsp;&nbsp;&nbsp;3.82%, 01/20/28 (Call 01/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.575%)<sup>(b)</sup> | 308 | 289803 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/08/37 (Call 03/08/32)<sup>(b)</sup> | 375 | 316114 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 118 | 116400 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.19%)<sup>(b)</sup> | 251 | 202602 |
| &nbsp;&nbsp;&nbsp;3.97%, 03/05/29 (Call 03/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(b)</sup> | 227 | 210781 |
| &nbsp;&nbsp;&nbsp;3.97%, 02/07/30 (Call 02/07/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.210%)<sup>(b)</sup> | 218 | 200486 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/25 | 74 | 72574 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/40 (Call 04/23/39), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.32%)<sup>(b)</sup> | 205 | 174414 |
| &nbsp;&nbsp;&nbsp;4.08%, 03/20/51 (Call 03/20/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.15%)<sup>(b)</sup> | 980 | 804021 |
| &nbsp;&nbsp;&nbsp;4.24%, 04/24/38 (Call 04/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.814%)<sup>(b)</sup> | 467 | 407453 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 253 | 247917 |
| &nbsp;&nbsp;&nbsp;4.27%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.310%)<sup>(b)</sup> | 142 | 133650 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/15/50 (Call 03/15/49), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.520%)<sup>(b)</sup> | 448 | 381212 |
| &nbsp;&nbsp;&nbsp;4.44%, 01/20/48 (Call 01/20/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.990%)<sup>(b)</sup> | 667 | 578362 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 204 | 201042 |
| &nbsp;&nbsp;&nbsp;4.57%, 04/27/33 (Call 04/27/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.830%)<sup>(b)</sup> | 815 | 759613 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/44 | 293 | 266651 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/21/44 | 486 | 457904 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/33 (Call 07/22/32)<sup>(b)</sup> | 1200 | 1159392 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 02/07/42 | $546 | $569123 |
| &nbsp;&nbsp;&nbsp;6.11%, 01/29/37 | 542 | 563463 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/10/28 (Call 11/10/27)<sup>(b)</sup> | 180 | 186107 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.22%, 09/15/26<sup>(a)</sup> | 155 | 162558 |
| &nbsp;&nbsp;&nbsp;7.75%, 05/14/38 | 217 | 261478 |
| &nbsp;&nbsp;&nbsp;Series L, 3.95%, 04/21/25 | 59 | 57692 |
| &nbsp;&nbsp;&nbsp;Series L, 4.18%, 11/25/27 (Call 11/25/26) | 259 | 247415 |
| &nbsp;&nbsp;&nbsp;Series N, 2.65%, 03/11/32 (Call 03/11/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(b)</sup> | 20 | 16242 |
| &nbsp;&nbsp;&nbsp;Series N, 3.48%, 03/13/52 (Call 03/11/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.650%)<sup>(b)</sup> | 335 | 246614 |
| Bank of America NA, 6.00%, 10/15/36 | 254 | 265473 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 05/01/25<sup>(a)</sup> | 373 | 348572 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 437 | 420643 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 03/08/27<sup>(a)</sup> | 50 | 45834 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 01/10/37 (Call 01/10/32)<sup>(b)</sup> | 115 | 87507 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/32 (Call 12/15/27)<sup>(b)</sup> | 796 | 703147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.89%, 01/10/25, (1 day SOFR + 0.465%)<sup>(b)</sup> | 80 | 78377 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 10/05/28 (Call 10/05/23)<sup>(b)</sup> | 377 | 368736 |
| &nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/24 | 648 | 636440 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 1635 | 1518588 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 281 | 268375 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 1386 | 1284628 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 935 | 883033 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/30/28 (Call 07/30/28)<sup>(a)</sup> | 837 | 759770 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24) | 276 | 268857 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/16/27 (Call 02/16/27) | 648 | 615457 |
| &nbsp;&nbsp;&nbsp;3.30%, 08/23/29 (Call 05/23/29) | 371 | 334523 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 269 | 263980 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/29/28 (Call 10/29/27) | 476 | 445998 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/07/28 (Call 02/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.069%)<sup>(b)</sup> | 890 | 837695 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/28/28 | 693 | 667858 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/26/29 (Call 02/26/29) | 5 | 4662 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/18/25 (Call 10/18/25) | 235 | 231311 |
| &nbsp;&nbsp;&nbsp;5.22%, 11/21/25 | 250 | 250088 |
| &nbsp;&nbsp;&nbsp;5.83%, 10/25/33 | 80 | 84243 |
| &nbsp;&nbsp;&nbsp;Series 12, 3.65%, 02/04/24 (Call 01/05/24) | 224 | 221184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25)<sup>(a)</sup> | 337 | 325589 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | 233 | 216704 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 255 | 240378 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 3533 | 3131404 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/11/25<sup>(a)</sup> | 2463 | 2254310 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 393 | 349526 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 248 | 221404 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/01/31 | 1428 | 1137659 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/03/25<sup>(a)</sup> | 2961 | 2792164 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/02/32 | 123 | 99599 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/03/26 | 259 | 241064 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/11/24 | 2955 | 2904085 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/16/25 | 1480 | 1461441 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/06/24 (Call 12/27/22) | 500 | 499540 |
| BankUnited Inc., 5.13%, 06/11/30 (Call 03/11/30) | 70 | 64989 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 03/10/32 (Call 03/10/31)<sup>(b)</sup> | 333 | 254981 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 11/24/32 (Call 11/24/31)<sup>(b)</sup> | 370 | 283357 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 09/23/35 (Call 09/23/30)<sup>(b)</sup> | 248 | 187627 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/16/25 | $200 | $190768 |
| &nbsp;&nbsp;&nbsp;3.93%, 05/07/25 (Call 05/07/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.610%)<sup>(b)</sup> | 1076 | 1037985 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/10/28 (Call 01/10/27) | 360 | 334332 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/11/24 | 185 | 181576 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/12/26<sup>(a)</sup> | 225 | 216619 |
| &nbsp;&nbsp;&nbsp;4.84%, 05/09/28 (Call 05/07/27) | 221 | 204052 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/10/47 | 325 | 278086 |
| &nbsp;&nbsp;&nbsp;4.97%, 05/16/29 (Call 05/16/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.902%)<sup>(b)</sup> | 377 | 353679 |
| &nbsp;&nbsp;&nbsp;5.09%, 06/20/30 (Call 06/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.054%)<sup>(b)</sup> | 243 | 219716 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/12/26 | 220 | 213325 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/17/45<sup>(a)</sup> | 350 | 313019 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.33%, 11/02/26 (Call 11/02/25)<sup>(b)</sup> | 200 | 205440 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/02/28 (Call 11/02/27)<sup>(b)</sup> | 200 | 206970 |
| &nbsp;&nbsp;&nbsp;7.44%, 11/02/33 | 300 | 317820 |
| BNP Paribas SA, 4.25%, 10/15/24<sup>(a)</sup> | 440 | 429616 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 12/02/26 | 1565 | 1470521 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 1323 | 1300324 |
| Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.470%)<sup>(a)(b)</sup> | 7 | 6590 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | 402 | 379580 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/02/24 | 1197 | 1167877 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/07/32 (Call 03/07/32) | 105 | 93595 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 330 | 321255 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (Call 05/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.167%)<sup>(b)</sup> | 254 | 203347 |
| &nbsp;&nbsp;&nbsp;2.57%, 06/03/31 (Call 06/03/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.107%)<sup>(b)</sup> | 55 | 45129 |
| &nbsp;&nbsp;&nbsp;2.67%, 01/29/31 (Call 01/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.146%)<sup>(b)</sup> | 415 | 345214 |
| &nbsp;&nbsp;&nbsp;2.98%, 11/05/30 (Call 11/05/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.422%)<sup>(b)</sup> | 103 | 87995 |
| &nbsp;&nbsp;&nbsp;3.06%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.351%)<sup>(b)</sup> | 300 | 246795 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.842%)<sup>(b)</sup> | 108 | 102413 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26) | 136 | 127087 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/27/25 | 183 | 177367 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.897%)<sup>(b)</sup> | 132 | 127661 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 39 | 37175 |
| &nbsp;&nbsp;&nbsp;3.52%, 10/27/28 (Call 10/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.151%)<sup>(b)</sup> | 364 | 334145 |
| &nbsp;&nbsp;&nbsp;3.67%, 07/24/28 (Call 07/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.390%)<sup>(b)</sup> | 446 | 412443 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 82 | 78803 |
| &nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (Call 03/17/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.939%)<sup>(b)</sup> | 653 | 570134 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/26/25 | 123 | 120058 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/24/39 (Call 01/24/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.168%)<sup>(b)</sup> | 236 | 198639 |
| &nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.563%)<sup>(b)</sup> | 326 | 307522 |
| &nbsp;&nbsp;&nbsp;3.98%, 03/20/30 (Call 03/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.338%)<sup>(b)</sup> | 362 | 331545 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.192%)<sup>(b)</sup> | $176 | $164442 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/25/28 | 172 | 162598 |
| &nbsp;&nbsp;&nbsp;4.28%, 04/24/48 (Call 04/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.839%)<sup>(b)</sup> | 323 | 272702 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/20/26 | 136 | 132986 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/10/25 | 131 | 128854 |
| &nbsp;&nbsp;&nbsp;4.41%, 03/31/31 (Call 03/31/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.914%)<sup>(b)</sup> | 636 | 593369 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 465 | 447897 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 159 | 156744 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/30/45 | 271 | 240992 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (Call 06/23/48)<sup>(a)</sup> | 575 | 518132 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/18/46 | 278 | 239522 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 05/24/33 (Call 05/24/32)<sup>(b)</sup> | 125 | 119131 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/06/44 | 213 | 195809 |
| &nbsp;&nbsp;&nbsp;5.32%, 03/26/41 (Call 03/26/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.548%)<sup>(b)</sup> | 300 | 292062 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/13/25 | 97 | 98638 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/22/33 | 47 | 47426 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/30/42 | 190 | 194807 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/31/33<sup>(a)</sup> | 89 | 92016 |
| &nbsp;&nbsp;&nbsp;6.13%, 08/25/36 | 255 | 260735 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 01/15/28<sup>(a)</sup> | 254 | 273835 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/32 | 124 | 131824 |
| &nbsp;&nbsp;&nbsp;6.68%, 09/13/43 | 174 | 190427 |
| &nbsp;&nbsp;&nbsp;8.13%, 07/15/39 | 358 | 448288 |
| Citizens Bank NA/Providence RI, 3.75%, 02/18/26 (Call 11/18/25) | 112 | 107288 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/06/30 (Call 11/06/29) | 57 | 46585 |
| &nbsp;&nbsp;&nbsp;2.85%, 07/27/26 (Call 04/27/26) | 11 | 10225 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/30/30 (Call 01/30/30) | 129 | 113443 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/03/25 (Call 11/03/25) | 36 | 35124 |
| Comerica Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/23/24 | 41 | 39241 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/27/25 | 375 | 363638 |
| Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28). | 551 | 519560 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 08/04/25 | 291 | 283009 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/24/41 | 25 | 25658 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/01/43 | 207 | 198451 |
| Cooperatieve Rabobank UA/NY, 3.38%, 05/21/25 | 178 | 172826 |
| Credit Suisse AG/New York NY, 3.70%, 02/21/25 | 250 | 228878 |
| Deutsche Bank AG, 4.10%, 01/13/26 | 144 | 138256 |
| Deutsche Bank AG/London, 3.70%, 05/30/24 | 226 | 221586 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 11/24/26 (Call 11/24/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.870%)<sup>(b)</sup> | 200 | 175052 |
| &nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (Call 11/16/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.219%)<sup>(b)</sup> | 200 | 167256 |
| &nbsp;&nbsp;&nbsp;2.55%, 01/07/28 (Call 01/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.318%)<sup>(b)</sup> | 1005 | 842602 |
| &nbsp;&nbsp;&nbsp;3.04%, 05/28/32 (Call 05/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.718%)<sup>(b)</sup> | 267 | 201230 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/18/31 (Call 09/18/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.043%)<sup>(b)</sup> | 637 | 506530 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 | 503 | 489167 |
| &nbsp;&nbsp;&nbsp;3.96%, 11/26/25 (Call 11/26/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.581%)<sup>(b)</sup> | 410 | 387266 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | $292 | $279164 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/06/30 (Call 11/06/29) | 256 | 205158 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 200 | 184204 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/13/26 | 49 | 46659 |
| &nbsp;&nbsp;&nbsp;4.65%, 09/13/28 (Call 06/13/28) | 221 | 206301 |
| Fifth Third Bancorp., 8.25%, 03/01/38 | 254 | 311150 |
| First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30) | 137 | 134556 |
| First Republic Bank/CA, 4.38%, 08/01/46 (Call 02/01/46) | 252 | 195401 |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | 256 | 258560 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.99%, 01/27/32 (Call 01/27/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.090%)<sup>(b)</sup> | 19 | 14684 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.248%)<sup>(b)</sup> | 339 | 268135 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/07/30 (Call 11/07/29) | 188 | 157661 |
| &nbsp;&nbsp;&nbsp;2.62%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.281%)<sup>(b)</sup> | 849 | 685865 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/21/32 (Call 10/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.264%)<sup>(b)</sup> | 289 | 231931 |
| &nbsp;&nbsp;&nbsp;2.91%, 07/21/42 (Call 07/21/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.472%)<sup>(b)</sup> | 200 | 141550 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/24/33 (Call 02/24/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(b)</sup> | 544 | 451836 |
| &nbsp;&nbsp;&nbsp;3.21%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.513%)<sup>(b)</sup> | 25 | 18533 |
| &nbsp;&nbsp;&nbsp;3.27%, 09/29/25 (Call 09/29/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.201%)<sup>(b)</sup> | 93 | 89561 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/24/43 (Call 02/24/42), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.632%)<sup>(b)</sup> | 180 | 137146 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/25 (Call 10/23/24) | 84 | 81674 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 170 | 164708 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25) | 590 | 561326 |
| &nbsp;&nbsp;&nbsp;3.69%, 06/05/28 (Call 06/05/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.510%)<sup>(b)</sup> | 254 | 237688 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25) | 134 | 129484 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/30 (Call 12/15/29) | 199 | 181086 |
| &nbsp;&nbsp;&nbsp;3.81%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.158%)<sup>(b)</sup> | 254 | 233802 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 142 | 136502 |
| &nbsp;&nbsp;&nbsp;4.02%, 10/31/38 (Call 10/31/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.373%)<sup>(b)</sup> | 484 | 408622 |
| &nbsp;&nbsp;&nbsp;4.22%, 05/01/29 (Call 05/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.301%)<sup>(b)</sup> | 607 | 569797 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/21/25 | 271 | 265889 |
| &nbsp;&nbsp;&nbsp;4.41%, 04/23/39 (Call 04/23/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.430%)<sup>(b)</sup> | 270 | 238307 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/21/45 (Call 04/21/45) | 427 | 392537 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/08/44 (Call 01/08/44) | 482 | 444982 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/22/45 | 158 | 149869 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/24 | 190 | 192303 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 133 | 138380 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/15/33 | 561 | 590391 |
| &nbsp;&nbsp;&nbsp;6.25%, 02/01/41 | 743 | 799832 |
| &nbsp;&nbsp;&nbsp;6.45%, 05/01/36 | 310 | 329598 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/01/37 | 843 | 913146 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | 340 | 376366 |
| HSBC Bank USA NA/New York NY, 5.63%, 08/15/35 | 258 | 244411 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(a)(b)</sup> | $1351 | $1158064 |
| &nbsp;&nbsp;&nbsp;2.21%, 08/17/29 (Call 08/17/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.285%)<sup>(b)</sup> | 211 | 170452 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.100%)<sup>(b)</sup> | 955 | 823630 |
| &nbsp;&nbsp;&nbsp;2.36%, 08/18/31 (Call 08/18/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.947%)<sup>(b)</sup> | 141 | 107900 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.401%)<sup>(b)</sup> | 180 | 167639 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/24/32 (Call 05/24/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.187%)<sup>(b)</sup> | 917 | 710143 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/04/31 (Call 06/04/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.387%)<sup>(b)</sup> | 135 | 107915 |
| &nbsp;&nbsp;&nbsp;2.87%, 11/22/32 (Call 11/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(b)</sup> | 320 | 244346 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/26 (Call 03/10/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.430%)<sup>(b)</sup> | 200 | 186558 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.211%)<sup>(b)</sup> | 265 | 256626 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/26 | 160 | 152576 |
| &nbsp;&nbsp;&nbsp;3.97%, 05/22/30 (Call 05/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.610%)<sup>(b)</sup> | 920 | 804549 |
| &nbsp;&nbsp;&nbsp;4.04%, 03/13/28 (Call 03/13/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.546%)<sup>(b)</sup> | 336 | 308287 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/14/24 | 312 | 307049 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 95 | 91432 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/12/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.348%)<sup>(b)</sup> | 335 | 319010 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 95 | 92437 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/23/26 | 441 | 423351 |
| &nbsp;&nbsp;&nbsp;4.58%, 06/19/29 (Call 06/19/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.535%)<sup>(b)</sup> | 836 | 768903 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/28 (Call 06/09/27)<sup>(b)</sup> | 155 | 146632 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/31/30 | 456 | 437122 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 01/14/42<sup>(a)</sup> | 389 | 401269 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/02/36 | 151 | 144652 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/15/37<sup>(a)</sup> | 296 | 280004 |
| &nbsp;&nbsp;&nbsp;6.80%, 06/01/38 | 102 | 101026 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(b)</sup> | 405 | 424764 |
| &nbsp;&nbsp;&nbsp;7.63%, 05/17/32 | 237 | 233552 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.11%, 11/03/33 (Call 11/03/32)<sup>(b)</sup> | 380 | 400193 |
| Huntington Bancshares Inc., 2.49%, 08/15/36 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/15/31)<sup>(b)</sup> | 285 | 209461 |
| Huntington Bancshares Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 08/15/36 (Call 08/15/31)<sup>(b)(c)</sup> | 30 | 22049 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/30 (Call 11/04/29) | 719 | 596022 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/06/24 (Call 07/06/24) | 381 | 365105 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 04/15/25) | 253 | 246549 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;1.73%, 04/01/27 (Call 04/01/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.005%)<sup>(b)</sup> | 305 | 268739 |
| &nbsp;&nbsp;&nbsp;2.73%, 04/01/32 (Call 04/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.316%)<sup>(b)</sup> | 598 | 475918 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 372 | 363909 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | 601 | 570018 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 04/09/29<sup>(a)</sup> | 332 | 304311 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/02/28 | 480 | 457315 |
| Intesa Sanpaolo SpA, 5.25%, 01/12/24 | 7380 | 7275352 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.585%)<sup>(b)</sup> | $299 | $277744 |
| &nbsp;&nbsp;&nbsp;2.08%, 04/22/26 (Call 04/22/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.850%)<sup>(b)</sup> | 113 | 104950 |
| &nbsp;&nbsp;&nbsp;2.52%, 04/22/31 (Call 04/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.040%)<sup>(b)</sup> | 206 | 170863 |
| &nbsp;&nbsp;&nbsp;2.53%, 11/19/41 (Call 11/19/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(b)</sup> | 50 | 34089 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/08/32 (Call 11/08/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.180%)<sup>(b)</sup> | 60 | 48083 |
| &nbsp;&nbsp;&nbsp;2.58%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.250%)<sup>(b)</sup> | 924 | 750648 |
| &nbsp;&nbsp;&nbsp;2.74%, 10/15/30 (Call 10/15/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(b)</sup> | 591 | 501913 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26) | 274 | 259494 |
| &nbsp;&nbsp;&nbsp;2.96%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.260%)<sup>(b)</sup> | 723 | 597278 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/41 (Call 04/22/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.460%)<sup>(b)</sup> | 232 | 173582 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/51 (Call 04/22/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.440%)<sup>(b)</sup> | 519 | 359340 |
| &nbsp;&nbsp;&nbsp;3.16%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.460%)<sup>(b)</sup> | 214 | 159030 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 125 | 119076 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/26 (Call 01/01/26) | 128 | 122342 |
| &nbsp;&nbsp;&nbsp;3.33%, 04/22/52 (Call 04/22/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(b)</sup> | 864 | 622166 |
| &nbsp;&nbsp;&nbsp;3.51%, 01/23/29 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.945%)<sup>(b)</sup> | 108 | 98702 |
| &nbsp;&nbsp;&nbsp;3.54%, 05/01/28 (Call 05/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(b)</sup> | 2 | 1858 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 12/01/26) | 233 | 218780 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/06/30 (Call 05/06/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.160%)<sup>(b)</sup> | 301 | 273666 |
| &nbsp;&nbsp;&nbsp;3.78%, 02/01/28 (Call 02/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.337%)<sup>(b)</sup> | 258 | 243134 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/24/38 (Call 07/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.360%)<sup>(b)</sup> | 447 | 376901 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.220%)<sup>(b)</sup> | 409 | 325809 |
| &nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.245%)<sup>(b)</sup> | 170 | 163409 |
| &nbsp;&nbsp;&nbsp;3.96%, 11/15/48 (Call 11/15/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(b)</sup> | 675 | 546304 |
| &nbsp;&nbsp;&nbsp;4.01%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.120%)<sup>(b)</sup> | 344 | 321017 |
| &nbsp;&nbsp;&nbsp;4.03%, 07/24/48 (Call 07/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.460%)<sup>(b)</sup> | 350 | 287284 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 152 | 148711 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.260%)<sup>(b)</sup> | 254 | 239004 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/27 | 208 | 202430 |
| &nbsp;&nbsp;&nbsp;4.26%, 02/22/48 (Call 02/22/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.580%)<sup>(b)</sup> | 481 | 410004 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/05/29 (Call 12/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.330%)<sup>(b)</sup> | 237 | 225240 |
| &nbsp;&nbsp;&nbsp;4.49%, 03/24/31 (Call 03/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.790%)<sup>(b)</sup> | 162 | 153673 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.59%, 04/26/33 (Call 04/26/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.800%)<sup>(b)</sup> | $195 | $183505 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/44 | 360 | 338836 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/25/33 (Call 07/25/32)<sup>(b)</sup> | 1115 | 1075975 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/45 | 169 | 156557 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/06/42 | 401 | 405499 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/40 | 266 | 272222 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 | 453 | 465344 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.72%, 09/14/33 (Call 09/14/32)<sup>(b)</sup> | 200 | 197164 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/38 | 538 | 593887 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 109 | 120452 |
| &nbsp;&nbsp;&nbsp;7.75%, 07/15/25 | 63 | 68010 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/29/27 | 466 | 524958 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 09/01/30<sup>(a)</sup> | 14 | 16505 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 05/20/26 | 355 | 333004 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/13/29 | 182 | 164248 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/06/27 | 108 | 96165 |
| &nbsp;&nbsp;&nbsp;2.55%, 10/01/29 | 211 | 178510 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/30/28 | 140 | 133718 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/29/25 | 32 | 31336 |
| Lloyds Bank PLC, 3.50%, 05/14/25 | 200 | 192716 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/11/27 (Call 05/11/26)<sup>(b)</sup> | 322 | 277686 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(b)</sup> | 325 | 300518 |
| &nbsp;&nbsp;&nbsp;3.57%, 11/07/28 (Call 11/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.205%)<sup>(b)</sup> | 290 | 258996 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/27 | 275 | 256407 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(b)</sup> | 230 | 221824 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/12/24 | 180 | 176614 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/09/48 | 200 | 146596 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/22/28 | 501 | 470955 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 330 | 322611 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/16/28 | 160 | 149669 |
| &nbsp;&nbsp;&nbsp;4.58%, 12/10/25 | 436 | 412848 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/24/26 | 280 | 266608 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/01/45<sup>(a)</sup> | 162 | 138024 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.19%, 02/25/25 | 205 | 192528 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 07/20/32 (Call 07/20/31)<sup>(b)</sup> | 90 | 70197 |
| &nbsp;&nbsp;&nbsp;2.56%, 02/25/30 | 103 | 85478 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/18/29 | 48 | 42298 |
| &nbsp;&nbsp;&nbsp;3.29%, 07/25/27 | 112 | 103559 |
| &nbsp;&nbsp;&nbsp;3.68%, 02/22/27 | 105 | 99038 |
| &nbsp;&nbsp;&nbsp;3.74%, 03/07/29 | 82 | 75648 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/18/39 | 341 | 279361 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 126 | 122841 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/26 | 15 | 14441 |
| &nbsp;&nbsp;&nbsp;3.96%, 03/02/28 | 108 | 101834 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/11/28 | 10 | 9396 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/07/39<sup>(a)</sup> | 243 | 209653 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 07/26/38<sup>(a)</sup> | 153 | 134762 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/20/33 (Call 07/20/32)<sup>(b)</sup> | 200 | 195282 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.47%, 09/13/33 (Call 09/13/32)<sup>(b)</sup> | 200 | 199562 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.59%, 05/25/31 (Call 05/25/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(b)</sup> | 10 | 8105 |
| &nbsp;&nbsp;&nbsp;2.84%, 09/13/26 | 200 | 182268 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.87%, 09/13/30 (Call 09/13/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.572%)<sup>(b)</sup> | $292 | $245654 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/16/30 (Call 07/16/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.130%)<sup>(b)</sup> | 61 | 52518 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.17%, 09/11/27<sup>(a)</sup> | 15 | 13618 |
| &nbsp;&nbsp;&nbsp;3.66%, 02/28/27 | 15 | 13974 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 03/05/28<sup>(a)</sup> | 50 | 46670 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/11/29 (Call 09/11/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.270%)<sup>(b)</sup> | 208 | 192797 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 09/13/33 (Call 09/13/32)<sup>(b)</sup> | 200 | 200404 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;1.59%, 05/04/27 (Call 05/04/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.879%)<sup>(b)</sup> | 90 | 79267 |
| &nbsp;&nbsp;&nbsp;1.79%, 02/13/32 (Call 02/13/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.034%)<sup>(b)</sup> | 285 | 217087 |
| &nbsp;&nbsp;&nbsp;1.93%, 04/28/32 (Call 04/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.020%)<sup>(b)</sup> | 510 | 390818 |
| &nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.990%)<sup>(b)</sup> | 168 | 156225 |
| &nbsp;&nbsp;&nbsp;2.24%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.178%)<sup>(b)</sup> | 915 | 713618 |
| &nbsp;&nbsp;&nbsp;2.48%, 09/16/36 (Call 09/16/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.360%)<sup>(b)</sup> | 492 | 365025 |
| &nbsp;&nbsp;&nbsp;2.51%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.200%)<sup>(b)</sup> | 275 | 218724 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/22/31 (Call 01/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.143%)<sup>(b)</sup> | 252 | 211667 |
| &nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.152%)<sup>(b)</sup> | 256 | 244122 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/25/52 (Call 01/25/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.430%)<sup>(a)(b)</sup> | 345 | 222501 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 280 | 262760 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/22/28 (Call 07/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.340%)<sup>(b)</sup> | 603 | 556551 |
| &nbsp;&nbsp;&nbsp;3.62%, 04/01/31 (Call 04/01/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.120%)<sup>(b)</sup> | 397 | 354045 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 135 | 128384 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 385 | 376807 |
| &nbsp;&nbsp;&nbsp;3.77%, 01/24/29 (Call 01/24/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.140%)<sup>(b)</sup> | 296 | 273161 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 558 | 541338 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/23/27 | 305 | 293935 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/22/38 (Call 07/22/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.455%)<sup>(b)</sup> | 372 | 317294 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 264 | 258593 |
| &nbsp;&nbsp;&nbsp;4.21%, 04/20/28 (Call 04/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.610%)<sup>(b)</sup> | 20 | 19057 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/27/45 | 690 | 597436 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 489 | 477685 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/22/47 | 740 | 644525 |
| &nbsp;&nbsp;&nbsp;4.43%, 01/23/30 (Call 01/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.628%)<sup>(a)(b)</sup> | 349 | 330793 |
| &nbsp;&nbsp;&nbsp;4.46%, 04/22/39 (Call 04/22/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.408%)<sup>(b)</sup> | 231 | 206329 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/24/25 | 317 | 317682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/20/37 (Call 04/20/32)<sup>(b)</sup> | 185 | 172198 |
| &nbsp;&nbsp;&nbsp;5.60%, 03/24/51 (Call 03/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.480%)<sup>(b)</sup> | 281 | 293429 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 08/09/26<sup>(a)</sup> | 390 | 413540 |
| &nbsp;&nbsp;&nbsp;6.34%, 10/18/33 | 200 | 212608 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.38%, 07/24/42 | $654 | $721990 |
| &nbsp;&nbsp;&nbsp;7.25%, 04/01/32 | 377 | 432521 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 150 | 147585 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/12/26 | 811 | 750751 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/14/26 | 475 | 455972 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 11/15/24 (Call 11/15/23)<sup>(a)(b)</sup> | 3830 | 3653322 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/09/25 (Call 06/09/24)<sup>(b)</sup> | 6000 | 5833260 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 11/28/35 (Call 08/28/30)<sup>(a)(b)</sup> | 245 | 179712 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/01/29 (Call 11/01/24)<sup>(b)</sup> | 256 | 236221 |
| &nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.762%)<sup>(b)</sup> | 500 | 485410 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/30 (Call 05/08/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.871%)<sup>(b)</sup> | 299 | 270858 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 536 | 523779 |
| &nbsp;&nbsp;&nbsp;4.89%, 05/18/29 (Call 05/18/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.754%)<sup>(b)</sup> | 513 | 482312 |
| &nbsp;&nbsp;&nbsp;5.08%, 01/27/30 (Call 01/27/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.905%)<sup>(b)</sup> | 635 | 596055 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 05/03/29 (Call 02/03/29) | 1147 | 1051925 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/08/32 (Call 05/08/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.131%)<sup>(b)</sup> | 1253 | 1138401 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/03/28 (Call 05/03/28)<sup>(a)</sup> | 469 | 451577 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 10/30/25<sup>(a)</sup> | 2366 | 2328925 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 10/22/29 | 250 | 211788 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/25/27 (Call 09/25/27) | 346 | 325074 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/22/28 (Call 12/23/27) | 1901 | 1774660 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 20 | 19438 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 2624 | 2554070 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/26/28 | 392 | 370040 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24) | 2828 | 2720479 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 01/22/30 (Call 10/24/29) | 371 | 315343 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/23/26) | 676 | 627909 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27)<sup>(a)</sup> | 207 | 192527 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/23/29 (Call 01/23/29) | 598 | 550860 |
| Regions Bank/Birmingham AL, 6.45%, 06/26/37 | 160 | 166112 |
| Regions Financial Corp., 7.38%, 12/10/37<sup>(a)</sup> | 373 | 426731 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 494 | 470431 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 334 | 321826 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 147 | 145537 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.24%, 10/05/26 (Call 08/05/26) | 488 | 452078 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/07/24 (Call 05/07/24) | 712 | 691089 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/13/27 (Call 04/14/27)<sup>(a)</sup> | 862 | 827667 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/17/25 (Call 04/17/25) | 851 | 834584 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.67%, 06/14/27 (Call 06/14/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.989%)<sup>(b)</sup> | 200 | 169246 |
| &nbsp;&nbsp;&nbsp;2.47%, 01/11/28 (Call 01/11/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(b)</sup> | 105 | 89452 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/32 (Call 03/15/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.475%)<sup>(b)</sup> | 82 | 63286 |
| &nbsp;&nbsp;&nbsp;3.82%, 11/03/28 (Call 11/03/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.400%)<sup>(a)(b)</sup> | 161 | 142102 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 11/15/24 (Call 11/15/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.570%)<sup>(b)</sup> | $452 | $443299 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 11/01/25 (Call 11/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.940%)<sup>(b)</sup> | 571 | 540686 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 1393 | 1316092 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 12/16/24<sup>(a)</sup> | 981 | 959555 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 08/18/25<sup>(a)</sup> | 1764 | 1718013 |
| &nbsp;&nbsp;&nbsp;3.78%, 12/03/24 (Call 12/03/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.770%)<sup>(b)</sup> | 1165 | 1150857 |
| &nbsp;&nbsp;&nbsp;4.14%, 12/03/29 (Call 12/03/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.030%)<sup>(b)</sup> | 498 | 474415 |
| Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25<sup>(a)</sup> | 30 | 28914 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/27/24 | 53 | 50415 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/14/26 | 91 | 83762 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 75 | 71885 |
| &nbsp;&nbsp;&nbsp;2.72%, 09/27/29 | 20 | 16960 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/30 | 370 | 312798 |
| &nbsp;&nbsp;&nbsp;3.01%, 10/19/26 | 73 | 67632 |
| &nbsp;&nbsp;&nbsp;3.04%, 07/16/29 | 367 | 319855 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/17/29 | 269 | 232010 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 184 | 169784 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 185 | 171393 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/11/27 | 114 | 106673 |
| &nbsp;&nbsp;&nbsp;3.54%, 01/17/28 | 301 | 276989 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/09/26 | 129 | 124366 |
| &nbsp;&nbsp;&nbsp;3.94%, 07/19/28 | 56 | 52009 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.31%, 10/16/28<sup>(a)</sup> | 128 | 120673 |
| SVB Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/05/30 (Call 03/05/30)<sup>(a)</sup> | 113 | 92424 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/29/25<sup>(a)</sup> | 95 | 91394 |
| Synchrony Bank, 5.63%, 08/23/27 (Call 07/23/27) | 250 | 242033 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 09/10/31 | 311 | 245018 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/12/32 | 10 | 8139 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 591 | 571201 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 599 | 586738 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/15/31 (Call 09/15/26)<sup>(b)</sup> | 967 | 892725 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/05/24) | 257 | 244312 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 09/17/29 (Call 09/17/24)<sup>(b)</sup> | 43 | 40154 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 10 | 9783 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/16/25 (Call 08/16/25) | 134 | 128706 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/30/26 (Call 09/30/26) | 65 | 61728 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/03/25 (Call 09/03/25) | 43 | 42311 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 87 | 83958 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 54 | 52570 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/29 (Call 02/16/29) | 29 | 26854 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25) | 110 | 108098 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/29 (Call 04/30/29) | 37 | 32865 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/26/28 (Call 03/24/28)<sup>(a)</sup> | 76 | 73283 |
| &nbsp;&nbsp;&nbsp;5.85%, 10/21/33 | 50 | 52166 |
| Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) | 52 | 47305 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 04/30/41 (Call 04/30/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.530%)<sup>(b)</sup> | 25 | 18537 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/02/33 (Call 03/02/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.500%)<sup>(b)</sup> | $500 | $427515 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/45 | 30 | 24157 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/25/53 (Call 04/25/52)<sup>(b)</sup> | 502 | 445846 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/04/44 | 10 | 8705 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/07/46 | 2 | 1717 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/25/33 (Call 07/25/32)<sup>(b)</sup> | 1410 | 1358620 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/17/45 | 42 | 37062 |
| &nbsp;&nbsp;&nbsp;5.01%, 04/04/51 (Call 04/04/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.502%)<sup>(b)</sup> | 2060 | 1935143 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/02/43 | 2 | 1905 |
| &nbsp;&nbsp;&nbsp;5.61%, 01/15/44 | 730 | 714137 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 02/19/25 | 115 | 109234 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/30 | 176 | 153972 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 11/15/35 (Call 11/15/30)<sup>(b)</sup> | 304 | 223209 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/19/26 | 356 | 333565 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 562 | 529910 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 02/04/30 (Call 02/04/25)<sup>(b)</sup> | 137 | 124712 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.02%, 11/18/36 (Call 11/18/31)<sup>(b)</sup> | 220 | 161713 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 503 | 477770 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/25/28 | 340 | 321535 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 07/24/34 (Call 07/24/29)<sup>(b)</sup> | 263 | 224037 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 11/23/31 (Call 11/23/26)<sup>(b)</sup> | 260 | 237052 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 400 | 411716 |
| Wintrust Financial Corp., 4.85%, 06/06/29 | 20 | 18290 |
| Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29) | 355 | 295200 |
|  |  | 196460427 |
| **Beverages — 4.7%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/01/25) | 331 | 321414 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 812 | 780600 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 1208 | 1131775 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 01/17/43 | 175 | 150490 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/01/44 | 221 | 201265 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 465 | 443112 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 170 | 158588 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30)<sup>(a)</sup> | 257 | 237208 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/42 | 289 | 239431 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/28 (Call 01/13/28) | 431 | 417699 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/40 (Call 12/01/39) | 157 | 141925 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/38 (Call 10/15/37) | 211 | 194318 |
| &nbsp;&nbsp;&nbsp;4.44%, 10/06/48 (Call 04/06/48) | 268 | 235781 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/50 (Call 12/01/49) | 286 | 259196 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/48 (Call 10/15/47) | 316 | 287535 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/60 (Call 12/01/59) | 156 | 140589 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/23/29 (Call 10/23/28) | 496 | 496064 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/58 (Call 10/15/57) | 285 | 260681 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/23/31 (Call 10/23/30)<sup>(a)</sup> | 409 | 415973 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/42 | 239 | 229070 |
| &nbsp;&nbsp;&nbsp;5.45%, 01/23/39 (Call 07/23/38) | 274 | 280039 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/23/49 (Call 07/23/48) | 479 | 490961 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/23/59 (Call 07/23/58) | 364 | 383711 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/15/35<sup>(a)</sup> | 65 | 68413 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/15/39 | 109 | 136009 |
| &nbsp;&nbsp;&nbsp;8.20%, 01/15/39 | 219 | 279582 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 02/15/25)<sup>(a)</sup> | $202 | $197548 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/38 (Call 10/15/37) | 104 | 92901 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/45 (Call 01/15/45) | 119 | 110921 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 | 1000 | 791810 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/30 | 586 | 485870 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/06/24 | 358 | 343522 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 | 405 | 352763 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/05/32 | 500 | 421870 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/40 | 333 | 246973 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/51 | 176 | 118027 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/50 | 290 | 200695 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/60 | 195 | 133739 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/25/27 | 165 | 156720 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/05/51 | 263 | 197702 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/25/27 | 458 | 444004 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/25/30 | 226 | 211272 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/25/50 | 180 | 168768 |
| Coca-Cola Femsa SAB de CV, 2.75%, 01/22/30 (Call 10/22/29) | 123 | 108554 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 05/01/30 (Call 02/01/30) | 50 | 43129 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/01/29 (Call 05/01/29) | 30 | 26648 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/09/27 (Call 02/09/27) | 63 | 59433 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/28 (Call 11/15/27) | 50 | 46735 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/06/26 (Call 09/06/26) | 110 | 105501 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/01/50 (Call 11/01/49)<sup>(a)</sup> | 92 | 70694 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/48 (Call 08/15/47) | 30 | 24483 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/09/47 (Call 11/09/46) | 117 | 100301 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/28 (Call 08/15/28) | 55 | 53820 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/48 (Call 05/15/48) | 145 | 138123 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25)<sup>(a)</sup> | 1626 | 1490083 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/29/30 (Call 01/29/30) | 1142 | 949367 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/24/24 (Call 09/24/24) | 3731 | 3549935 |
| &nbsp;&nbsp;&nbsp;2.13%, 04/29/32 (Call 01/29/32) | 745 | 601118 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/24/29 (Call 07/24/29) | 1660 | 1426040 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/18/23 (Call 08/18/23)<sup>(a)</sup> | 388 | 383732 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/18/28 (Call 02/18/28) | 1830 | 1756782 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 1000 | 1014070 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/24/27 | 500 | 515285 |
| &nbsp;&nbsp;&nbsp;5.88%, 09/30/36 | 219 | 235234 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/11/42 | 250 | 222485 |
| &nbsp;&nbsp;&nbsp;7.45%, 04/15/35 | 460 | 552354 |
| Fomento Economico Mexicano SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 01/16/50 (Call 07/16/49) | 454 | 321237 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/10/43 | 120 | 99828 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 09/15/26 (Call 06/15/26) | 140 | 128591 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/23 (Call 10/15/23) | 69 | 67666 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/01/30 (Call 02/01/30) | 255 | 224688 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/15/51 (Call 09/15/50) | 55 | 38631 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/25 (Call 08/15/25) | 303 | 292795 |
| &nbsp;&nbsp;&nbsp;3.43%, 06/15/27 (Call 03/15/27) | 142 | 133385 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/01/50 (Call 11/01/49) | 129 | 98796 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/32 (Call 01/15/32) | 318 | 292830 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 05/25/25 (Call 03/25/25)<sup>(a)</sup> | 122 | 121752 |
| &nbsp;&nbsp;&nbsp;4.42%, 12/15/46 (Call 06/15/46) | 223 | 187425 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/45 (Call 05/15/45) | $111 | $95933 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/52 (Call 10/15/51) | 150 | 127532 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/25/28 (Call 02/25/28) | 5 | 4976 |
| &nbsp;&nbsp;&nbsp;5.09%, 05/25/48 (Call 11/25/47) | 75 | 69812 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/26 (Call 04/15/26) | 964 | 905032 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/46 (Call 01/15/46) | 537 | 431667 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/42 | 332 | 299222 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/30 (Call 02/01/30) | 369 | 306207 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 624 | 596244 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26) | 690 | 647027 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/19/27 (Call 01/19/27) | 364 | 339623 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/29/29 (Call 04/29/29) | 683 | 610636 |
| &nbsp;&nbsp;&nbsp;2.63%, 10/21/41 (Call 04/21/41) | 20 | 15158 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 840 | 807089 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/19/30 (Call 12/19/29) | 178 | 158618 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/21/51 (Call 04/21/51) | 100 | 72306 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25)<sup>(a)</sup> | 369 | 354343 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/49 (Call 04/15/49) | 224 | 166392 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/27 (Call 07/15/27) | 1176 | 1115060 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/29/49 (Call 01/29/49) | 208 | 169243 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/06/46 (Call 04/06/46) | 296 | 244321 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25) | 386 | 378265 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/19/40 (Call 09/19/39) | 15 | 12727 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/24 (Call 12/01/23) | 1005 | 992377 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/19/50 (Call 09/19/49) | 329 | 280492 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/60 (Call 09/19/59) | 60 | 53809 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/18/32 (Call 04/18/32) | 5 | 4801 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/05/42 | 65 | 58992 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/02/47 (Call 11/02/46) | 15 | 13317 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/44 (Call 04/22/44) | 95 | 86530 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/14/46 (Call 10/14/45) | 645 | 625598 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/01/40<sup>(a)</sup> | 25 | 25624 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 55 | 59109 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/01/29 | 35 | 39842 |
|  |  | 38705988 |
| **Biotechnology — 1.6%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/21/25 (Call 01/21/25) | 345 | 325501 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | 777 | 707093 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/25/31 (Call 11/25/30) | 274 | 228609 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/21/30 (Call 11/21/29) | 320 | 274566 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/19/26 (Call 05/19/26) | 404 | 376302 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.77%, 09/01/53 (Call 03/01/53)<sup>(a)</sup> | 140 | 86790 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/52 (Call 07/15/51) | 335 | 222859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/01/25 (Call 02/01/25)<sup>(a)</sup> | 592 | 572867 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/21/40 (Call 08/21/39) | 195 | 149255 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/02/27 (Call 08/02/27) | 453 | 426993 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/21/50 (Call 08/21/49) | 255 | 185719 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/22/24 (Call 02/22/24) | 19 | 18704 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/45 (Call 11/01/44) | 371 | 320284 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/22/62 (Call 08/22/61) | 120 | 98558 |
| &nbsp;&nbsp;&nbsp;4.56%, 06/15/48 (Call 12/15/47) | 332 | 294404 |
| &nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (Call 12/15/50) | 593 | 533083 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/41 | 277 | 262674 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/41 (Call 05/15/41) | 305 | 292257 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/42 (Call 12/15/41) | 88 | 87874 |
| &nbsp;&nbsp;&nbsp;5.75%, 03/15/40 | 55 | 55389 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/01/37 | 25 | 27414 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| Baxalta Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/23/25 (Call 03/23/25) | $374 | $367713 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/23/45 (Call 12/23/44) | 170 | 162755 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/01/30 (Call 02/01/30) | 245 | 202272 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/50 (Call 11/01/49) | 338 | 232061 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/51 (Call 08/15/50) | 85 | 59073 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/15/25 (Call 06/15/25) | 295 | 287584 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/15/45 (Call 03/15/45) | 450 | 429053 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/01/30 (Call 07/01/30) | 50 | 40295 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/50 (Call 04/01/50) | 160 | 105794 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (Call 12/01/26) | 912 | 853459 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 803 | 784210 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (Call 12/01/25) | 522 | 506486 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/24 (Call 01/01/24) | 618 | 608334 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/36 (Call 03/01/36)<sup>(a)</sup> | 170 | 152476 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/01/47 (Call 09/01/46) | 385 | 325568 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 416 | 376455 |
| &nbsp;&nbsp;&nbsp;4.60%, 09/01/35 (Call 03/01/35) | 365 | 354696 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/46 (Call 09/01/45) | 459 | 422555 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/44 (Call 10/01/43) | 326 | 307235 |
| &nbsp;&nbsp;&nbsp;5.65%, 12/01/41 (Call 06/01/41) | 317 | 328716 |
| Illumina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/23/31 (Call 12/23/30) | 70 | 55351 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/13/27 | 100 | 100692 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/12/25 | 100 | 100509 |
| Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 (Call 03/15/50) | 165 | 105669 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 09/02/51 (Call 03/02/51) | 77 | 49781 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/02/50 (Call 03/02/50) | 34 | 22751 |
|  |  | 12888738 |
| **Building Materials — 0.9%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/31 (Call 11/15/30) | 525 | 439709 |
| &nbsp;&nbsp;&nbsp;2.72%, 02/15/30 (Call 11/15/29) | 125 | 106696 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/05/40 (Call 10/05/39) | 208 | 162026 |
| &nbsp;&nbsp;&nbsp;3.58%, 04/05/50 (Call 10/05/49) | 241 | 176670 |
| Fortune Brands Home & Security Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/29 (Call 06/15/29) | 223 | 192433 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/25 (Call 03/15/25) | 311 | 301502 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/25/32 (Call 12/25/31)<sup>(a)</sup> | 40 | 34844 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/25/52 (Call 09/25/51) | 75 | 55718 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/02/24 (Call 04/02/24)<sup>(d)</sup> | 918 | 900365 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/14/26 (Call 11/14/25) | 506 | 494291 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/47 (Call 08/15/46) | 143 | 120151 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/02/44 (Call 01/02/44) | 189 | 164997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/02/64 (Call 01/02/64)<sup>(d)</sup> | 166 | 139961 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/14/45 (Call 03/14/45) | 118 | 106613 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/36 | 165 | 172222 |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/15/30 (Call 06/15/30)<sup>(a)</sup> | 2228 | 1792047 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/16/31 (Call 06/16/31)<sup>(a)</sup> | 549 | 435291 |
| Lafarge SA, 7.13%, 07/15/36 | 55 | 59723 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/51 (Call 01/15/51) | 72 | 49793 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27)<sup>(a)</sup> | 81 | 75920 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Building Materials (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/27 (Call 09/15/27) | $110 | $102790 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/47 (Call 06/15/47) | 71 | 58280 |
| &nbsp;&nbsp;&nbsp;Series CB, 2.50%, 03/15/30 (Call 12/15/29) | 86 | 71837 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/51 (Call 08/15/50) | 15 | 9515 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 178 | 163769 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/47 (Call 11/15/46)<sup>(a)</sup> | 85 | 68394 |
| Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30)<sup>(a)</sup> | 5 | 4297 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/26 (Call 05/15/26) | 253 | 237987 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/15/29 (Call 05/15/29)<sup>(a)</sup> | 139 | 126555 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/01/24 (Call 09/01/24) | 225 | 221497 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/15/47 (Call 01/15/47) | 217 | 172394 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/30/48 (Call 07/30/47) | 42 | 33196 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/01/36 | 117 | 126720 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/27 (Call 01/01/27) | 137 | 130925 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 67 | 57246 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/01/48 (Call 09/01/47) | 9 | 7846 |
|  |  | 7574220 |
| **Chemicals — 1.7%** |  |  |
| Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44)<sup>(a)</sup> | 128 | 119279 |
| Cabot Corp., 4.00%, 07/01/29 (Call 04/01/29) | 95 | 85380 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27) | 175 | 171397 |
| &nbsp;&nbsp;&nbsp;6.33%, 07/15/29 (Call 05/15/29) | 10 | 9620 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 07/15/32 (Call 04/15/32)<sup>(a)</sup> | 210 | 200506 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/43 | 32 | 27889 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/15/44 | 96 | 87822 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/50 (Call 05/15/50) | 117 | 83997 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/34 (Call 04/01/34) | 96 | 84781 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/42 (Call 05/15/42) | 178 | 148972 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/01/44 (Call 04/01/44)<sup>(a)</sup> | 63 | 52697 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/30/28 (Call 08/30/28) | 20 | 19770 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/15/49 (Call 11/15/48) | 192 | 162708 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/41 (Call 05/15/41) | 193 | 179706 |
| &nbsp;&nbsp;&nbsp;5.55%, 11/30/48 (Call 05/30/48) | 118 | 111719 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 03/15/33<sup>(a)</sup> | 25 | 26068 |
| &nbsp;&nbsp;&nbsp;6.90%, 05/15/53 (Call 11/15/52) | 25 | 27189 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/29 | 33 | 36487 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.40%, 05/15/39<sup>(a)</sup> | 174 | 229779 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.49%, 11/15/25 (Call 09/15/25) | 178 | 176889 |
| &nbsp;&nbsp;&nbsp;4.73%, 11/15/28 (Call 08/15/28) | 202 | 201172 |
| &nbsp;&nbsp;&nbsp;5.32%, 11/15/38 (Call 05/15/38) | 370 | 361571 |
| &nbsp;&nbsp;&nbsp;5.42%, 11/15/48 (Call 05/15/48) | 369 | 357447 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 85 | 81022 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/44 (Call 04/15/44) | 180 | 148388 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 09/01/42 (Call 03/01/42)<sup>(a)</sup> | 134 | 114105 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 01/30/31 (Call 10/30/30) | 627 | 484564 |
| &nbsp;&nbsp;&nbsp;2.13%, 02/01/32 (Call 11/01/31) | 160 | 129366 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 08/15/50 (Call 02/15/50)<sup>(a)</sup> | 70 | 40645 |
| &nbsp;&nbsp;&nbsp;2.70%, 11/01/26 (Call 08/01/26) | 3239 | 3027105 |
| &nbsp;&nbsp;&nbsp;2.70%, 12/15/51 (Call 06/15/51) | 188 | 121393 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/18/55 (Call 02/18/55) | 248 | 156056 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/27 (Call 09/01/27) | 1167 | 1096805 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/47 (Call 06/01/47) | $100 | $83354 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/24/30 (Call 12/24/29) | 595 | 594322 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 | 220 | 224820 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/08/41<sup>(a)</sup> | 130 | 133923 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/26 (Call 08/01/26) | 67 | 62719 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/01/29 (Call 07/01/29) | 68 | 60566 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/49 (Call 04/01/49) | 71 | 57393 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/47 (Call 12/01/46) | 266 | 209563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 09/26/28 (Call 06/26/28)<sup>(a)</sup> | 206 | 194324 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/26/48 (Call 03/26/48)<sup>(a)</sup> | 43 | 37059 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 02/05/25 (Call 11/05/24) | 23 | 22111 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/30/26 (Call 10/30/25) | 7 | 6777 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/05/25 (Call 12/27/22) | 100 | 99892 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/44 (Call 09/15/43) | 165 | 139692 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/43 | 176 | 156369 |
| LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26) | 57 | 52783 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/51 (Call 10/01/50) | 179 | 122432 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/60 (Call 04/01/60) | 86 | 56627 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/49 (Call 04/15/49) | 142 | 106595 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/50 (Call 11/01/49) | 155 | 116602 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54) | 166 | 131512 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 60 | 56756 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/41 (Call 05/15/41) | 15 | 12743 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/33 (Call 05/15/33) | 492 | 478352 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/15/43 (Call 05/15/43) | 30 | 28296 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 416 | 397484 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/13/50 (Call 11/13/49) | 10 | 7861 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/26 (Call 09/15/26) | 90 | 86538 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/35 (Call 09/15/34) | 72 | 63122 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/29 (Call 01/01/29) | 46 | 43541 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/01/43 (Call 12/01/42) | 72 | 64575 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/49 (Call 10/01/48)<sup>(a)</sup> | 131 | 120492 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/45 (Call 07/15/44) | 97 | 90225 |
| &nbsp;&nbsp;&nbsp;5.63%, 12/01/40 | 87 | 84914 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/36 | 68 | 69647 |
| &nbsp;&nbsp;&nbsp;6.13%, 01/15/41 (Call 07/15/40) | 20 | 20669 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/15/24 (Call 07/15/24) | 20 | 19140 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/29 (Call 05/15/29) | 92 | 80183 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/28 (Call 12/15/27) | 196 | 186165 |
| Rohm & Haas Co., 7.85%, 07/15/29 | 42 | 47139 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/48 (Call 07/15/47) | 19 | 14512 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/29 (Call 12/01/28) | 56 | 52186 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/01/45 (Call 12/01/44)<sup>(a)</sup> | 82 | 71640 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 05/15/30 (Call 02/15/30) | 25 | 20738 |
| &nbsp;&nbsp;&nbsp;2.95%, 08/15/29 (Call 05/15/29) | 82 | 72241 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/50 (Call 11/15/49) | 91 | 64346 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/25 (Call 05/01/25) | 83 | 79960 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27) | 53 | 49809 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/49 (Call 02/15/49) | $26 | $19876 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 10/15/25) | 49 | 47849 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/42 (Call 06/15/42) | 65 | 51807 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/47 (Call 12/01/46) | 248 | 215294 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/01/45 (Call 02/01/45) | 112 | 95451 |
| Westlake Corp., 4.38%, 11/15/47 (Call 05/15/47) | 15 | 11492 |
|  |  | 13856772 |
| **Commercial Services — 1.9%** |  |  |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/01/30 (Call 06/01/30) | 4746 | 3785932 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/28 (Call 03/15/28) | 3018 | 2658345 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 1551 | 1513791 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/30 (Call 05/15/30) | 79 | 69923 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/25 (Call 07/01/25) | 80 | 79725 |
| Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27) | 59 | 57145 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/15/49 (Call 02/15/49)<sup>(a)</sup> | 11 | 7907 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/52 (Call 02/15/52) | 198 | 181231 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/15/26 (Call 06/15/26) | 905 | 777359 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/31 (Call 04/15/31) | 365 | 270826 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 08/18/60 (Call 02/18/60) | 125 | 71864 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/29/61 (Call 05/29/61) | 75 | 48841 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 177 | 163682 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49) | 89 | 62811 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/29 (Call 11/01/28) | 318 | 305763 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/17/48 (Call 06/17/48) | 203 | 186827 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/44 | 100 | 97364 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30) | 245 | 203377 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/29 (Call 07/01/29) | 33 | 28895 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/50 (Call 12/01/49) | 225 | 159435 |
| &nbsp;&nbsp;&nbsp;5.05%, 06/01/52 (Call 12/01/51) | 85 | 79412 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/62 (Call 12/01/61) | 80 | 74442 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/32 (Call 10/15/31) | 340 | 263259 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/01/30 (Call 07/01/30) | 454 | 377946 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/01/41 (Call 04/01/41) | 127 | 85970 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/22/30 (Call 02/22/30) | 1861 | 1616465 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/18/29 (Call 12/18/28) | 1802 | 1697916 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/20/32 (Call 02/20/32)<sup>(a)</sup> | 5 | 4894 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/60 (Call 02/15/60) | 200 | 115218 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 171 | 148226 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/49 (Call 06/01/49) | 215 | 158992 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/01/62 (Call 09/01/61)<sup>(c)</sup> | 30 | 24185 |
| Triton Container International Ltd./TAL International Container Corp., 3.25%, 03/15/32 (Call 12/15/31) | 10 | 7791 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/50 (Call 11/15/49) | 97 | 68852 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/45 (Call 12/15/44) | 7 | 6603 |
|  |  | 15461214 |
| **Computers — 1.8%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 05/11/50 (Call 11/11/49) | 281 | 194137 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (Call 08/08/50) | 80 | 54904 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/05/51 (Call 02/05/51) | 267 | 185199 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (Call 02/08/60) | $214 | $143780 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/05/61 (Call 02/05/61) | 167 | 113847 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/11/49 (Call 03/11/49) | 176 | 129362 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/09/45 | 288 | 239115 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/47 (Call 03/12/47) | 114 | 97101 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/13/47 (Call 05/13/47) | 272 | 233743 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/04/43 | 336 | 300105 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/04/46 (Call 02/04/46) | 548 | 477911 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/52 (Call 02/08/52) | 100 | 87107 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/08/62 (Call 02/08/62) | 390 | 337842 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/09/47 (Call 08/09/46) | 117 | 110036 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/13/45 | 423 | 402193 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/44 | 178 | 174235 |
| &nbsp;&nbsp;&nbsp;4.65%, 02/23/46 (Call 08/23/45) | 740 | 724201 |
| Dell Inc., 6.50%, 04/15/38 | 80 | 80086 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/51 (Call 06/15/51)<sup>(c)</sup> | 325 | 210009 |
| &nbsp;&nbsp;&nbsp;8.10%, 07/15/36 (Call 01/15/36) | 147 | 169744 |
| &nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (Call 01/15/46) | 400 | 467072 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 10/02/23 (Call 09/02/23) | 140 | 139338 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/15/25 (Call 07/15/25) | 1598 | 1596226 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 10/15/35 (Call 04/15/35)<sup>(a)</sup> | 461 | 483649 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/15/45 (Call 04/15/45) | 384 | 394299 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 300 | 262890 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/33 (Call 10/15/32) | 95 | 90736 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/15/41<sup>(a)</sup> | 420 | 410000 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 05/15/50 (Call 11/15/49) | 160 | 107006 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | 269 | 262326 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 | 451 | 430655 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/27/27 | 640 | 607475 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 410 | 394740 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/29 | 1147 | 1068178 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/12/24 | 187 | 184408 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/42 | 205 | 173207 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/39 | 225 | 198392 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/49 | 525 | 447794 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/19/46 | 110 | 99025 |
| &nbsp;&nbsp;&nbsp;5.60%, 11/30/39 | 156 | 160101 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/29/32 | 127 | 137185 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.22%, 08/01/27<sup>(a)</sup> | 300 | 319539 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/15/28<sup>(a)</sup> | 67 | 72672 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/25 | 233 | 247758 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 12/01/96<sup>(a)</sup> | 20 | 24449 |
| Kyndryl Holdings Inc., 4.10%, 10/15/41 (Call 04/15/41) | 142 | 84659 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/15/31 (Call 11/15/30) | 180 | 139279 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/30 (Call 02/15/30) | 816 | 742609 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) | 30 | 24517 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 02/01/29 (Call 12/01/28) | 12 | 9547 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/01/32 (Call 11/01/31) | 202 | 150126 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/26 (Call 11/15/25) | 172 | 161964 |
|  |  | 14556478 |
| **Cosmetics & Personal Care — 0.5%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/24 | 307 | 302235 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/32 (Call 05/15/32) | 5 | 4581 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Cosmetics & Personal Care (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/01/47 (Call 02/01/47)<sup>(a)</sup> | $452 | $395464 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/15/45<sup>(a)</sup> | 237 | 215635 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 12/01/29 (Call 09/01/29) | 18 | 15522 |
| &nbsp;&nbsp;&nbsp;2.60%, 04/15/30 (Call 01/15/30) | 51 | 44338 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/01/49 (Call 06/01/49)<sup>(a)</sup> | 138 | 100700 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/47 (Call 09/15/46) | 148 | 130166 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44) | 114 | 101362 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/37 | 74 | 80442 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 11/03/26 | 64 | 60219 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/02/26 | 51 | 48826 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/25/27 | 359 | 338411 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/11/27 | 69 | 65164 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/25/30 | 126 | 115965 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/25/50 | 160 | 137325 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/05/37 | 140 | 154071 |
| &nbsp;&nbsp;&nbsp;5.80%, 08/15/34 | 35 | 38698 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/12/31 (Call 05/12/31) | 500 | 399775 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/28/26 | 132 | 121098 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 (Call 06/06/29) | 102 | 87249 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24) | 116 | 112647 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 117 | 109834 |
| &nbsp;&nbsp;&nbsp;3.10%, 07/30/25 | 295 | 284557 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/07/24 (Call 02/07/24) | 119 | 117018 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/22/25 (Call 01/22/25) | 115 | 112256 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/22/28 (Call 12/22/27) | 51 | 48496 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/15/32 | 42 | 45948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)<sup>(a)</sup> | 100 | 66989 |
|  |  | 3854991 |
| **Distribution & Wholesale — 0.1%** |  |  |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/25 (Call 01/15/25) | 442 | 415984 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 178 | 142920 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/47 (Call 11/15/46) | 83 | 71248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 06/15/45 (Call 12/15/44)<sup>(a)</sup> | 294 | 275037 |
|  |  | 905189 |
| **Diversified Financial Services — 3.3%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/29/26 (Call 09/29/26) | 75 | 65524 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/14/24 (Call 07/14/24)<sup>(a)</sup> | 290 | 274352 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/29/28 (Call 08/29/28) | 45 | 37781 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/30/32 (Call 10/30/31) | 650 | 513513 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/29/33 (Call 07/29/33) | 382 | 293705 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 184 | 175516 |
| &nbsp;&nbsp;&nbsp;3.65%, 07/21/27 (Call 04/21/27) | 340 | 306724 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/29/41 (Call 04/29/41) | 152 | 110493 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/23/28 (Call 10/23/27) | 82 | 73329 |
| &nbsp;&nbsp;&nbsp;4.45%, 10/01/25 (Call 08/01/25) | 175 | 168119 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/03/26 (Call 02/03/26) | 222 | 212461 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/15/27 (Call 08/15/27) | 571 | 531984 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/16/24 (Call 12/16/23) | 102 | 100338 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/15/25 (Call 06/15/25) | 1522 | 1531299 |
| Affiliated Managers Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/25 | 116 | 111686 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/24 | 9 | 8913 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/30 (Call 11/01/29) | 179 | 149857 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 01/01/25) | 109 | 103367 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/01/29 (Call 07/01/29)<sup>(a)</sup> | $182 | $154547 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 01/01/27) | 239 | 219452 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 09/01/27) | 6 | 5389 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/26 (Call 04/01/26) | 374 | 352057 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/28 (Call 07/01/28) | 36 | 33638 |
| Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26) | 507 | 472656 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 05/21/24 (Call 04/21/24) | 20 | 19471 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/30/25 | 74 | 72940 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/30/24 | 134 | 132971 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 05/01/25 (Call 04/01/25)<sup>(a)</sup> | 72 | 72370 |
| &nbsp;&nbsp;&nbsp;7.10%, 11/15/27 | 180 | 184822 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/01/31 | 217 | 232136 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/01/31<sup>(a)</sup> | 328 | 351137 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/30/24) | 835 | 805374 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 961 | 932016 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 597 | 565562 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/22/24 (Call 01/22/24) | 420 | 413049 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 291 | 284598 |
| &nbsp;&nbsp;&nbsp;4.05%, 12/03/42 | 350 | 305210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25)<sup>(a)</sup> | 917 | 907051 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 08/03/33 (Call 08/03/32)<sup>(b)</sup> | 445 | 422323 |
| American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27) | 345 | 325042 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/26 (Call 06/15/26) | 23 | 21511 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 15 | 14421 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/24 | 30 | 29340 |
| Brookfield Finance I UK PLC, 2.34%, 01/30/32 (Call 10/30/31) | 10 | 7743 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/51 (Call 09/30/50) | 98 | 64725 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/15/52 (Call 08/15/51) | 80 | 53643 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/25/28 (Call 10/25/27) | 211 | 196739 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 (Call 02/01/24) | 354 | 348378 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/02/26 (Call 03/02/26) | 287 | 279328 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/30 (Call 01/15/30) | 149 | 137001 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/20/47 (Call 03/20/47) | 273 | 222686 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/29/29 (Call 12/29/28) | 247 | 238182 |
| Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49) | 176 | 114958 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.36%, 07/29/32 (Call 07/29/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.337%)<sup>(b)</sup> | 100 | 72991 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/26/30 (Call 07/26/29)<sup>(b)</sup> | 100 | 95824 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 05/10/33 (Call 05/10/32)<sup>(b)</sup> | 220 | 208131 |
| Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26) | 107 | 102191 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/25/28 (Call 10/25/27)<sup>(a)</sup> | 54 | 50593 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/22/29 (Call 02/22/29) | 7 | 6404 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/29 (Call 11/01/28) | 55 | 52786 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/22/30 (Call 12/22/29)<sup>(a)</sup> | 50 | 49543 |
| CI Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 (Call 09/17/30) | 200 | 153982 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 06/15/51 (Call 12/15/50)<sup>(a)</sup> | 189 | 115154 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/28 (Call 03/15/28) | 39 | 37744 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47)<sup>(a)</sup> | 78 | 70413 |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/43 (Call 03/15/43) | 175 | 182058 |
| Credit Suisse USA Inc., 7.13%, 07/15/32 | 218 | 217026 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 02/09/27 (Call 11/09/26) | $224 | $210719 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/30/26 (Call 11/30/25)<sup>(a)</sup> | 120 | 116162 |
| Franklin Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 03/30/25 | 46 | 44027 |
| &nbsp;&nbsp;&nbsp;2.95%, 08/12/51 (Call 02/12/51) | 5 | 3182 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 09/15/40 (Call 03/15/40) | 137 | 97902 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/50 (Call 12/15/49) | 312 | 218047 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/15/60 (Call 03/15/60)<sup>(a)</sup> | 355 | 234080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 197 | 184697 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/25 (Call 09/01/25) | 122 | 119432 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/21/28 (Call 06/21/28)<sup>(a)</sup> | 85 | 81043 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/21/48 (Call 03/21/48) | 215 | 185156 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/52 (Call 12/15/51) | 65 | 62692 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/15/62 (Call 12/15/61) | 275 | 267965 |
| Invesco Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/26 | 110 | 106163 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/30/24 | 95 | 93922 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/30/43 | 161 | 153335 |
| Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) | 757 | 747227 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 01/23/30 | 70 | 62373 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/15/36<sup>(a)</sup> | 53 | 53524 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/20/43<sup>(a)</sup> | 65 | 64405 |
| Legg Mason Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/26<sup>(a)</sup> | 438 | 443747 |
| &nbsp;&nbsp;&nbsp;5.63%, 01/15/44 | 236 | 235351 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/29 (Call 03/01/29) | 89 | 81552 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/51 (Call 09/15/50) | 45 | 33479 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/26/30 (Call 12/26/29)<sup>(a)</sup> | 60 | 55934 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/49 (Call 12/01/48) | 170 | 143262 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/21/46 (Call 05/21/46) | 131 | 113164 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/26/50 (Call 09/26/49) | 211 | 183979 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/26/48 (Call 08/26/47) | 198 | 174674 |
| Morgan Stanley Domestic Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 08/24/27 (Call 05/24/27) | 236 | 223100 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/28 (Call 03/20/28) | 286 | 275604 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 100 | 77315 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/28/50 (Call 10/28/49) | 188 | 129897 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/30/26 (Call 03/30/26) | 365 | 353634 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/07/52 (Call 09/07/51) | 79 | 62228 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.17%, 07/14/28<sup>(a)</sup> | 195 | 160670 |
| &nbsp;&nbsp;&nbsp;2.33%, 01/22/27 | 200 | 176092 |
| &nbsp;&nbsp;&nbsp;2.61%, 07/14/31 | 132 | 102569 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/25 | 187 | 176928 |
| &nbsp;&nbsp;&nbsp;2.68%, 07/16/30 | 278 | 222272 |
| &nbsp;&nbsp;&nbsp;2.71%, 01/22/29 | 206 | 172824 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/22/32 | 206 | 163819 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/16/30 | 436 | 364165 |
| &nbsp;&nbsp;&nbsp;5.39%, 07/06/27 | 200 | 198384 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 12/04/24 | 2 | 1929 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/18/27 | 106 | 99634 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 01/16/24<sup>(a)</sup> | 87 | 85925 |
| Radian Group Inc., 6.63%, 03/15/25 (Call 09/15/24) | 450 | 446094 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/51 (Call 10/01/50) | $112 | $83195 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/30 (Call 01/01/30) | 9 | 8793 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/46 | 160 | 145562 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 10/28/31 (Call 07/28/31) | 264 | 199969 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/04/26 (Call 05/04/26)<sup>(a)</sup> | 135 | 123196 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/27 (Call 09/01/27) | 322 | 288940 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/23/25 (Call 04/23/25) | 255 | 244150 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/19/29 (Call 12/19/28) | 411 | 392468 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/50 (Call 02/15/50) | 286 | 178919 |
| &nbsp;&nbsp;&nbsp;2.05%, 04/15/30 (Call 01/15/30) | 156 | 134779 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/47 (Call 03/15/47) | 203 | 172560 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/14/35 (Call 06/14/35) | 478 | 460558 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/14/45 (Call 06/14/45) | 313 | 293006 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 01/10/25 (Call 12/10/24) | 561 | 534381 |
| &nbsp;&nbsp;&nbsp;6.20%, 11/17/36 | 228 | 228855 |
|  |  | 26729876 |
| **Electric — 7.7%** |  |  |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/51 (Call 11/15/50) | 15 | 10661 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/52 (Call 11/15/51) | 375 | 361793 |
| &nbsp;&nbsp;&nbsp;Series G, 4.15%, 05/01/49 (Call 11/01/48) | 45 | 35250 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (Call 10/01/24) | 2566 | 2461538 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25) | 2151 | 2059669 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/29 (Call 03/01/29) | 4297 | 3942626 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/52 (Call 10/01/51) | 223 | 176215 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/48 (Call 12/01/47) | 327 | 275445 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 08/15/26 (Call 05/15/26)<sup>(a)</sup> | 514 | 475928 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/15/49 (Call 03/15/49) | 339 | 244083 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 234 | 178001 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 189 | 149028 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/48 (Call 03/15/48) | 30 | 25661 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/01/36 | 170 | 183824 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 08/01/42 (Call 02/01/42) | 267 | 214508 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 234 | 194038 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/44 (Call 10/01/43) | 162 | 147563 |
| &nbsp;&nbsp;&nbsp;Series AA, 3.00%, 02/01/27 (Call 11/01/26) | 49 | 46577 |
| &nbsp;&nbsp;&nbsp;Series AC, 4.25%, 02/01/49 (Call 08/01/48) | 177 | 155679 |
| &nbsp;&nbsp;&nbsp;Series AD, 2.90%, 07/01/50 (Call 01/01/50) | 73 | 49858 |
| &nbsp;&nbsp;&nbsp;Series AF, 3.35%, 04/01/51 (Call 10/01/50) | 142 | 107006 |
| &nbsp;&nbsp;&nbsp;Series K2, 6.95%, 03/15/33 | 25 | 28428 |
| &nbsp;&nbsp;&nbsp;Series Z, 2.40%, 09/01/26 (Call 06/01/26) | 52 | 47889 |
| Cleveland Electric Illuminating Co. (The), 5.95%, 12/15/36 | 35 | 35362 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/01/30 (Call 12/01/29) | 587 | 496555 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/26 (Call 03/15/26) | 434 | 406246 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (Call 09/01/49) | 110 | 77248 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/46 (Call 12/15/45) | 224 | 173714 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/28 (Call 05/15/28) | 361 | 342697 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 169 | 133172 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/42 (Call 04/01/42) | 90 | 73952 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 107 | 89576 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 (Call 09/01/48) | 215 | 176863 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | $84 | $72757 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/15/43 (Call 02/15/43) | 15 | 13677 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/15/44 (Call 07/15/43) | 108 | 98758 |
| &nbsp;&nbsp;&nbsp;5.90%, 03/15/36 | 318 | 339083 |
| &nbsp;&nbsp;&nbsp;6.45%, 01/15/38 | 159 | 177008 |
| &nbsp;&nbsp;&nbsp;Series 122, 2.95%, 08/15/27 (Call 05/15/27) | 31 | 28723 |
| &nbsp;&nbsp;&nbsp;Series 123, 3.75%, 08/15/47 (Call 02/15/47) | 304 | 241121 |
| &nbsp;&nbsp;&nbsp;Series 127, 3.20%, 11/15/49 (Call 05/15/49) | 282 | 202580 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 273 | 230939 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/44 (Call 10/15/43) | 210 | 182335 |
| &nbsp;&nbsp;&nbsp;Series A, 2.05%, 07/01/31 (Call 04/01/31) | 285 | 231936 |
| &nbsp;&nbsp;&nbsp;Series A, 3.20%, 03/15/27 (Call 12/15/26) | 208 | 196531 |
| &nbsp;&nbsp;&nbsp;Series A, 4.15%, 06/01/45 (Call 12/01/44) | 279 | 236556 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/59 (Call 05/15/59). | 64 | 48711 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/15/28 (Call 02/15/28) | 4 | 3809 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/46 (Call 12/15/45) | 190 | 151823 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/43 (Call 09/01/42) | 135 | 109763 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/44 (Call 09/15/43) | 191 | 167280 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 (Call 06/01/45) | 183 | 159499 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/58 (Call 11/15/57) | 84 | 71052 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/54 (Call 06/01/54) | 116 | 100447 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/40 | 100 | 100199 |
| &nbsp;&nbsp;&nbsp;Series 05-A, 5.30%, 03/01/35 | 80 | 79402 |
| &nbsp;&nbsp;&nbsp;Series 06-A, 5.85%, 03/15/36 | 64 | 65045 |
| &nbsp;&nbsp;&nbsp;Series 06-B, 6.20%, 06/15/36 | 35 | 37073 |
| &nbsp;&nbsp;&nbsp;Series 07-A, 6.30%, 08/15/37 | 93 | 98965 |
| &nbsp;&nbsp;&nbsp;Series 08-B, 6.75%, 04/01/38 | 98 | 108137 |
| &nbsp;&nbsp;&nbsp;Series 09-C, 5.50%, 12/01/39 | 187 | 184545 |
| &nbsp;&nbsp;&nbsp;Series 12-A, 4.20%, 03/15/42 | 94 | 79280 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.88%, 06/15/47 (Call 12/15/46) | 143 | 112338 |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.35%, 04/01/30 (Call 01/01/30) | 413 | 373922 |
| &nbsp;&nbsp;&nbsp;Series 20B, 3.95%, 04/01/50 (Call 10/01/49) | 266 | 217205 |
| &nbsp;&nbsp;&nbsp;Series A, 4.13%, 05/15/49 (Call 11/15/48) | 143 | 116855 |
| &nbsp;&nbsp;&nbsp;Series B, 3.13%, 11/15/27 (Call 08/15/27) | 61 | 56460 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/57 (Call 05/15/57) | 105 | 81416 |
| &nbsp;&nbsp;&nbsp;Series C, 4.30%, 12/01/56 (Call 06/01/56) | 115 | 93226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 4.00%, 12/01/28 (Call 09/01/28)<sup>(a)</sup> | 129 | 124493 |
| &nbsp;&nbsp;&nbsp;Series E, 4.65%, 12/01/48 (Call 06/01/48) | 113 | 99353 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 06/15/42 (Call 12/15/41) | 17 | 16615 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 100 | 104160 |
| Delmarva Power & Light Co., 4.15%, 05/15/45 (Call 11/15/44) | 134 | 111312 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 11/15/24 (Call 10/15/24) | 106 | 101999 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 248 | 229789 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 77 | 76163 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (Call 04/15/27)<sup>(a)</sup> | 147 | 148752 |
| &nbsp;&nbsp;&nbsp;6.95%, 11/15/29 | 45 | 47166 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/44 (Call 06/01/44) | 20 | 17567 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/35 | 130 | 129295 |
| Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) | 690 | 655169 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/51 (Call 09/15/50) | 465 | 307384 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 145 | 121410 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 428 | 353216 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/45 (Call 01/15/25) | 165 | 149007 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | $600 | $498600 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27) | 5 | 4589 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/01/32 (Call 12/01/31)<sup>(a)</sup> | 15 | 13185 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/50 (Call 07/15/49) | 476 | 351621 |
| &nbsp;&nbsp;&nbsp;Series H, 3.15%, 01/15/25 (Call 10/15/24) | 980 | 941878 |
| &nbsp;&nbsp;&nbsp;Series L, 2.90%, 10/01/24 (Call 08/01/24) | 697 | 670291 |
| &nbsp;&nbsp;&nbsp;Series M, 3.30%, 01/15/28 (Call 10/15/27) | 343 | 316520 |
| &nbsp;&nbsp;&nbsp;Series N, 3.80%, 12/01/23 (Call 11/01/23) | 432 | 427071 |
| &nbsp;&nbsp;&nbsp;Series O, 4.25%, 04/01/29 (Call 01/01/29) | 382 | 363450 |
| &nbsp;&nbsp;&nbsp;Series R, 1.65%, 08/15/30 (Call 05/15/30) | 1872 | 1468228 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 641 | 613661 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 840 | 823360 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (Call 01/15/30) | 853 | 804908 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/15/52 (Call 09/15/51)<sup>(c)</sup> | 190 | 155316 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/46 (Call 10/15/45) | 346 | 295972 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/50 (Call 10/15/49) | 384 | 341303 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/35 (Call 12/15/34) | 88 | 85123 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/15/45 (Call 12/15/44) | 110 | 104407 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 06/15/35<sup>(a)</sup> | 220 | 225317 |
| Exelon Generation Co. LLC, 5.75%, 10/01/41 (Call 04/01/41) | 2 | 1952 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (Call 03/01/25) | 152 | 145976 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/01/49 (Call 04/01/49) | 249 | 183219 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 229 | 186266 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/42 (Call 06/15/42) | 137 | 115086 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 266 | 224608 |
| &nbsp;&nbsp;&nbsp;3.99%, 03/01/49 (Call 09/01/48) | 213 | 180532 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/01/42 (Call 12/01/41) | 211 | 184005 |
| &nbsp;&nbsp;&nbsp;4.05%, 10/01/44 (Call 04/01/44) | 65 | 55990 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/01/42 (Call 08/01/41) | 219 | 193596 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/48 (Call 12/01/47) | 269 | 231464 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/35 | 256 | 253138 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/41 (Call 08/01/40) | 25 | 25103 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/01/34 | 191 | 200701 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/01/37 | 112 | 115211 |
| &nbsp;&nbsp;&nbsp;5.69%, 03/01/40 | 155 | 162310 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/38 | 211 | 225325 |
| &nbsp;&nbsp;&nbsp;5.96%, 04/01/39 | 174 | 187640 |
| Iberdrola International BV |  |  |
| &nbsp;&nbsp;&nbsp;5.81%, 03/15/25 | 184 | 188328 |
| &nbsp;&nbsp;&nbsp;6.75%, 07/15/36 | 846 | 895246 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 (Call 03/30/26) | 367 | 344180 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/15/27 (Call 08/15/27) | 284 | 261445 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 03/15/24) | 344 | 335317 |
| &nbsp;&nbsp;&nbsp;5.30%, 07/01/43 (Call 01/01/43) | 304 | 278455 |
| National Grid USA, 5.80%, 04/01/35<sup>(a)</sup> | 375 | 357559 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 86 | 72409 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/29 (Call 12/15/28) | 115 | 106099 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/01/28 (Call 08/01/28)<sup>(a)</sup> | 187 | 177186 |
| &nbsp;&nbsp;&nbsp;4.02%, 11/01/32 (Call 05/01/32) | 151 | 138286 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/49 (Call 09/15/48) | 219 | 185657 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/48 (Call 05/01/48) | 115 | 97040 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/15/33 | 25 | 26358 |
| &nbsp;&nbsp;&nbsp;Series C, 8.00%, 03/01/32. | 193 | 230668 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 2243 | 1862587 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 11/01/29 (Call 08/01/29) | $2176 | $1896232 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/29 (Call 01/01/29) | 605 | 555451 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/01/27 (Call 02/01/27) | 1623 | 1539334 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/01/77 (Call 12/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.409%)<sup>(b)</sup> | 161 | 129719 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 08/15/31 (Call 05/15/31) | 217 | 174713 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 328 | 229101 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/27 (Call 02/15/27) | 1420 | 1339245 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/29 (Call 02/15/29) | 108 | 99307 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/01/30 (Call 01/01/30) | 703 | 669664 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/44 (Call 09/01/43) | 406 | 359054 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/52 (Call 12/01/51) | 95 | 87744 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 195 | 197943 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 (Call 12/01/48) | 183 | 144898 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/48 (Call 10/01/47) | 275 | 224631 |
| &nbsp;&nbsp;&nbsp;Series Q, 1.63%, 01/15/31 (Call 10/15/30) | 1185 | 919596 |
| &nbsp;&nbsp;&nbsp;Series R, 2.90%, 10/01/51 (Call 04/01/51) | 255 | 169570 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/49 (Call 03/15/49) | 333 | 239693 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/45 (Call 10/01/44) | 323 | 263339 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/30/47 (Call 03/30/47) | 132 | 108375 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/49 (Call 12/01/48) | 276 | 223916 |
| &nbsp;&nbsp;&nbsp;4.10%, 11/15/48 (Call 05/15/48) | 115 | 97994 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/41 (Call 06/01/41) | 10 | 9277 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/30/40 | 30 | 29954 |
| &nbsp;&nbsp;&nbsp;5.30%, 06/01/42 (Call 12/01/41) | 110 | 111026 |
| &nbsp;&nbsp;&nbsp;5.75%, 03/15/29 (Call 12/15/28) | 52 | 54407 |
| &nbsp;&nbsp;&nbsp;7.00%, 05/01/32 | 20 | 22862 |
| &nbsp;&nbsp;&nbsp;7.25%, 01/15/33 | 72 | 84386 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/01/38 | 35 | 42784 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/50 (Call 02/01/50) | 27 | 17562 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/46 (Call 09/15/45) | 2 | 1433 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/40 (Call 01/01/40) | 200 | 159812 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/01/30 (Call 01/01/30) | 22 | 20152 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/43 (Call 12/15/42) | 2 | 1542 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/44 (Call 08/15/43) | 100 | 78399 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/01/50 (Call 01/01/50) | 1090 | 870768 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/52 (Call 09/01/51) | 200 | 167678 |
| &nbsp;&nbsp;&nbsp;5.90%, 06/15/32 (Call 03/15/32) | 842 | 825682 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 09/15/51 (Call 03/15/51) | 40 | 26954 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/49 (Call 03/15/49) | 296 | 206043 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/51 (Call 09/15/50) | 100 | 70223 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 10/15/25 (Call 07/15/25)<sup>(a)</sup> | 363 | 349046 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/47 (Call 03/15/47) | 195 | 155425 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/48 (Call 09/01/47) | 329 | 270033 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/44 (Call 04/01/44) | 118 | 101137 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/01/36 | 46 | 48915 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/24 (Call 12/15/23) | 154 | 151647 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/43 (Call 09/15/42) | 265 | 226374 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/37 | 97 | 107270 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/49 (Call 04/01/49) | 120 | 82009 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/01/47 (Call 12/01/46) | 175 | 144548 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47) | 159 | 134789 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/49 (Call 01/01/49) | $500 | $389110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series V, 2.20%, 06/15/31 (Call 03/15/31)<sup>(a)</sup> | 167 | 138183 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 57 | 52111 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/30 (Call 10/15/29) | 142 | 122753 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/25 (Call 02/15/25)<sup>(a)</sup> | 41 | 39374 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/27 (Call 02/15/27) | 60 | 56199 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/01/50 (Call 07/01/49) | 270 | 194378 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/29 (Call 02/15/29) | 120 | 109884 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/01/49 (Call 02/01/49) | 242 | 175358 |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/47 (Call 06/01/47) | 246 | 191477 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/28 (Call 06/01/28) | 160 | 151080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/01/42 (Call 03/01/42)<sup>(a)</sup> | 50 | 40584 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/01/28 (Call 02/01/28) | 73 | 69952 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/01/43 (Call 07/01/42) | 75 | 62008 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/46 (Call 09/01/45) | 182 | 147495 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/01/49 (Call 11/01/48) | 358 | 289135 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/42 (Call 11/01/41) | 71 | 60277 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/01/48 (Call 11/01/47) | 86 | 72373 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/32 | 290 | 289812 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/40 | 35 | 35802 |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/37 | 38 | 40105 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 08/15/30 (Call 05/15/30) | 1417 | 1106649 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/31 (Call 08/15/31) | 430 | 347027 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/24 (Call 05/15/24)<sup>(a)</sup> | 498 | 480963 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/26 (Call 02/15/26) | 511 | 476574 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 154 | 130450 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/40 | 197 | 178220 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/39 | 7 | 7311 |
| &nbsp;&nbsp;&nbsp;Series RRR, 3.75%, 06/01/47 (Call 12/01/46) | 183 | 143999 |
| &nbsp;&nbsp;&nbsp;Series TTT, 4.10%, 06/15/49 (Call 12/15/48) | 242 | 200819 |
| &nbsp;&nbsp;&nbsp;Series UUU, 3.32%, 04/15/50 (Call 10/15/49) | 309 | 224581 |
| &nbsp;&nbsp;&nbsp;Series WWW, 2.95%, 08/15/51 (Call 02/15/51) | 50 | 34837 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 630 | 585988 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/28 (Call 11/01/27) | 482 | 447392 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/38 (Call 08/01/37) | 261 | 213164 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 (Call 08/01/47) | 327 | 253929 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/52 (Call 01/01/27)<sup>(b)</sup> | 462 | 358156 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/15/39 | 150 | 152205 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 177 | 146825 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/01/29 (Call 05/01/29) | 40 | 35068 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/01/52 (Call 08/01/51) | 65 | 47596 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/50 (Call 08/01/49) | 323 | 240961 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 (Call 10/01/46) | 332 | 261935 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/42 (Call 09/15/41) | 131 | 105376 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 (Call 03/01/40) | 148 | 127601 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/01/43 (Call 04/01/43) | 107 | 94220 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 136 | 133126 |
| &nbsp;&nbsp;&nbsp;5.63%, 02/01/36 | 147 | 144811 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 25 | 25831 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/34<sup>(a)</sup> | 210 | 220513 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/39 | 44 | 44904 |
| &nbsp;&nbsp;&nbsp;6.65%, 04/01/29 | 186 | 193308 |
| &nbsp;&nbsp;&nbsp;Series 04-G, 5.75%, 04/01/35 | 7 | 7056 |
| &nbsp;&nbsp;&nbsp;Series 05-E, 5.35%, 07/15/35 | 91 | 88761 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 06-E, 5.55%, 01/15/37 | $5 | $4902 |
| &nbsp;&nbsp;&nbsp;Series 08-A, 5.95%, 02/01/38 | 60 | 61248 |
| &nbsp;&nbsp;&nbsp;Series 13-A, 3.90%, 03/15/43 (Call 09/15/42) | 98 | 75978 |
| &nbsp;&nbsp;&nbsp;Series A, 4.20%, 03/01/29 (Call 12/01/28) | 29 | 27626 |
| &nbsp;&nbsp;&nbsp;Series B, 3.65%, 03/01/28 (Call 12/01/27) | 72 | 67460 |
| &nbsp;&nbsp;&nbsp;Series B, 4.88%, 03/01/49 (Call 09/01/48) | 96 | 84878 |
| &nbsp;&nbsp;&nbsp;Series C, 3.60%, 02/01/45 (Call 08/01/44) | 153 | 111696 |
| &nbsp;&nbsp;&nbsp;Series C, 4.13%, 03/01/48 (Call 09/01/47) | 254 | 204762 |
| &nbsp;&nbsp;&nbsp;Series E, 3.70%, 08/01/25 (Call 06/01/25) | 98 | 95171 |
|  |  | 63134684 |
| **Electrical Components & Equipment — 0.1%** |  |  |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30) | 469 | 363677 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 12/21/51 (Call 06/21/51) | 45 | 30144 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/39<sup>(a)</sup> | 15 | 15009 |
|  |  | 408830 |
| **Electronics — 1.0%** |  |  |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/15/29 (Call 06/15/29)<sup>(a)</sup> | 633 | 554692 |
| &nbsp;&nbsp;&nbsp;3.05%, 09/22/26 (Call 06/22/26) | 216 | 202556 |
| Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) | 420 | 362544 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/24 (Call 08/01/24) | 274 | 263914 |
| &nbsp;&nbsp;&nbsp;3.55%, 10/01/27 (Call 07/01/27) | 112 | 101863 |
| &nbsp;&nbsp;&nbsp;5.41%, 07/01/32 (Call 04/01/32) | 193 | 185351 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 02/15/30 (Call 11/15/29) | 101 | 87668 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/01/29 (Call 03/01/29)<sup>(a)</sup> | 74 | 71517 |
| Avnet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/31 (Call 02/15/31) | 185 | 144076 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/32 (Call 03/01/32) | 60 | 56015 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/25 (Call 03/15/25) | 211 | 207641 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/15/29 (Call 03/15/29) | 253 | 235791 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/12/30 (Call 02/12/30) | 604 | 561279 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/28 (Call 12/27/22) | 100 | 99073 |
| Fortive Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 06/15/26 (Call 03/15/26) | 125 | 117837 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/46 (Call 12/15/45) | 67 | 53138 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24) | 38 | 36632 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 521 | 487213 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/15/29 (Call 05/15/29) | 236 | 212294 |
| &nbsp;&nbsp;&nbsp;3.81%, 11/21/47 (Call 05/21/47) | 92 | 78798 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/24 | 100 | 100425 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/28 | 100 | 102039 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/33 | 100 | 103074 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/41 | 115 | 121279 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/36 | 38 | 41224 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 123 | 132671 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 26 | 23970 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/01/26 (Call 12/01/25) | 140 | 133914 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 (Call 11/15/27) | 70 | 65313 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/30/29 (Call 07/30/29)<sup>(a)</sup> | 352 | 308236 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/30/24 (Call 07/30/24)<sup>(a)</sup> | 367 | 363939 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/06/27 (Call 01/06/27) | 627 | 616015 |
| Legrand France SA, 8.50%, 02/15/25 | 405 | 437817 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electronics (continued)** |  |  |
| Trimble Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 12/01/24 (Call 09/01/24) | $541 | $536672 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/15/28 (Call 03/15/28) | 410 | 398184 |
| Tyco Electronics Group SA, 7.13%, 10/01/37 | 109 | 126780 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/01/28 (Call 02/01/28) | 77 | 60925 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/31 (Call 01/01/31) | 102 | 73853 |
|  |  | 7866222 |
| **Entertainment — 0.2%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/32 (Call 12/15/31)<sup>(c)</sup> | 1020 | 866806 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/15/42 (Call 09/15/41)<sup>(c)</sup> | 275 | 219585 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (Call 09/15/51)<sup>(c)</sup> | 535 | 414347 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 03/15/62 (Call 09/15/61)<sup>(c)</sup> | 555 | 429081 |
|  |  | 1929819 |
| **Environmental Control — 0.1%** |  |  |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/01/50 (Call 09/01/49) | 10 | 7095 |
| &nbsp;&nbsp;&nbsp;5.70%, 05/15/41 (Call 11/15/40) | 20 | 20769 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/01/40 | 90 | 96699 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 02/01/30 (Call 11/01/29) | 72 | 62122 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51) | 40 | 27352 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/01/50 (Call 10/01/49) | 42 | 29478 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/29 (Call 02/01/29) | 51 | 47281 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/28 (Call 09/01/28) | 5 | 4834 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 193 | 180700 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/01/45 (Call 09/01/44)<sup>(a)</sup> | 22 | 19385 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/15/49 (Call 01/15/49) | 126 | 111966 |
|  |  | 607681 |
| **Food — 2.8%** |  |  |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | 141 | 149632 |
| Bestfoods, Series E, 7.25%, 12/15/26<sup>(a)</sup> | 10 | 11023 |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 04/24/30 (Call 01/24/30) | 205 | 171515 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/24/50 (Call 10/24/49)<sup>(a)</sup> | 109 | 75526 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/19/25 (Call 12/19/24) | 95 | 91581 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 368 | 360938 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/28 (Call 12/15/27) | 479 | 463849 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/48 (Call 09/15/47) | 244 | 221759 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 04/01/24) | 174 | 171910 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/01/25 (Call 09/01/25) | 268 | 265341 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/28 (Call 08/01/28) | 115 | 112442 |
| &nbsp;&nbsp;&nbsp;5.30%, 11/01/38 (Call 05/01/38) | 281 | 269546 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/01/48 (Call 05/01/48) | 163 | 155217 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/01/28 | 113 | 121404 |
| &nbsp;&nbsp;&nbsp;8.25%, 09/15/30 | 184 | 210928 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/14/31 (Call 07/14/31)<sup>(a)</sup> | 810 | 657793 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/15/30 (Call 01/15/30) | 820 | 720067 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/51 (Call 08/01/50) | 443 | 306011 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/10/27 (Call 11/10/26)<sup>(a)</sup> | 602 | 574693 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23) | 295 | 291451 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 641 | 631776 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/17/28 (Call 01/17/28) | 467 | 459056 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/17/48 (Call 10/17/47) | 125 | 112353 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/15/40 | 172 | 171862 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Food (continued)** |  |  |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | $48 | $41717 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/49 (Call 05/15/49) | 132 | 96421 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/46 (Call 02/15/46) | 35 | 26876 |
| Hormel Foods Corp., 3.05%, 06/03/51 (Call 12/03/50) | 185 | 131333 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/01/30 (Call 03/01/30) | 844 | 723705 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/26 (Call 07/01/26) | 130 | 121774 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/50 (Call 12/01/49) | 253 | 189937 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/02/52 (Call 08/02/51)<sup>(c)</sup> | 190 | 139232 |
| JM Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/30 (Call 12/15/29) | 106 | 88581 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/15/27 (Call 09/15/27) | 124 | 115521 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 | 175 | 170067 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/50 (Call 09/15/49) | 141 | 97679 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/35 | 61 | 55547 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/45 | 52 | 43176 |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/01/30 (Call 03/01/30)<sup>(a)</sup> | 902 | 735933 |
| &nbsp;&nbsp;&nbsp;2.65%, 12/01/23 | 2384 | 2330813 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 | 1531 | 1464677 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 1339 | 1257227 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/28 (Call 02/15/28) | 209 | 205455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 7.45%, 04/01/31<sup>(a)</sup> | 1536 | 1752407 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40<sup>(a)</sup> | 178 | 181154 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/46 (Call 12/01/45) | 130 | 109516 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/49 (Call 04/01/49) | 887 | 800331 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/04/42 | 61 | 57296 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/45 (Call 01/15/45) | 230 | 217224 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/50 (Call 12/01/49) | 115 | 114402 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/09/40 | 104 | 112889 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/26/39 | 80 | 88748 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 05/01/30 (Call 02/01/30) | 82 | 67049 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/15/26 (Call 07/15/26) | 133 | 122413 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/26 (Call 11/01/25) | 134 | 128699 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/01/27 (Call 05/01/27) | 84 | 80025 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/46 (Call 04/15/46) | 157 | 122201 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/50 (Call 07/15/49) | 163 | 130459 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/24 (Call 11/01/23) | 56 | 55418 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/01/47 (Call 08/01/46) | 173 | 148770 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/29 (Call 10/15/28)<sup>(a)</sup> | 110 | 106744 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/48 (Call 07/15/47) | 118 | 103388 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/42 (Call 10/15/41) | 69 | 63284 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/01/43 (Call 02/01/43) | 141 | 131970 |
| &nbsp;&nbsp;&nbsp;5.40%, 07/15/40 (Call 01/15/40) | 110 | 106235 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/15/49 (Call 07/15/48) | 80 | 77474 |
| &nbsp;&nbsp;&nbsp;6.90%, 04/15/38 | 111 | 122934 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/01/31<sup>(a)</sup> | 166 | 188835 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (Call 11/15/30) | 135 | 105246 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/30 (Call 01/15/30)<sup>(a)</sup> | 316 | 266138 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24) | 299 | 289408 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/27 (Call 05/15/27) | 252 | 236895 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/47 (Call 02/15/47) | 208 | 171151 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 09/04/50 (Call 03/04/50) | 103 | 66211 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/13/30 (Call 01/13/30) | 113 | 98173 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/07/28 (Call 02/07/28)<sup>(a)</sup> | $25 | $24235 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 89 | 74765 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 95 | 88527 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/26 (Call 04/15/26) | 85 | 80575 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/50 (Call 08/15/49) | 170 | 120397 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/48 (Call 09/15/47) | 144 | 121542 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 (Call 10/01/45) | 127 | 108622 |
| &nbsp;&nbsp;&nbsp;4.85%, 10/01/45 (Call 04/01/45) | 123 | 110830 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/21/35 | 40 | 39962 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (Call 01/01/30) | 185 | 194337 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/40 (Call 10/01/39) | 32 | 34880 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (Call 10/01/49) | 265 | 298597 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 06/02/27 (Call 03/02/27) | 48 | 45381 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | 14 | 13589 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/02/47 (Call 12/02/46) | 148 | 130283 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 08/15/34 (Call 02/15/34)<sup>(a)</sup> | 32 | 31365 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/28/48 (Call 03/28/48) | 207 | 196522 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/15/44 (Call 02/15/44) | 60 | 56941 |
|  |  | 23007781 |
| **Forest Products & Paper — 0.3%** |  |  |
| Celulosa Arauco y Constitucion SA |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 11/02/27 (Call 08/02/27) | 33 | 30373 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/02/47 (Call 05/02/47) | 27 | 22690 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 08/15/48 (Call 02/15/48)<sup>(a)</sup> | 178 | 151127 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/47 (Call 02/15/47) | 239 | 199455 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 185 | 163853 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/35 (Call 03/15/35)<sup>(a)</sup> | 65 | 63413 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 05/15/46 (Call 11/15/45)<sup>(a)</sup> | 10 | 9133 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/41 (Call 05/15/41) | 214 | 214079 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/32 (Call 10/15/31) | 382 | 299786 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/31 (Call 10/15/30) | 100 | 83923 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/30 (Call 10/15/29) | 662 | 620195 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/29 (Call 10/15/28) | 312 | 310303 |
|  |  | 2168330 |
| **Gas — 0.5%** |  |  |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 09/15/29 (Call 06/15/29) | 15 | 13143 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/15/52 (Call 08/15/51) | 95 | 63316 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/27 (Call 03/15/27) | 25 | 23486 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/15/49 (Call 03/15/49)<sup>(a)</sup> | 213 | 157552 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/44 (Call 04/15/44) | 209 | 175702 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/49 (Call 09/15/48) | 207 | 173077 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/43 (Call 07/15/42) | 16 | 13539 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/01/48 (Call 04/01/48) | 50 | 42932 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/41 (Call 12/15/40) | 28 | 27985 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 09/15/27 (Call 06/15/27) | 10 | 9191 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/01/28 (Call 06/01/28) | 77 | 72681 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/25 (Call 04/15/25) | 197 | 196543 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (Call 02/15/30) | 155 | 126703 |
| &nbsp;&nbsp;&nbsp;3.61%, 02/01/24 (Call 11/01/23) | 85 | 83626 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 (Call 05/01/48) | 150 | 125343 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/01/44 (Call 08/01/43) | 179 | 154971 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/31 (Call 12/15/30) | 400 | 329724 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 06/01/50 (Call 12/01/49) | $120 | $82962 |
| &nbsp;&nbsp;&nbsp;5.05%, 05/15/52 (Call 11/15/51) | 87 | 79575 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/24 (Call 06/15/24) | 35 | 33964 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 03/15/25)<sup>(a)</sup> | 259 | 248873 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/42 (Call 03/15/42) | 123 | 96785 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/40 | 20 | 18894 |
| &nbsp;&nbsp;&nbsp;Series TT, 2.60%, 06/15/26 (Call 03/15/26) | 299 | 278217 |
| &nbsp;&nbsp;&nbsp;Series UU, 4.13%, 06/01/48 (Call 12/01/47) | 123 | 100075 |
| &nbsp;&nbsp;&nbsp;Series VV, 4.30%, 01/15/49 (Call 07/15/48) | 116 | 95642 |
| &nbsp;&nbsp;&nbsp;Series WW, 3.95%, 02/15/50 (Call 08/15/49) | 190 | 149672 |
| &nbsp;&nbsp;&nbsp;Series XX, 2.55%, 02/01/30 (Call 11/01/29) | 137 | 117990 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.18%, 08/15/51 (Call 02/15/51) | 80 | 48606 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/01/28 (Call 01/01/28)<sup>(a)</sup> | 35 | 32142 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/29/46 (Call 03/29/46)<sup>(a)</sup> | 199 | 139131 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48) | 141 | 101638 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/01/27 | 100 | 100867 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/49 (Call 03/15/49) | 255 | 191474 |
| &nbsp;&nbsp;&nbsp;Series K, 3.80%, 09/15/46 (Call 03/15/46) | 15 | 11442 |
|  |  | 3717463 |
| **Hand & Machine Tools — 0.0%** |  |  |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/50 (Call 11/01/49) | 27 | 19767 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/01/27 (Call 12/01/26)<sup>(a)</sup> | 30 | 28592 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/48 (Call 09/01/47) | 15 | 13020 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/30 (Call 12/15/29) | 14 | 11726 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/60 (Call 03/15/25)<sup>(b)</sup> | 97 | 83417 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/15/28 (Call 08/15/28)<sup>(a)</sup> | 71 | 69150 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/15/48 (Call 05/15/48)<sup>(a)</sup> | 55 | 50345 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/01/40 | 48 | 46663 |
|  |  | 322680 |
| **Health Care - Products — 0.9%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 11/30/36 (Call 05/30/36) | 385 | 388450 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/43 (Call 10/15/42) | 175 | 171538 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/30/46 (Call 05/30/46) | 436 | 437958 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/27/40 | 108 | 112276 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/39 | 113 | 125473 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/30/37 | 156 | 177701 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 08/15/26 (Call 05/15/26) | 110 | 101328 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/51 (Call 06/01/51) | 150 | 100878 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 228 | 168088 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/01/39 (Call 09/01/38)<sup>(a)</sup> | 103 | 93682 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/01/49 (Call 09/01/48)<sup>(a)</sup> | 221 | 203532 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/15/35 | 60 | 65828 |
| &nbsp;&nbsp;&nbsp;7.38%, 01/15/40 | 98 | 113759 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/50 (Call 04/01/50) | 335 | 222192 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/10/51 (Call 06/10/51) | 198 | 136287 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 132 | 118869 |
| DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30) | 494 | 410306 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 11/15/29 (Call 08/15/29)<sup>(a)</sup> | 151 | 133523 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/39 (Call 05/15/39) | 183 | 148283 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/49 (Call 05/15/49) | 272 | 209717 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)<sup>(a)</sup> | $1029 | $994199 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/42 | 146 | 128751 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/11/38 | 68 | 73126 |
| Medtronic Inc., 4.63%, 03/15/45 | 337 | 322303 |
| PerkinElmer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 09/15/29 (Call 06/15/29) | 104 | 91172 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/51 (Call 09/15/50) | 70 | 50309 |
| Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30)<sup>(a)</sup> | 235 | 184205 |
| STERIS Irish FinCo UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (Call 12/15/30) | 801 | 656475 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/51 (Call 09/15/50) | 360 | 262408 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49)<sup>(a)</sup> | 123 | 84735 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) | 62 | 51368 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/44 (Call 11/15/43) | 162 | 138750 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/46 (Call 09/15/45) | 141 | 127773 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/29 (Call 07/01/29) | 146 | 129959 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/15/47 (Call 02/15/47) | 177 | 157215 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/21/27 (Call 10/21/27) | 65 | 65610 |
| &nbsp;&nbsp;&nbsp;4.95%, 11/21/32 | 50 | 51241 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/01/44 (Call 08/01/43) | 216 | 221547 |
| Zimmer Biomet Holdings Inc., 4.45%, 08/15/45 (Call 02/15/45) | 125 | 100729 |
|  |  | 7531543 |
| **Health Care - Services — 2.2%** |  |  |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/47 (Call 02/15/47) | 322 | 252091 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/42 (Call 05/15/42) | 116 | 95813 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/42 (Call 11/15/41) | 144 | 125581 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/44 (Call 09/15/43) | 114 | 101313 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/36 | 126 | 135057 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/15/37 | 152 | 165292 |
| Anthem Inc., 4.55%, 05/15/52 (Call 11/15/51) | 55 | 49609 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/31 (Call 12/01/30) | 200 | 158388 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/31 (Call 05/01/31) | 500 | 396190 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30 (Call 07/15/30) | 100 | 82517 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/29 (Call 06/15/29) | 233 | 205883 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/50 (Call 11/15/49) | 105 | 74125 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (Call 09/15/50) | 150 | 114267 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/01/27 (Call 09/01/27)<sup>(a)</sup> | 247 | 235038 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/49 (Call 03/15/49) | 205 | 156811 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/28 (Call 12/01/27) | 359 | 347257 |
| &nbsp;&nbsp;&nbsp;4.38%, 12/01/47 (Call 06/01/47) | 191 | 166451 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/48 (Call 09/01/47) | 162 | 143540 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/42 | 168 | 154810 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/43 | 196 | 181098 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/44 (Call 02/15/44) | 308 | 279864 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 229 | 219380 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/15/25 | 40 | 40576 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/32 (Call 07/15/32) | 50 | 51653 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/36 | 59 | 60553 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/15/34 | 20 | 20942 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/37 | 33 | 35784 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/30 (Call 03/01/30) | 142 | 122976 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/51 (Call 01/15/51) | $274 | $184487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/15/32 (Call 12/15/31)<sup>(c)</sup> | 234 | 200370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29)<sup>(a)</sup> | 546 | 500655 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 587 | 564506 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/52 (Call 09/15/51)<sup>(c)</sup> | 216 | 173763 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/24 | 13 | 12949 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/39 (Call 12/15/38) | 227 | 203045 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/25 | 162 | 162040 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/26 (Call 12/15/25) | 525 | 520984 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/49 (Call 12/15/48) | 441 | 387282 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/47 (Call 12/15/46) | 384 | 347478 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/01/29 (Call 08/01/28) | 30 | 30295 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/29 (Call 05/15/29) | 32 | 28281 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/01/24 (Call 07/01/24) | 49 | 48155 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/27 (Call 12/15/26) | 217 | 209355 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/49 (Call 02/15/49) | 71 | 57362 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 03/01/25) | 141 | 139635 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/42 (Call 06/01/42) | 239 | 211369 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/47 (Call 09/15/46) | 87 | 78068 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/30 (Call 01/01/30) | 99 | 97212 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/44 (Call 04/01/44) | 186 | 172225 |
| &nbsp;&nbsp;&nbsp;5.75%, 03/01/28 (Call 02/01/28) | 60 | 61419 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/01/33 | 100 | 104299 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/01/31 (Call 03/01/31)<sup>(a)</sup> | 260 | 217987 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 12/01/29 (Call 09/01/29)<sup>(a)</sup> | 140 | 121967 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/25 (Call 11/01/24) | 240 | 232764 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/01/27 (Call 06/01/27)<sup>(a)</sup> | 128 | 121823 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/45 (Call 08/01/44) | 241 | 213251 |
| Providence St Joseph Health Obligated Group, Series A, |  |  |
| &nbsp;&nbsp;&nbsp;3.93%, 10/01/48 (Call 04/01/48) | 95 | 74395 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/30/31 (Call 03/30/31) | 593 | 500931 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/30/30 (Call 03/30/30) | 488 | 424409 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 799 | 766177 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/30/25 (Call 12/30/24)<sup>(a)</sup> | 357 | 346433 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/30/29 (Call 03/30/29) | 424 | 407888 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 122 | 120857 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/30/45 (Call 09/30/44) | 266 | 225922 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/29 | 141 | 126924 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/50 (Call 11/15/49) | 288 | 199872 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/15/60 (Call 11/15/59)<sup>(a)</sup> | 110 | 76603 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/51 (Call 11/15/50) | 135 | 99599 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/39 (Call 02/15/39) | 79 | 65561 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/49 (Call 02/15/49) | 214 | 171906 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/15/47 (Call 04/15/47) | 195 | 158993 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/59 (Call 02/15/59) | 193 | 154992 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/42 (Call 04/15/42) | 155 | 133013 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/32 (Call 02/15/32) | 500 | 482505 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/47 (Call 07/15/46) | 246 | 214374 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/43 (Call 09/15/42) | 132 | 118820 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/47 (Call 10/15/46) | 39 | 34104 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/48 (Call 12/15/47) | 245 | 215078 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41) | 125 | 113166 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/48 (Call 06/15/48) | 264 | 239023 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/35 | 188 | 184257 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/15/41 (Call 05/15/41) | 85 | 79710 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/45 | 615 | 586304 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/52 (Call 11/15/51) | $90 | $85103 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/62 (Call 11/15/61) | 130 | 124873 |
| &nbsp;&nbsp;&nbsp;5.35%, 02/15/33 | 800 | 833136 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 10/15/40 (Call 04/15/40)<sup>(a)</sup> | 58 | 60640 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/36 | 154 | 164537 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/53 (Call 08/15/52) | 70 | 77334 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/15/41 (Call 08/15/40) | 60 | 64650 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 (Call 08/15/62) | 60 | 67333 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/37 | 151 | 169399 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/37 | 229 | 259315 |
| &nbsp;&nbsp;&nbsp;6.88%, 02/15/38 | 198 | 232210 |
|  |  | 18036231 |
| **Holding Companies - Diversified — 0.1%** |  |  |
| Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 (Call 01/11/27)<sup>(a)</sup> | 847 | 779943 |
| **Home Builders — 0.0%** |  |  |
| MDC Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/30 (Call 07/15/29) | 12 | 9710 |
| &nbsp;&nbsp;&nbsp;3.97%, 08/06/61 (Call 02/06/61) | 102 | 56705 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/43 (Call 10/15/42) | 72 | 57992 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/35 | 67 | 64703 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/33 | 140 | 140032 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 06/15/32<sup>(a)</sup> | 52 | 58066 |
| Toll Brothers Finance Corp., 4.35%, 02/15/28 (Call 11/15/27) | 2 | 1802 |
|  |  | 389010 |
| **Home Furnishings — 0.1%** |  |  |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 191 | 176700 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/51 (Call 05/15/51) | 47 | 34118 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 29 | 28156 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/29 (Call 12/15/28) | 185 | 175955 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/46 (Call 12/01/45)<sup>(a)</sup> | 97 | 76208 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 70 | 55391 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/26/29 (Call 11/26/28) | 86 | 83712 |
|  |  | 630240 |
| **Household Products & Wares — 0.5%** |  |  |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 04/30/30 (Call 02/01/30) | 83 | 68727 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/06/28 (Call 09/06/28) | 52 | 51093 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 08/01/27 (Call 05/01/27) | 268 | 252145 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 60 | 48095 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51) | 85 | 80700 |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 05/15/30 (Call 02/15/30) | 323 | 259288 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/01/27 (Call 07/01/27) | 431 | 402252 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/28 (Call 02/15/28) | 287 | 276246 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/01/32 (Call 02/01/32)<sup>(a)</sup> | 5 | 4877 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/26 | 115 | 109057 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/07/50 (Call 08/07/49)<sup>(a)</sup> | 244 | 172486 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/15/25 | 405 | 389517 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/26/30 (Call 12/26/29) | 331 | 299059 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/25/29 (Call 01/25/29) | 609 | 559519 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/30/46 (Call 01/30/46) | 246 | 181125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/04/47 (Call 11/04/46)<sup>(a)</sup> | 230 | 193292 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/28 (Call 08/01/28) | 686 | 666394 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Household Products & Wares (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 03/01/41 | $93 | $94354 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/01/37 | 179 | 209657 |
|  |  | 4317883 |
| **Insurance — 2.6%** |  |  |
| Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(6 mo. LIBOR US + 3.540%)<sup>(b)</sup> | 355 | 315094 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/30 (Call 01/01/30) | 61 | 56372 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/46 (Call 04/15/46) | 10 | 7895 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/49 (Call 07/15/48) | 37 | 32757 |
| Alleghany Corp., 4.90%, 09/15/44 (Call 03/15/44)<sup>(a)</sup> | 9 | 8125 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.28%, 12/15/26 (Call 09/15/26) | 56 | 53327 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 06/01/33<sup>(a)</sup> | 38 | 38527 |
| &nbsp;&nbsp;&nbsp;5.55%, 05/09/35 | 56 | 57860 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/15/67 (Call 05/15/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.120%)<sup>(b)</sup> | 151 | 144969 |
| American Financial Group Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 64 | 52184 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/02/30 (Call 01/02/30)<sup>(a)</sup> | 83 | 80761 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/35 (Call 07/15/34) | 70 | 62574 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/26 (Call 01/01/26)<sup>(a)</sup> | 187 | 181798 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/28 (Call 01/01/28) | 2 | 1900 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/30/50 (Call 12/30/49) | 70 | 60585 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/16/44 (Call 01/16/44) | 175 | 153699 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/01/48 (Call 10/01/47) | 171 | 155116 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/10/45 (Call 01/10/45) | 186 | 168330 |
| &nbsp;&nbsp;&nbsp;Series A-9, 5.75%, 04/01/48 (Call 04/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.868%)<sup>(b)</sup> | 61 | 57171 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 05/02/29 (Call 02/02/29) | 70 | 65018 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 29 | 28197 |
| &nbsp;&nbsp;&nbsp;6.25%, 09/30/40 | 88 | 91550 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/14/44 (Call 03/14/44) | 36 | 30885 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/45 (Call 11/15/44) | 12 | 10517 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 (Call 06/15/46) | 94 | 81624 |
| Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.64%, 06/30/50 (Call 12/30/49) | 87 | 61320 |
| &nbsp;&nbsp;&nbsp;7.35%, 05/01/34 | 69 | 77397 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | 12 | 10814 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/09/52 (Call 09/09/51) | 95 | 61320 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/20/51 (Call 11/20/50) | 87 | 62355 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 02/22/30 (Call 11/22/29) | 199 | 170609 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/27/28 (Call 12/27/27) | 150 | 144556 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/52 (Call 11/15/51) | 24 | 14995 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/25/51 (Call 11/25/50) | 51 | 35387 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/12/28 (Call 10/12/27) | 101 | 92495 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 04/03/30 (Call 01/03/30)<sup>(a)</sup> | 102 | 103213 |
| AXA SA, 8.60%, 12/15/30<sup>(a)</sup> | 500 | 594640 |
| AXIS Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/29 (Call 04/15/29) | 22 | 19673 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/15/40 (Call 01/15/30)<sup>(b)</sup> | 70 | 57307 |
| AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27) | 142 | 133679 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/52 (Call 09/15/51) | $55 | $44944 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 416 | 373784 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/49 (Call 07/15/48) | 85 | 76203 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 | 181 | 165921 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/42 | 203 | 188798 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/40<sup>(a)</sup> | 92 | 101671 |
| Berkshire Hathaway Inc., 4.50%, 02/11/43 | 99 | 94133 |
| Brighthouse Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 12/22/51 (Call 06/22/51) | 5 | 3169 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/22/47 (Call 12/22/46) | 198 | 148555 |
| Brown & Brown Inc., 4.50%, 03/15/29 (Call 12/15/28) | 15 | 14084 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/51 (Call 06/15/51) | 40 | 27146 |
| &nbsp;&nbsp;&nbsp;3.05%, 12/15/61 (Call 06/15/61) | 5 | 3333 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/25 | 45 | 43506 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/03/26 (Call 02/03/26) | 695 | 672663 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (Call 05/03/45) | 550 | 488180 |
| Cincinnati Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/01/34<sup>(a)</sup> | 45 | 47323 |
| &nbsp;&nbsp;&nbsp;6.92%, 05/15/28 | 51 | 54947 |
| CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) | 317 | 304028 |
| Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29) | 77 | 70728 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 04/20/28 (Call 01/20/28) | 292 | 278577 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/48 (Call 10/20/47) | 192 | 168225 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/28 | 39 | 42073 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 10/15/52 (Call 04/15/52) | 52 | 33281 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/50 (Call 04/15/50) | 65 | 45248 |
| &nbsp;&nbsp;&nbsp;4.87%, 06/01/44 | 25 | 21733 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/30 (Call 02/15/30) | 159 | 135560 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/15/24 | 30 | 29580 |
| Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26) | 87 | 86063 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 08/19/29 (Call 05/19/29) | 27 | 23264 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/19/49 (Call 02/19/49) | 73 | 53994 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/43 | 32 | 26094 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/48 (Call 09/15/47) | 53 | 44631 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 75 | 75712 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/01/41 | 128 | 130099 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/30 (Call 10/15/29) | 11 | 9129 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 45 | 37362 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/12/26 (Call 09/15/26)<sup>(a)</sup> | 66 | 62210 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/28 (Call 12/01/27) | 100 | 93043 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/48 (Call 09/01/47) | 78 | 59682 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/50 (Call 12/15/49)<sup>(a)</sup> | 88 | 67753 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/09/37 | 55 | 54706 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/40 | 18 | 18890 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/43 (Call 11/15/42) | 82 | 66502 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/35 | 30 | 30950 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 02/24/32 (Call 02/24/27)<sup>(b)</sup> | 233 | 209686 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 395 | 388581 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/04/46 | 212 | 204981 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 09/17/29 (Call 06/17/29) | $57 | $49972 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/17/50 (Call 03/17/50) | 104 | 79449 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/01/47 (Call 05/01/47) | 30 | 23425 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/05/46 | 53 | 46577 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/49 (Call 11/20/48) | 32 | 28143 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/30 (Call 08/15/30)<sup>(a)</sup> | 222 | 182992 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | 67 | 65603 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 307 | 299233 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/14/26 (Call 12/14/25) | 343 | 334250 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24) | 24 | 23695 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/01/48 (Call 09/01/47)<sup>(a)</sup> | 89 | 74346 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/30/47 (Call 07/30/46) | 211 | 179835 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28) | 448 | 437275 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/39 (Call 09/15/38) | 92 | 85043 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/49 (Call 09/15/48) | 268 | 250674 |
| &nbsp;&nbsp;&nbsp;5.88%, 08/01/33 | 152 | 159749 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/01/52 | 40 | 44675 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/45 | 141 | 119313 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/13/42 | 156 | 134578 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/23/30 (Call 12/23/29)<sup>(a)</sup> | 99 | 98964 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/13/46 (Call 11/13/45) | 89 | 82535 |
| &nbsp;&nbsp;&nbsp;4.72%, 12/15/44 | 90 | 81730 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/13/43 | 225 | 212260 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/35 | 97 | 102221 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/06/41 | 177 | 183471 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/34 | 25 | 27810 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/66 (Call 12/15/31) | 289 | 273278 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/15/32 | 115 | 127755 |
| &nbsp;&nbsp;&nbsp;10.75%, 08/01/69 (Call 08/01/34) | 110 | 145277 |
| Munich Re America Corp., Series B, 7.45%, 12/15/26<sup>(a)</sup> | 141 | 153411 |
| Nationwide Financial Services Inc., 6.75%, 05/15/87 | 38 | 36206 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 11/15/26 (Call 08/15/26) | 58 | 54285 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/25 (Call 02/15/25) | 49 | 47410 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/29 (Call 02/15/29) | 42 | 39358 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 11/15/46 (Call 05/15/46)<sup>(a)</sup> | 52 | 43010 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/43 | 113 | 93556 |
| &nbsp;&nbsp;&nbsp;4.63%, 09/15/42 | 107 | 92091 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/15/36 | 123 | 128619 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/27 | 59 | 54308 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/26/30 (Call 12/26/29) | 45 | 40654 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/26/45 | 70 | 54944 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/26/50 (Call 09/26/49) | 76 | 61726 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28)<sup>(a)</sup> | 54 | 52261 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/15/47 (Call 10/15/46) | 52 | 44179 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47)<sup>(a)</sup> | 92 | 77577 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/25/44 | 102 | 88610 |
| &nbsp;&nbsp;&nbsp;6.25%, 12/01/32 | 12 | 13221 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 03/01/29<sup>(a)</sup> | 75 | 82399 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/26 (Call 02/10/26) | 265 | 239544 |
| &nbsp;&nbsp;&nbsp;2.10%, 03/10/30 (Call 12/10/29) | 47 | 38969 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/40 (Call 09/10/39) | 72 | 53861 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/13/51 (Call 09/13/50) | 196 | 152339 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/27/28 (Call 12/27/27) | 70 | 67506 |
| &nbsp;&nbsp;&nbsp;3.91%, 12/07/47 (Call 06/07/47) | 165 | 133429 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.94%, 12/07/49 (Call 06/07/49) | $250 | $198412 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/25/50 (Call 08/25/49) | 141 | 121803 |
| &nbsp;&nbsp;&nbsp;4.42%, 03/27/48 (Call 09/27/47) | 125 | 107610 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/47 (Call 09/15/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.380%)<sup>(a)(b)</sup> | 157 | 137463 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/44 | 56 | 51254 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 03/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.040%)<sup>(b)</sup> | 671 | 638624 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/15/45 (Call 05/15/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.031%)<sup>(b)</sup> | 153 | 143295 |
| &nbsp;&nbsp;&nbsp;5.63%, 06/15/43 (Call 06/15/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.920%)<sup>(a)(b)</sup> | 219 | 216617 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/14/36 | 58 | 59774 |
| &nbsp;&nbsp;&nbsp;5.70%, 09/15/48 (Call 09/15/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.665%)<sup>(a)(b)</sup> | 148 | 138500 |
| &nbsp;&nbsp;&nbsp;5.75%, 07/15/33 | 111 | 115332 |
| &nbsp;&nbsp;&nbsp;6.63%, 12/01/37 | 158 | 172677 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/21/40 | 101 | 110955 |
| Prudential PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/14/30<sup>(a)</sup> | 347 | 303451 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/24/32 (Call 12/24/31)<sup>(a)</sup> | 160 | 142098 |
| Reinsurance Group of America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/29 (Call 02/15/29) | 91 | 83519 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/15/26 (Call 06/15/26) | 40 | 38709 |
| RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29)<sup>(a)</sup> | 17 | 15514 |
| Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31) | 5 | 3919 |
| Swiss Re America Holding Corp., 7.00%, 02/15/26 | 604 | 638966 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 04/27/50 (Call 10/27/49) | 124 | 78198 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 177 | 140464 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/30/47 (Call 11/30/46) | 68 | 56238 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/07/48 (Call 09/07/47) | 102 | 84520 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/04/49 (Call 09/04/48) | 94 | 77649 |
| &nbsp;&nbsp;&nbsp;4.30%, 08/25/45 (Call 02/25/45) | 114 | 96930 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/01/43 | 180 | 162367 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/01/40 | 215 | 217406 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/15/37 | 213 | 235199 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/20/36 | 214 | 244895 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33 | 80 | 89062 |
| Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25)<sup>(a)</sup> | 76 | 74347 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/15/29 (Call 03/15/29)<sup>(a)</sup> | 15 | 13640 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/51 (Call 12/15/50) | 185 | 129184 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/49 (Call 06/15/49) | 60 | 44018 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/26 | 65 | 61680 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/23/48 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.084%)<sup>(b)</sup> | 195 | 145708 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/46 | 30 | 24524 |
| &nbsp;&nbsp;&nbsp;5.65%, 05/15/53 (Call 05/15/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.580%)<sup>(a)(b)</sup> | 75 | 72929 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 07/15/43<sup>(a)</sup> | 65 | 60781 |
| W R Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/12/50 (Call 11/12/49) | 52 | 40932 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/44 | 19 | 16722 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 76 | 64462 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/49 (Call 03/15/49) | 89 | 64293 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/28 (Call 06/15/28) | $53 | $50267 |
| &nbsp;&nbsp;&nbsp;5.05%, 09/15/48 (Call 03/15/48) | 156 | 132680 |
| XLIT Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 12/15/43 | 180 | 179388 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/31/45<sup>(a)</sup> | 100 | 94951 |
|  |  | 21146847 |
| **Internet — 0.7%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 02/09/51 (Call 08/09/50) | 200 | 127664 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/09/61 (Call 08/09/60) | 272 | 167326 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/06/37 (Call 06/06/37) | 189 | 149890 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/06/47 (Call 06/06/47) | 192 | 148635 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/06/57 (Call 06/06/57) | 273 | 209566 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/28/34 (Call 05/28/34) | 135 | 119968 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 08/15/50 (Call 02/15/50) | 7 | 4403 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60) | 212 | 128491 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/03/50 (Call 12/03/49)<sup>(a)</sup> | 201 | 131677 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/03/60 (Call 12/03/59) | 320 | 202605 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/12/51 (Call 11/12/50) | 675 | 495052 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/22/27 (Call 05/22/27) | 173 | 164208 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (Call 11/12/60) | 247 | 177625 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/37 (Call 02/22/37) | 118 | 106106 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/13/52 (Call 10/13/51)<sup>(a)</sup> | 205 | 175207 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/22/47 (Call 02/22/47) | 336 | 295919 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/13/62 (Call 10/13/61) | 200 | 169658 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/22/57 (Call 02/22/57) | 368 | 329897 |
| &nbsp;&nbsp;&nbsp;4.65%, 12/01/29 (Call 10/01/29) | 100 | 100459 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/01/32 | 100 | 100783 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/05/34 (Call 06/05/34) | 180 | 183955 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/05/44 (Call 06/05/44) | 260 | 264048 |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/28 (Call 12/15/27) | 88 | 82579 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 95 | 91862 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/13/30 (Call 01/13/30) | 51 | 49834 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/11/25 (Call 02/11/25) | 249 | 233704 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/11/30 (Call 12/11/29)<sup>(a)</sup> | 135 | 115055 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 86 | 84019 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27)<sup>(a)</sup> | 208 | 196839 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/10/51 (Call 11/10/50) | 140 | 102515 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/42 (Call 01/15/42) | 266 | 212970 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/30 (Call 11/15/29) | 255 | 218374 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27)<sup>(a)</sup> | 230 | 213164 |
| JD.com Inc., 4.13%, 01/14/50 (Call 07/14/49) | 5 | 3506 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/15/52 (Call 02/15/52)<sup>(c)</sup> | 105 | 86400 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 08/15/62 (Call 02/15/62)<sup>(c)</sup> | 100 | 81908 |
|  |  | 5725871 |
| **Iron & Steel — 0.1%** |  |  |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;6.55%, 11/29/27 | 25 | 25203 |
| &nbsp;&nbsp;&nbsp;6.80%, 11/29/32 | 25 | 25271 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/15/39<sup>(a)</sup> | 69 | 70150 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/28 (Call 02/01/28) | 96 | 91379 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/48 (Call 11/01/47) | 65 | 55286 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/01/37 | 315 | 341797 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Iron & Steel (continued)** |  |  |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 12/15/24 (Call 11/15/24) | $150 | $142879 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/50 (Call 04/15/50) | 71 | 46412 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/30 (Call 01/15/30) | 86 | 75791 |
|  |  | 874168 |
| **Leisure Time — 0.0%** |  |  |
| Brunswick Corp., 5.10%, 04/01/52 (Call 10/01/51) | 127 | 91157 |
| Harley-Davidson Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/28/25 (Call 04/28/25) | 92 | 87555 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/28/45 (Call 01/28/45) | 154 | 118329 |
|  |  | 297041 |
| **Lodging — 0.1%** |  |  |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/29 (Call 09/01/29) | 52 | 45503 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/31 (Call 10/15/30) | 32 | 27496 |
| Hyatt Hotels Corp., 6.00%, 04/23/30 (Call 01/23/30) | 91 | 90391 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | 60 | 57915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AA, 4.65%, 12/01/28 (Call 09/01/28)<sup>(a)</sup> | 60 | 57547 |
| &nbsp;&nbsp;&nbsp;Series FF, 4.63%, 06/15/30 (Call 03/15/30) | 172 | 161467 |
| &nbsp;&nbsp;&nbsp;Series GG, 3.50%, 10/15/32 (Call 07/15/32) | 192 | 161697 |
| &nbsp;&nbsp;&nbsp;Series R, 3.13%, 06/15/26 (Call 03/15/26) | 136 | 127341 |
| &nbsp;&nbsp;&nbsp;Series X, 4.00%, 04/15/28 (Call 01/15/28) | 67 | 62499 |
|  |  | 791856 |
| **Machinery — 1.1%** |  |  |
| ABB Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/03/28 (Call 01/03/28)<sup>(a)</sup> | 120 | 114317 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/08/42 | 185 | 164983 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | 11 | 10503 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/09/26 | 62 | 57602 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 33 | 32148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/24<sup>(a)</sup> | 89 | 86671 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/09/24 | 24 | 23545 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/07/23 | 13 | 12860 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/17/25 | 200 | 200652 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 09/19/29 (Call 06/19/29)<sup>(a)</sup> | 29 | 25857 |
| &nbsp;&nbsp;&nbsp;2.60%, 04/09/30 (Call 01/09/30) | 376 | 330395 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/19/49 (Call 03/19/49) | 15 | 11642 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/09/50 (Call 10/09/49)<sup>(a)</sup> | 110 | 85226 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24) | 33 | 32475 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/42 | 81 | 70724 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/15/44 (Call 11/15/43)<sup>(a)</sup> | 101 | 94108 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/64 (Call 11/15/63) | 107 | 103450 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/27/41 | 51 | 52880 |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/35 | 104 | 106794 |
| &nbsp;&nbsp;&nbsp;6.05%, 08/15/36 | 75 | 82848 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 575 | 560073 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/24 | 392 | 387500 |
| CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) | 679 | 636678 |
| Crane Holdings Co., 4.20%, 03/15/48 (Call 09/15/47) | 30 | 21522 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/25 (Call 03/15/25) | 49 | 47147 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/07/49 (Call 03/07/49) | 38 | 27838 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/30 (Call 01/15/30) | 82 | 74227 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 18 | 15690 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/09/42 (Call 12/09/41)<sup>(a)</sup> | 26 | 23644 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 10/16/29<sup>(a)</sup> | $50 | $52640 |
| &nbsp;&nbsp;&nbsp;7.13%, 03/03/31 | 20 | 23376 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 11/04/29 (Call 08/04/29) | 50 | 44036 |
| &nbsp;&nbsp;&nbsp;3.15%, 11/15/25 (Call 08/15/25) | 50 | 47880 |
| &nbsp;&nbsp;&nbsp;5.38%, 10/15/35 | 25 | 24893 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/41 (Call 12/01/40) | 15 | 14787 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/32 (Call 10/15/31) | 112 | 84889 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/30 (Call 07/01/30) | 159 | 133547 |
| IDEX Corp., 2.63%, 06/15/31 (Call 03/15/31) | 20 | 16770 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/09/27 | 14 | 12535 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/09/25 | 33 | 31409 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/14/26 | 92 | 85545 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/09/30 | 47 | 40900 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/10/26 | 5 | 4712 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/08/27 | 85 | 78737 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/29 | 61 | 54851 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/06/28<sup>(a)</sup> | 80 | 75249 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/11/25 | 45 | 43842 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/13/25 | 26 | 25420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/07/29<sup>(a)</sup> | 70 | 65783 |
| nVent Finance Sarl, 4.55%, 04/15/28 (Call 01/15/28) | 112 | 103767 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/30 (Call 12/01/29) | 534 | 447941 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/15/28 (Call 02/15/28)<sup>(a)</sup> | 213 | 202491 |
| Otis Worldwide Corp., 3.36%, 02/15/50 (Call 08/15/49) | 29 | 20790 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/61 (Call 02/15/61) | 40 | 24416 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/01/25 (Call 12/01/24)<sup>(a)</sup> | 25 | 24104 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/29 (Call 12/01/28) | 181 | 170232 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/49 (Call 09/01/48) | 76 | 65586 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 11/15/26 (Call 08/15/26) | 34 | 31542 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/28 (Call 06/15/28) | 79 | 75352 |
| Xylem Inc./NY |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 01/30/28 (Call 11/30/27) | 1814 | 1575513 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/30/31 (Call 10/30/30) | 1145 | 940812 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/26 (Call 08/01/26) | 1215 | 1145952 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/01/46 (Call 05/01/46) | 10 | 8563 |
|  |  | 9292861 |
| **Manufacturing — 2.2%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25) | 1372 | 1302645 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26)<sup>(a)</sup> | 753 | 700290 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/26/29 (Call 05/26/29)<sup>(a)</sup> | 888 | 764506 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 286 | 274488 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27) | 1950 | 1816386 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/07/25<sup>(a)</sup> | 1421 | 1369332 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/15/30 (Call 01/15/30) | 620 | 555780 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/14/24 (Call 01/14/24) | 548 | 538772 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/26/49 (Call 02/26/49)<sup>(a)</sup> | 36 | 26320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/01/29 (Call 12/01/28)<sup>(a)</sup> | 655 | 611279 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/14/28 (Call 06/14/28) | 640 | 611149 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/15/47 (Call 04/15/47) | 36 | 27950 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 2 | 1599 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/14/48 (Call 03/14/48)<sup>(a)</sup> | 16 | 13449 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 38 | 40250 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/30 (Call 12/01/29) | $197 | $165139 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/27 (Call 09/01/27) | 66 | 61876 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 66 | 61861 |
| &nbsp;&nbsp;&nbsp;3.92%, 09/15/47 (Call 03/15/47) | 65 | 53745 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/02/32 | 74 | 68782 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/02/42 | 86 | 75282 |
| GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35 | 842 | 794200 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/50 (Call 11/01/49). | 65 | 54845 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 01/14/38<sup>(a)</sup> | 15 | 15744 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/15/32 | 240 | 272038 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/10/39 | 12 | 13536 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/15/26 (Call 08/15/26) | 146 | 138028 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/24 (Call 12/01/23)<sup>(a)</sup> | 16 | 15805 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/01/42 (Call 03/01/42) | 89 | 77660 |
| &nbsp;&nbsp;&nbsp;4.88%, 09/15/41 (Call 03/15/41) | 5 | 4945 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/14/29 (Call 03/14/29) | 121 | 109328 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/14/49 (Call 12/14/48) | 122 | 98474 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/47 (Call 09/01/46) | 53 | 43392 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/21/34 (Call 05/21/34) | 181 | 166361 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/21/44 (Call 05/21/44) | 16 | 14017 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/15/38 | 82 | 86184 |
| Pentair Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/29 (Call 04/01/29) | 151 | 138503 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/15/32 (Call 04/15/32) | 150 | 149057 |
| Teledyne Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/28 (Call 02/01/28) | 87 | 75258 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/31 (Call 01/01/31) | 1571 | 1295824 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/30 (Call 03/01/30) | 87 | 74327 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/28 (Call 12/01/27) | 62 | 56117 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 12/15/26) | 60 | 56300 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/17/29 (Call 06/17/29) | 84 | 76511 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/26 (Call 12/15/25) | 23 | 22295 |
| Trane Technologies Global Holding Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/21/28 (Call 05/21/28) | 651 | 620442 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/23 | 945 | 939954 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/21/48 (Call 08/21/47) | 156 | 122962 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/43 | 161 | 162143 |
| Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/21/26 (Call 01/21/26) | 445 | 421522 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/01/24 (Call 08/01/24) | 1664 | 1623215 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/21/29 (Call 12/21/28) | 665 | 616661 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/21/49 (Call 09/21/48) | 160 | 133029 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/01/44 (Call 05/01/44) | 159 | 137505 |
|  |  | 17767062 |
| **Media — 2.2%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 04/01/31 (Call 01/01/31) | 20 | 15845 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/51 (Call 10/01/50) | 270 | 172576 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/01/61 (Call 10/01/60)<sup>(a)</sup> | 270 | 167063 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/52 (Call 12/01/51) | 519 | 343459 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/62 (Call 12/30/61) | 329 | 206846 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/01/61 (Call 06/01/61) | 292 | 198464 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/50 (Call 09/01/49) | $348 | $262841 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/01/49 (Call 01/01/49) | 126 | 99960 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/53 (Call 10/01/52) | 164 | 131961 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/01/38 (Call 10/01/37) | 97 | 83178 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/01/47 (Call 11/01/46) | 516 | 426056 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/01/63 (Call 10/01/62) | 152 | 122748 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/48 (Call 10/01/47) | 306 | 262386 |
| &nbsp;&nbsp;&nbsp;6.38%, 10/23/35 (Call 04/23/35) | 499 | 490277 |
| &nbsp;&nbsp;&nbsp;6.48%, 10/23/45 (Call 04/23/45) | 520 | 489684 |
| &nbsp;&nbsp;&nbsp;6.83%, 10/23/55 (Call 04/23/55) | 199 | 192859 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 08/15/52 (Call 02/15/52) | 162 | 99048 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/01/30 (Call 11/01/29) | 99 | 86460 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/62 (Call 02/15/62) | 72 | 42742 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/51 (Call 07/15/50) | 130 | 85435 |
| &nbsp;&nbsp;&nbsp;2.89%, 11/01/51 (Call 05/01/51) | 1196 | 798043 |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (Call 05/01/56) | 742 | 477611 |
| &nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (Call 05/01/63) | 325 | 205624 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/36 (Call 01/15/36) | 94 | 77596 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/39 (Call 05/01/39) | 91 | 72281 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/01/30 (Call 01/01/30) | 49 | 44958 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/46 (Call 01/15/46) | 206 | 155664 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/01/50 (Call 08/01/49) | 196 | 146953 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/40 (Call 10/01/39) | 71 | 59536 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/38 (Call 09/01/37) | 133 | 116786 |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/47 (Call 05/01/47) | 175 | 142527 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/47 (Call 02/15/47) | 176 | 145372 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47)<sup>(a)</sup> | 226 | 186050 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/49 (Call 05/01/49) | 132 | 107507 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/01/52 (Call 05/01/52) | 299 | 244495 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/15/28 (Call 07/15/28) | 115 | 111571 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/34 (Call 02/15/34) | 100 | 93955 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/30 (Call 07/15/30) | 47 | 45351 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/33 | 117 | 111177 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/35 (Call 02/15/35) | 108 | 102600 |
| &nbsp;&nbsp;&nbsp;4.60%, 10/15/38 (Call 04/15/38) | 110 | 103319 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/15/45 (Call 02/15/45) | 146 | 131705 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/15/42 | 142 | 130536 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/48 (Call 04/15/48) | 396 | 362756 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/44 | 150 | 139208 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/58 (Call 04/15/58) | 253 | 236540 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 90 | 92686 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/15/32 (Call 08/15/32) | 100 | 104949 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/35 | 37 | 38928 |
| &nbsp;&nbsp;&nbsp;6.45%, 03/15/37 | 408 | 454251 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/35 | 120 | 133314 |
| &nbsp;&nbsp;&nbsp;6.55%, 07/01/39 | 20 | 22269 |
| &nbsp;&nbsp;&nbsp;7.05%, 03/15/33 | 63 | 72877 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/25 (Call 12/15/24) | 67 | 63679 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25)<sup>(a)</sup> | 69 | 65992 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/20/28 (Call 12/20/27) | 173 | 155489 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/55 (Call 03/15/55) | 425 | 271787 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/29 (Call 02/15/29) | 154 | 135654 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/50 (Call 11/15/49) | 112 | 81015 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/43 | 67 | 51807 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/11/26 (Call 12/11/25) | 50 | 48645 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/20/37 (Call 03/20/37) | 252 | 208603 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/20/47 (Call 03/20/47) | 263 | 204514 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/15/49 (Call 11/15/48) | 184 | 144591 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;6.35%, 06/01/40 | $140 | $129987 |
| FactSet Research Systems Inc., 3.45%, 03/01/32 (Call 12/01/31) | 15 | 12663 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/08/30 (Call 01/08/30) | 29 | 25502 |
| &nbsp;&nbsp;&nbsp;4.71%, 01/25/29 (Call 10/25/28) | 51 | 49173 |
| &nbsp;&nbsp;&nbsp;5.48%, 01/25/39 (Call 07/25/38) | 143 | 131847 |
| &nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48) | 219 | 196872 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/13/45 (Call 11/13/44) | 85 | 72659 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/24/49 (Call 11/24/48) | 30 | 26729 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/40 | 189 | 190009 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/43 | 165 | 146904 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/41 | 130 | 138199 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/27 (Call 10/15/26) | 41 | 37044 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/28 (Call 11/15/27)<sup>(a)</sup> | 45 | 40037 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/28 (Call 03/01/28) | 56 | 50565 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/29 (Call 03/01/29) | 40 | 35669 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/19/32 (Call 02/19/32)<sup>(a)</sup> | 22 | 18264 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/43 | 236 | 166290 |
| &nbsp;&nbsp;&nbsp;4.60%, 01/15/45 (Call 07/15/44) | 113 | 81511 |
| &nbsp;&nbsp;&nbsp;4.85%, 07/01/42 (Call 01/01/42) | 60 | 45464 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/44 (Call 02/15/44) | 149 | 110837 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/31 (Call 10/15/30) | 119 | 107306 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/19/50 (Call 11/19/49) | 145 | 108199 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/44 (Call 10/01/43) | 44 | 34384 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/15/33<sup>(a)</sup> | 93 | 84849 |
| &nbsp;&nbsp;&nbsp;5.85%, 09/01/43 (Call 03/01/43) | 256 | 216320 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/15/40 (Call 04/15/40)<sup>(a)</sup> | 82 | 73450 |
| &nbsp;&nbsp;&nbsp;6.88%, 04/30/36 | 213 | 211381 |
| &nbsp;&nbsp;&nbsp;7.88%, 07/30/30 | 34 | 36786 |
| Thomson Reuters Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.65%, 11/23/43 (Call 05/23/43) | 97 | 91398 |
| &nbsp;&nbsp;&nbsp;5.85%, 04/15/40 | 46 | 45126 |
| Time Warner Cable Enterprises LLC, 8.38%, 07/15/33. | 53 | 59406 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/42 (Call 03/15/42) | 156 | 117538 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/41 (Call 03/01/41) | 198 | 169359 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/15/40 (Call 05/15/40) | 190 | 168148 |
| &nbsp;&nbsp;&nbsp;6.55%, 05/01/37 | 256 | 246720 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/15/39 | 236 | 228724 |
| &nbsp;&nbsp;&nbsp;7.30%, 07/01/38 | 265 | 270260 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 07/30/26 | 61 | 55532 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27<sup>(a)</sup> | 56 | 52613 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/13/26 | 39 | 37202 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/46 | 17 | 12184 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/17/25 | 68 | 65438 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/42 | 210 | 172771 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/01/44<sup>(a)</sup> | 191 | 167194 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/16/41<sup>(a)</sup> | 148 | 134113 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 7.00%, 03/01/32<sup>(a)</sup> | 33 | 37751 |
| &nbsp;&nbsp;&nbsp;Series E, 4.13%, 12/01/41 | 203 | 177601 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/29 (Call 06/01/29) | 84 | 71203 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/49 (Call 03/01/49) | 515 | 349500 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/24/25 | 25 | 24347 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/26 (Call 08/15/26) | 42 | 40112 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (Call 07/13/50) | $430 | $337597 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/25 (Call 07/15/25) | 35 | 34164 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/27 | 54 | 52275 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/22/30 | 79 | 74360 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/13/60 (Call 11/13/59) | 182 | 144339 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/23/40 (Call 09/23/39) | 122 | 116177 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/23/50 (Call 09/23/49)<sup>(a)</sup> | 260 | 244598 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44)<sup>(a)</sup> | 200 | 188234 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/46 (Call 05/15/46) | 133 | 124215 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/45 (Call 04/15/45) | 212 | 204731 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/43 | 179 | 181860 |
| &nbsp;&nbsp;&nbsp;6.15%, 03/01/37 | 15 | 16221 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/15/41 | 110 | 121640 |
| &nbsp;&nbsp;&nbsp;6.20%, 12/15/34 | 45 | 49602 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/35 | 40 | 44632 |
| &nbsp;&nbsp;&nbsp;6.55%, 03/15/33 | 23 | 25684 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/15/37 | 83 | 95687 |
| &nbsp;&nbsp;&nbsp;7.75%, 12/01/45 | 15 | 19299 |
|  |  | 18329114 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Timken Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 09/01/24 (Call 06/01/24) | 10 | 9770 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 5 | 4765 |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/44 (Call 04/01/44) | 25 | 21945 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/54 (Call 04/01/54) | 25 | 21779 |
|  |  | 58259 |
| **Mining — 0.3%** |  |  |
| AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 (Call 07/01/30) | 370 | 319121 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 11/14/34 (Call 05/14/34) | 15 | 14130 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 03/15/43 (Call 09/15/42)<sup>(a)</sup> | 210 | 188834 |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/15/27 (Call 04/15/27)<sup>(a)</sup> | 55 | 52438 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/24 (Call 12/15/23) | 188 | 188799 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/01/30 (Call 07/01/30)<sup>(a)</sup> | 102 | 82620 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/29 (Call 07/01/29) | 46 | 39589 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/15/42 (Call 09/15/41)<sup>(a)</sup> | 229 | 210167 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/09/44 (Call 12/09/43) | 18 | 17198 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/01/35 | 162 | 166473 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 241 | 254231 |
| Rio Tinto Alcan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/35 | 81 | 84233 |
| &nbsp;&nbsp;&nbsp;6.13%, 12/15/33 | 180 | 192190 |
| &nbsp;&nbsp;&nbsp;7.25%, 03/15/31 | 92 | 105085 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 11/02/51 (Call 05/02/51) | 20 | 13622 |
| &nbsp;&nbsp;&nbsp;5.20%, 11/02/40 | 86 | 87931 |
| &nbsp;&nbsp;&nbsp;7.13%, 07/15/28 | 83 | 92131 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 08/21/42 (Call 02/21/42) | 185 | 163464 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/22/42 (Call 09/22/41) | 97 | 92138 |
| Southern California Gas Co., 6.35%, 11/15/52 | 20 | 22532 |
|  |  | 2386926 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Office & Business Equipment — 0.0%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.57%, 12/01/31 (Call 09/01/31) | $93 | $76747 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/28 (Call 01/03/23) | 50 | 45155 |
|  |  | 121902 |
| **Oil & Gas — 2.5%** |  |  |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.77%, 11/10/50 (Call 05/10/50) | 251 | 167041 |
| &nbsp;&nbsp;&nbsp;2.94%, 06/04/51 (Call 12/04/50) | 253 | 172809 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/24/50 (Call 08/24/49)<sup>(a)</sup> | 207 | 143035 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/17/52 (Call 09/17/51)<sup>(a)</sup> | 150 | 102831 |
| &nbsp;&nbsp;&nbsp;3.02%, 01/16/27 (Call 10/16/26) | 152 | 142840 |
| &nbsp;&nbsp;&nbsp;3.12%, 05/04/26 (Call 02/04/26) | 193 | 184342 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/08/61 (Call 08/08/60) | 264 | 187585 |
| &nbsp;&nbsp;&nbsp;3.41%, 02/11/26 (Call 12/11/25) | 185 | 178862 |
| &nbsp;&nbsp;&nbsp;3.54%, 04/06/27 (Call 02/06/27) | 131 | 125529 |
| &nbsp;&nbsp;&nbsp;3.59%, 04/14/27 (Call 01/14/27) | 120 | 115535 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/06/30 (Call 01/06/30) | 241 | 224554 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/21/25 (Call 07/21/25)<sup>(a)</sup> | 38 | 37387 |
| &nbsp;&nbsp;&nbsp;3.94%, 09/21/28 (Call 06/21/28) | 143 | 137660 |
| &nbsp;&nbsp;&nbsp;4.23%, 11/06/28 (Call 08/06/28) | 175 | 170783 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.28%, 09/19/27 (Call 06/19/27) | 161 | 152279 |
| &nbsp;&nbsp;&nbsp;3.72%, 11/28/28 (Call 08/28/28) | 169 | 161439 |
| Burlington Resources LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 30 | 31461 |
| &nbsp;&nbsp;&nbsp;7.20%, 08/15/31 | 50 | 57634 |
| &nbsp;&nbsp;&nbsp;7.40%, 12/01/31 | 15 | 17458 |
| Chevron Corp., 3.08%, 05/11/50 (Call 11/11/49) | 276 | 206561 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.34%, 08/12/50 (Call 02/12/50) | 149 | 97221 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/43 (Call 05/15/43) | 10 | 10209 |
| Conoco Funding Co., 7.25%, 10/15/31 | 200 | 230518 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 33 | 32186 |
| &nbsp;&nbsp;&nbsp;4.03%, 03/15/62 (Call 09/15/61) | 350 | 285600 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/44 (Call 05/15/44) | 202 | 179501 |
| &nbsp;&nbsp;&nbsp;5.90%, 10/15/32 | 216 | 235565 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 05/15/38<sup>(a)</sup> | 300 | 321759 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/46 (Call 09/15/45) | 200 | 218332 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/39 | 92 | 105822 |
| &nbsp;&nbsp;&nbsp;6.95%, 04/15/29 | 512 | 571397 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/42 (Call 11/15/41) | 130 | 113265 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (Call 12/15/44) | 225 | 201449 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 (Call 01/15/41) | 166 | 160510 |
| &nbsp;&nbsp;&nbsp;7.88%, 09/30/31 | 49 | 56028 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.95%, 04/15/32<sup>(a)</sup> | 46 | 52982 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/29 (Call 09/01/29)<sup>(a)</sup> | 314 | 279984 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/24/51 (Call 09/24/50)<sup>(a)</sup> | 123 | 96958 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/33 (Call 12/15/32) | 20 | 20711 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/53 | 50 | 49910 |
| Eni USA Inc., 7.30%, 11/15/27 | 100 | 107336 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/35 (Call 10/01/34) | 72 | 65529 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/30 (Call 01/15/30) | 22 | 21618 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/50 (Call 10/15/49) | 218 | 214309 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/29 (Call 07/15/28) | 105 | 100657 |
| &nbsp;&nbsp;&nbsp;7.00%, 02/01/30 (Call 11/01/29) | 345 | 363023 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/16/49 (Call 02/16/49) | $196 | $144291 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50) | 268 | 208475 |
| &nbsp;&nbsp;&nbsp;3.48%, 03/19/30 (Call 12/19/29) | 207 | 194864 |
| &nbsp;&nbsp;&nbsp;3.57%, 03/06/45 (Call 09/06/44) | 188 | 152622 |
| &nbsp;&nbsp;&nbsp;4.11%, 03/01/46 (Call 09/01/45) | 543 | 476108 |
| &nbsp;&nbsp;&nbsp;4.23%, 03/19/40 (Call 09/19/39) | 217 | 199215 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/19/50 (Call 09/19/49) | 405 | 366723 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/24 (Call 04/15/24) | 588 | 572853 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/01/27 (Call 01/01/27) | 1553 | 1492914 |
| &nbsp;&nbsp;&nbsp;5.60%, 02/15/41 | 135 | 129738 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/40 | 171 | 172722 |
| &nbsp;&nbsp;&nbsp;7.13%, 03/15/33 | 183 | 200610 |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/31 | 377 | 414930 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 10/01/29<sup>(a)</sup> | 316 | 354388 |
| Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/15/27 (Call 04/15/27)<sup>(a)</sup> | 54 | 52221 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/01/45 (Call 12/01/44) | 63 | 55953 |
| &nbsp;&nbsp;&nbsp;6.60%, 10/01/37 | 199 | 204459 |
| &nbsp;&nbsp;&nbsp;6.80%, 03/15/32 | 271 | 285398 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 09/15/24 (Call 06/15/24) | 22 | 21493 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 155 | 144427 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/48 (Call 10/01/47) | 62 | 50126 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 25 | 24780 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 163 | 139590 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/54 (Call 03/15/54) | 10 | 8611 |
| &nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 09/15/26) | 201 | 201372 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/01/41 (Call 09/01/40) | 261 | 274888 |
| Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) | 15 | 14904 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 08/15/34 | 933 | 961848 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/38 | 85 | 86816 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/15/37 | 165 | 171940 |
| &nbsp;&nbsp;&nbsp;7.20%, 11/01/31 | 133 | 141979 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/31 | 50 | 54494 |
| &nbsp;&nbsp;&nbsp;8.13%, 09/15/30 | 170 | 189795 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/52 (Call 09/15/51) | 115 | 82158 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 262 | 256642 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/28 (Call 12/15/27) | 276 | 262059 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/34 (Call 05/15/34) | 228 | 217138 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/44 (Call 05/15/44) | 257 | 241218 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/01/46 (Call 04/01/46)<sup>(c)</sup> | 98 | 88792 |
| &nbsp;&nbsp;&nbsp;5.88%, 05/01/42 | 202 | 212876 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/26/51 (Call 05/26/51) | 40 | 28204 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/07/49 (Call 05/07/49) | 20 | 14586 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/06/50 (Call 10/06/49) | 20 | 14871 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/46 | 235 | 198700 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/11/35 | 475 | 446538 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/11/45 | 45 | 40398 |
| &nbsp;&nbsp;&nbsp;6.38%, 12/15/38 | 1050 | 1184684 |
| Tosco Corp., 8.13%, 02/15/30 | 225 | 266447 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24) | 69 | 66112 |
| &nbsp;&nbsp;&nbsp;2.83%, 01/10/30 (Call 10/10/29) | 125 | 111775 |
| &nbsp;&nbsp;&nbsp;2.99%, 06/29/41 (Call 12/29/40) | 42 | 32051 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/29/50 (Call 11/29/49) | 375 | 271560 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.39%, 06/29/60 (Call 12/29/59) | $47 | $33922 |
| &nbsp;&nbsp;&nbsp;3.46%, 02/19/29 (Call 11/19/28) | 147 | 138340 |
| &nbsp;&nbsp;&nbsp;3.46%, 07/12/49 (Call 01/12/49) | 221 | 170932 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/24 | 60 | 59299 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/10/24 | 24 | 23701 |
| TotalEnergies Capital SA, 3.88%, 10/11/28<sup>(a)</sup> | 278 | 271239 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/51 (Call 06/01/51) | 97 | 70938 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/52 (Call 12/01/51)<sup>(a)</sup> | 64 | 49795 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/28 (Call 03/01/28) | 91 | 88710 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/45 | 178 | 163198 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/37 | 306 | 329672 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/15/32 | 260 | 295890 |
|  |  | 20807996 |
| **Oil & Gas Services — 0.4%** |  |  |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 211 | 198226 |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.14%, 11/07/29 (Call 08/07/29) | 420 | 374569 |
| &nbsp;&nbsp;&nbsp;3.34%, 12/15/27 (Call 09/15/27) | 512 | 479032 |
| &nbsp;&nbsp;&nbsp;4.08%, 12/15/47 (Call 06/15/47) | 349 | 278495 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 03/01/30 (Call 12/01/29)<sup>(a)</sup> | 304 | 263434 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/25 (Call 08/15/25) | 130 | 127195 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/41 (Call 05/15/41) | 92 | 78030 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/43 (Call 02/01/43) | 198 | 173474 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/35 (Call 05/15/35) | 242 | 227250 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/45 (Call 05/15/45) | 245 | 220613 |
| &nbsp;&nbsp;&nbsp;6.70%, 09/15/38 | 28 | 30265 |
| &nbsp;&nbsp;&nbsp;7.45%, 09/15/39 | 174 | 199875 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/29 (Call 09/01/29) | 262 | 233893 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/42 (Call 06/01/42) | 267 | 191452 |
| Schlumberger Investment SA, 2.65%, 06/26/30 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/26/30) | 359 | 312646 |
|  |  | 3388449 |
| **Packaging & Containers — 0.1%** |  |  |
| Amcor Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/28/26 (Call 01/28/26)<sup>(a)</sup> | 160 | 151542 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/28 (Call 02/15/28) | 68 | 63908 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 06/19/30 (Call 03/19/30) | 247 | 201463 |
| &nbsp;&nbsp;&nbsp;2.69%, 05/25/31 (Call 02/25/31) | 155 | 125902 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/29 (Call 09/15/29) | 21 | 18256 |
| &nbsp;&nbsp;&nbsp;4.05%, 12/15/49 (Call 06/15/49) | 9 | 7073 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 05/01/30 (Call 02/01/30) | 179 | 155094 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/01/40 (Call 05/01/40)<sup>(a)</sup> | 5 | 4901 |
| WestRock MWV LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.95%, 02/15/31<sup>(a)</sup> | 18 | 20269 |
| &nbsp;&nbsp;&nbsp;8.20%, 01/15/30 | 76 | 86115 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/27 (Call 06/15/27) | 49 | 45000 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/28 (Call 03/01/28) | 19 | 17559 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 78 | 72912 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/32 (Call 03/01/32) | 35 | 31673 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/29 (Call 12/15/28) | 14 | 13549 |
|  |  | 1015216 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals — 3.6%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 05/14/26 (Call 02/14/26) | $217 | $206473 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (Call 05/21/39) | 390 | 340735 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/14/28 (Call 08/14/28) | 97 | 94651 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (Call 05/21/49) | 852 | 731928 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/14/36 (Call 11/14/35) | 417 | 386455 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/06/42 | 380 | 340123 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/14/46 (Call 11/14/45) | 512 | 451287 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/14/35 (Call 11/14/34) | 627 | 594095 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 597 | 548870 |
| &nbsp;&nbsp;&nbsp;4.85%, 06/15/44 (Call 12/15/43) | 128 | 119926 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/14/48 (Call 05/14/48) | 248 | 232713 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 12/01/24) | 40 | 38613 |
| &nbsp;&nbsp;&nbsp;3.45%, 12/15/27 (Call 09/15/27) | 83 | 77866 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/45 (Call 09/01/44) | 177 | 147632 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 12/15/47 (Call 06/15/47)<sup>(a)</sup> | 196 | 165985 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 187 | 177618 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 1020 | 988309 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/17/29 (Call 10/17/28) | 456 | 443191 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/18/42 | 160 | 141763 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/16/45 | 309 | 284824 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/17/48 (Call 02/17/48) | 226 | 208049 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/15/37 | 643 | 733104 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (Call 03/06/27) | 300 | 286833 |
| &nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (Call 12/06/46) | 383 | 348178 |
| &nbsp;&nbsp;&nbsp;4.69%, 12/15/44 (Call 06/15/44) | 232 | 212503 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 11/13/50 (Call 05/13/50) | 84 | 55255 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/42 | 113 | 89013 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 80 | 65089 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/62 (Call 09/15/61) | 380 | 307625 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (Call 04/26/49) | 698 | 621374 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/47 (Call 05/15/47) | 255 | 231183 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/44 (Call 09/01/43)<sup>(a)</sup> | 25 | 22941 |
| &nbsp;&nbsp;&nbsp;4.55%, 02/20/48 (Call 08/20/47) | 322 | 298349 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/44 (Call 11/15/43) | 50 | 47314 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/45 (Call 02/15/45) | 49 | 48628 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (Call 04/15/24) | 69 | 66886 |
| &nbsp;&nbsp;&nbsp;3.41%, 06/15/27 (Call 03/15/27) | 99 | 93070 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 122 | 118162 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 06/15/25)<sup>(a)</sup> | 375 | 362831 |
| &nbsp;&nbsp;&nbsp;4.37%, 06/15/47 (Call 12/15/46) | 227 | 181788 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/44 (Call 05/15/44) | 137 | 111622 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/43 | 112 | 94146 |
| &nbsp;&nbsp;&nbsp;4.90%, 09/15/45 (Call 03/15/45) | 181 | 156941 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 362 | 307577 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/40 (Call 09/15/39) | 70 | 54380 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/50 (Call 09/15/49) | 257 | 186885 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/51 (Call 09/15/50) | 130 | 94817 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/47 (Call 04/15/47) | 236 | 186504 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 638 | 625942 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 595 | 580119 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/15/38 (Call 02/15/38) | 372 | 352098 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/15/46 (Call 01/16/46) | 229 | 208933 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 12/15/48 (Call 06/15/48)<sup>(a)</sup> | 568 | 524497 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/15/41<sup>(a)</sup> | $139 | $148009 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/01/26 (Call 03/01/26) | 138 | 129440 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/26 (Call 06/15/26) | 41 | 38575 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/29 (Call 05/15/29) | 79 | 71458 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 02/01/27) | 256 | 245509 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/30 (Call 01/01/30) | 38 | 35155 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (Call 04/20/25) | 47 | 46204 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/01/40 (Call 10/01/39) | 288 | 242775 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 251 | 207037 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (Call 12/25/27) | 694 | 674686 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 441 | 408198 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/20/35 (Call 01/20/35) | 515 | 494055 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/25/48 (Call 09/25/47) | 1272 | 1178025 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (Call 01/20/45) | 443 | 414077 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/05/43 (Call 06/05/43) | 220 | 209689 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/39 | 131 | 137439 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 06/01/27<sup>(a)</sup> | 64 | 67713 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 542 | 354045 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/27 (Call 02/15/27) | 41 | 38999 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 12/15/28) | 257 | 244158 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 91 | 78763 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/15/47 (Call 11/15/46)<sup>(a)</sup> | 15 | 13501 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/49 (Call 09/15/48) | 155 | 140182 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/59 (Call 09/15/58) | 105 | 93895 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/15/27<sup>(a)</sup> | 20 | 20990 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 | 485 | 476144 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/28 | 126 | 122033 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/18/43 | 154 | 137222 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/34 | 54 | 56462 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/38 | 282 | 322622 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/24 (Call 05/01/24) | 294 | 287173 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/01/29 (Call 03/01/29) | 58 | 54113 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/01/60 (Call 03/01/60) | 36 | 23202 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/48 (Call 07/15/47) | 40 | 33364 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/46 (Call 09/01/45) | 343 | 295731 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/03/47 (Call 09/03/46) | 227 | 196205 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 12/05/33 (Call 06/05/33)<sup>(a)</sup> | 16 | 16041 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 | 6 | 5819 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/05/43 (Call 06/05/43) | 127 | 123623 |
| &nbsp;&nbsp;&nbsp;4.85%, 05/15/41 | 53 | 53286 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/33 | 20 | 21164 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/38 | 102 | 113270 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/37 | 163 | 185918 |
| McKesson Corp., 3.95%, 02/16/28 (Call 11/16/27) | 94 | 89292 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 08/15/25) | 655 | 645044 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/44 (Call 12/01/43) | 120 | 109105 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/01/39 | 21 | 21892 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 06/24/50 (Call 12/24/49)<sup>(a)</sup> | 50 | 33045 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/10/51 (Call 06/10/51) | 200 | 138994 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (Call 06/10/61) | 270 | 180319 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/07/29 (Call 12/07/28) | 124 | 116858 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 118 | 99259 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/10/45 (Call 08/10/44) | 435 | 366261 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 03/07/39 (Call 09/07/38) | $62 | $55496 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/07/49 (Call 09/07/48) | 252 | 222677 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/18/43 | 107 | 97466 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/01/33 | 237 | 272882 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/37 | 102 | 118845 |
| Merck Sharp & Dohme Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/15/36 | 120 | 129757 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/28 | 78 | 84560 |
| Mylan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 04/15/48 (Call 10/15/47) | 234 | 181434 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/29/43 (Call 05/29/43) | 64 | 51548 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 08/14/50 (Call 02/14/50) | 90 | 64007 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/45 (Call 05/20/45) | 118 | 106519 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/06/44 | 91 | 86575 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (Call 11/28/49)<sup>(a)</sup> | 500 | 356180 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/49 (Call 09/15/48)<sup>(a)</sup> | 43 | 38415 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/46 | 96 | 87433 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/48 (Call 03/15/48) | 86 | 79006 |
| &nbsp;&nbsp;&nbsp;7.20%, 03/15/39 | 87 | 107442 |
| Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) | 253 | 238490 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.18%, 07/09/50 (Call 01/09/50) | 257 | 180175 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/09/60 (Call 01/09/60) | 222 | 152880 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/26/28 (Call 08/26/28) | 215 | 214671 |
| Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45) | 210 | 163466 |
| Viatris Inc., 4.00%, 06/22/50 (Call 12/22/49) | 379 | 247434 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (Call 02/15/30) | 25 | 20525 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (Call 06/12/27) | 392 | 362623 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 85 | 59290 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/20/28 (Call 05/20/28) | 182 | 173712 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/12/47 (Call 03/12/47) | 283 | 233002 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/20/48 (Call 02/20/48) | 154 | 135531 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/13/25 (Call 08/13/25) | 363 | 360949 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/43 (Call 08/01/42) | 473 | 440316 |
|  |  | 29575037 |
| **Pipelines — 3.2%** |  |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 07/15/27 (Call 04/15/27) | 490 | 468362 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/03/29 (Call 02/03/29) | 159 | 150257 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/15/24 (Call 09/15/24) | 95 | 94185 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/01/26 (Call 03/01/26) | 82 | 83638 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.74%, 12/31/39 (Call 07/04/39) | 40 | 31487 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/29 (Call 05/18/29) | 319 | 291751 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/30/27 (Call 01/01/27) | 273 | 273431 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24) | 130 | 130667 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 06/30/24 (Call 01/01/24)<sup>(a)</sup> | 185 | 187658 |
| Columbia Pipeline Group Inc., 5.80%, 06/01/45 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/44) | 96 | 95284 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;7.38%, 10/15/45 (Call 04/15/45) | 124 | 141174 |
| &nbsp;&nbsp;&nbsp;Series B, 7.50%, 04/15/38 | 97 | 107978 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/25 (Call 12/15/24) | 156 | 148145 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/29 (Call 08/15/29) | 160 | 141285 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/01/51 (Call 02/01/51) | 80 | 56411 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/10/24 (Call 03/10/24) | $102 | $99434 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/27 (Call 04/15/27) | 102 | 96275 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49) | 103 | 80413 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 09/01/26) | 81 | 78619 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/10/44 (Call 12/10/43) | 94 | 79136 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/46 (Call 06/01/46) | 132 | 127140 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/29 (Call 06/15/29) | 795 | 721319 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/27 (Call 12/15/26) | 174 | 166575 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/28 (Call 02/15/28) | 1196 | 1154068 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/44 (Call 11/15/43) | 1320 | 1100550 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/50 (Call 11/15/49) | 100 | 82415 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/47 (Call 04/01/47) | 5 | 4323 |
| &nbsp;&nbsp;&nbsp;6.25%, 04/15/49 (Call 10/15/48) | 100 | 94569 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/31/30 (Call 10/31/29) | 135 | 116833 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/31/29 (Call 04/30/29) | 11 | 9807 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/31/51 (Call 07/31/50) | 60 | 44566 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/31/60 (Call 07/31/59) | 214 | 158486 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/16/28 (Call 07/16/28) | 62 | 59162 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/31/50 (Call 07/31/49) | 144 | 115066 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/48 (Call 08/15/47) | 193 | 156762 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/43 (Call 08/15/42) | 150 | 128595 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/01/49 (Call 08/01/48) | 78 | 68566 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/42 (Call 02/15/42) | 101 | 91811 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/44 (Call 09/15/43) | 147 | 130961 |
| &nbsp;&nbsp;&nbsp;4.90%, 05/15/46 (Call 11/15/45) | 182 | 162431 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/54 (Call 04/15/54) | 85 | 73657 |
| &nbsp;&nbsp;&nbsp;5.10%, 02/15/45 (Call 08/15/44) | 327 | 300546 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/15/78 (Call 02/15/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.570%)<sup>(b)</sup> | 337 | 255011 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/15/42 | 90 | 88720 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/41 | 151 | 153620 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/15/39 | 75 | 77585 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 09/01/40<sup>(a)</sup> | 24 | 25546 |
| &nbsp;&nbsp;&nbsp;7.55%, 04/15/38 | 60 | 68455 |
| &nbsp;&nbsp;&nbsp;Series D, 6.88%, 03/01/33 | 8 | 8841 |
| &nbsp;&nbsp;&nbsp;Series E, 5.25%, 08/16/77 (Call 08/16/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.033%)<sup>(b)</sup> | 134 | 109111 |
| &nbsp;&nbsp;&nbsp;Series H, 6.65%, 10/15/34 | 14 | 15053 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/42 (Call 05/01/42) | 79 | 67212 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/42 (Call 02/15/42) | 117 | 102487 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/43 (Call 09/01/42) | 158 | 139122 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/01/44 (Call 03/01/44) | 118 | 107756 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/44 (Call 09/01/43) | 125 | 115929 |
| &nbsp;&nbsp;&nbsp;5.63%, 09/01/41 | 70 | 64569 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/35 | 53 | 52637 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 73 | 73701 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/37 | 98 | 99840 |
| &nbsp;&nbsp;&nbsp;6.50%, 09/01/39 | 103 | 106025 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/40 | 95 | 96320 |
| &nbsp;&nbsp;&nbsp;6.95%, 01/15/38 | 221 | 236890 |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/33 | 151 | 165220 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.40%, 03/15/31<sup>(a)</sup> | 54 | 59117 |
| &nbsp;&nbsp;&nbsp;7.50%, 11/15/40 | 74 | 81455 |
| &nbsp;&nbsp;&nbsp;7.75%, 03/15/32 | 146 | 163321 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/50 (Call 02/01/50) | 130 | 86408 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/51 (Call 08/15/50) | 62 | 44180 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 06/01/25 (Call 03/01/25) | $249 | $245327 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/01/28 (Call 12/01/27)<sup>(a)</sup> | 229 | 221207 |
| &nbsp;&nbsp;&nbsp;5.05%, 02/15/46 (Call 08/15/45) | 205 | 180423 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/48 (Call 09/01/47) | 135 | 120305 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/01/34 (Call 06/01/34) | 266 | 253745 |
| &nbsp;&nbsp;&nbsp;5.55%, 06/01/45 (Call 12/01/44) | 227 | 212218 |
| &nbsp;&nbsp;&nbsp;7.75%, 01/15/32 | 273 | 311799 |
| &nbsp;&nbsp;&nbsp;7.80%, 08/01/31 | 128 | 144844 |
| Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/50 (Call 09/01/49) | 5 | 3753 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/03/47 (Call 04/03/47) | 84 | 64730 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/46 (Call 03/15/46) | 87 | 67456 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/49 (Call 08/01/48) | 83 | 69392 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/43 (Call 04/15/43) | 93 | 82731 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 169 | 158343 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/27 (Call 12/01/26) | 336 | 320769 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/27 (Call 09/01/27) | 121 | 115452 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/38 (Call 10/15/37) | 274 | 235300 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/48 (Call 10/15/47) | 313 | 253242 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/15/29 (Call 11/15/28) | 182 | 175186 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/15/58 (Call 10/15/57) | 107 | 86782 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/14/52 (Call 09/14/51) | 60 | 50059 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/01/47 (Call 09/01/46) | 267 | 231711 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/15/49 (Call 08/15/48) | 166 | 149945 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27) | 28 | 26505 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/15/25 (Call 08/15/25) | 389 | 357417 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/24 (Call 08/01/24) | 242 | 232439 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/30 (Call 12/15/29) | 203 | 171921 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/29 (Call 06/01/29) | 262 | 228419 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/13/27 (Call 04/13/27) | 274 | 258045 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (Call 12/15/28) | 215 | 199944 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/49 (Call 03/01/49) | 98 | 74497 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/50 (Call 09/15/49) | 97 | 74077 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/15/28 (Call 04/15/28) | 228 | 216611 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/13/47 (Call 01/06/47) | 140 | 116208 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/48 (Call 01/15/48) | 99 | 84489 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/15/35 | 236 | 229321 |
| &nbsp;&nbsp;&nbsp;6.35%, 01/15/31 (Call 10/15/30) | 65 | 66977 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.15%, 01/15/51 (Call 07/15/50)<sup>(a)</sup> | 89 | 92038 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/25 (Call 12/15/24) | 1302 | 1286038 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/41 (Call 08/01/40) | 181 | 173347 |
| &nbsp;&nbsp;&nbsp;6.20%, 09/15/43 (Call 03/15/43) | 176 | 165597 |
| &nbsp;&nbsp;&nbsp;6.65%, 10/01/36 | 222 | 223723 |
| &nbsp;&nbsp;&nbsp;6.85%, 10/15/37 | 203 | 209086 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 12/15/29 (Call 09/15/29) | 192 | 167766 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/15/44 (Call 12/15/43) | 86 | 66728 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/45 (Call 08/15/44) | 44 | 35185 |
| &nbsp;&nbsp;&nbsp;5.15%, 06/01/42 (Call 12/01/41) | 74 | 61305 |
| &nbsp;&nbsp;&nbsp;6.65%, 01/15/37 | 191 | 191590 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/28 (Call 09/15/27) | 334 | 316388 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/30 (Call 11/15/29) | 167 | 157934 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 354 | 349618 |
| &nbsp;&nbsp;&nbsp;5.63%, 03/01/25 (Call 12/01/24) | 474 | 475673 |
| &nbsp;&nbsp;&nbsp;5.88%, 06/30/26 (Call 12/31/25) | 432 | 438592 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 09/15/37<sup>(c)</sup> | 60 | 60801 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | $253 | $237081 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 (Call 12/15/24) | 178 | 171711 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/45 (Call 09/15/44) | 141 | 118525 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/24 (Call 12/15/23)<sup>(a)</sup> | 88 | 87519 |
| &nbsp;&nbsp;&nbsp;5.95%, 09/25/43 (Call 03/25/43) | 156 | 154181 |
| Targa Resources Corp., 4.95%, 04/15/52 (Call 10/15/51) | 60 | 48763 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp., 6.88%, 01/15/29 (Call 01/15/24)<sup>(a)</sup> | 45 | 46238 |
| TC PipeLines LP |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/27 (Call 02/25/27) | 241 | 229121 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/13/25 (Call 12/13/24)<sup>(a)</sup> | 59 | 57986 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 03/15/27<sup>(a)</sup> | 207 | 221726 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/15/28<sup>(a)</sup> | 156 | 169171 |
| &nbsp;&nbsp;&nbsp;7.63%, 04/01/37 | 5 | 5497 |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | 93 | 102717 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/30 (Call 01/15/30) | 153 | 143107 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/28 (Call 02/15/28) | 92 | 88030 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/01/34 (Call 12/01/33) | 131 | 121451 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/38 (Call 11/15/37) | 86 | 77874 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/15/48 (Call 11/15/47) | 116 | 104734 |
| &nbsp;&nbsp;&nbsp;5.10%, 03/15/49 (Call 09/15/48) | 128 | 119773 |
| &nbsp;&nbsp;&nbsp;5.60%, 03/31/34 | 87 | 85818 |
| &nbsp;&nbsp;&nbsp;5.85%, 03/15/36 | 128 | 128411 |
| &nbsp;&nbsp;&nbsp;6.10%, 06/01/40 | 111 | 114402 |
| &nbsp;&nbsp;&nbsp;6.20%, 10/15/37 | 155 | 160840 |
| &nbsp;&nbsp;&nbsp;7.25%, 08/15/38 | 133 | 150527 |
| &nbsp;&nbsp;&nbsp;7.63%, 01/15/39 | 156 | 182916 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/50 (Call 11/15/49) | 148 | 116183 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 98 | 92821 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/01/42 (Call 02/01/42) | 65 | 56469 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/15/48 (Call 09/15/47) | 178 | 152542 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/15/41 (Call 02/15/41) | 123 | 119367 |
| Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27) | 207 | 203158 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (Call 03/15/27) | 123 | 116400 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/48 (Call 09/01/47) | 148 | 129408 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/45 (Call 07/15/44) | 142 | 123320 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/15/45 (Call 03/15/45) | 195 | 175504 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/04/44 (Call 09/04/43) | 92 | 85049 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/24/44 (Call 12/24/43) | 82 | 80022 |
| &nbsp;&nbsp;&nbsp;5.80%, 11/15/43 (Call 05/15/43) | 107 | 105107 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/15/40 | 213 | 221697 |
| &nbsp;&nbsp;&nbsp;8.75%, 03/15/32 | 86 | 103538 |
|  |  | 26139631 |
| **Real Estate — 0.3%** |  |  |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) | 334 | 327684 |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/31 (Call 01/01/31) | 923 | 723401 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/26 (Call 12/01/25) | 1112 | 1113112 |
|  |  | 2164197 |
| **Real Estate Investment Trusts — 2.9%** |  |  |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 12/15/29 (Call 09/15/29) | 13 | 11032 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/18/51 (Call 11/18/50) | 150 | 97579 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/31 (Call 05/15/31) | 25 | 21950 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | $65 | $47042 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/27 (Call 10/15/26) | 156 | 149905 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 10/15/27) | 38 | 35792 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/50 (Call 08/01/49) | 239 | 184573 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/15/26 (Call 10/15/25) | 160 | 156571 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/30/29 (Call 04/30/29) | 3 | 2843 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/01/30 (Call 04/01/30) | 98 | 94129 |
| &nbsp;&nbsp;&nbsp;4.85%, 04/15/49 (Call 10/15/48) | 100 | 85845 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/30 (Call 09/15/30) | 77 | 75095 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/28 (Call 11/15/27) | 60 | 55954 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/52 (Call 10/15/51) | 7 | 5190 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/29 (Call 11/15/28) | 66 | 62796 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 10/15/30 (Call 07/15/30) | 70 | 54621 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 27 | 21695 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/15/31 (Call 06/15/31) | 55 | 43619 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/15/25 (Call 02/15/25)<sup>(a)</sup> | 286 | 268820 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/31 (Call 01/15/31) | 120 | 99004 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 11/15/26) | 162 | 146840 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/30 (Call 10/15/29) | 286 | 245457 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/25 (Call 12/15/24) | 308 | 294162 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/51 (Call 07/15/50) | 85 | 54427 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/50 (Call 12/15/49) | 330 | 219179 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/27 (Call 10/15/26) | 343 | 315526 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 95 | 92555 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 344 | 320973 |
| &nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27) | 295 | 274391 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/28 (Call 10/15/27) | 225 | 207405 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/49 (Call 04/15/49) | 234 | 171227 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/29 (Call 05/15/29) | 302 | 276466 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 57 | 52852 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 265 | 257267 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/15/26 (Call 11/15/25) | 209 | 204197 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/24<sup>(a)</sup> | 163 | 162811 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 12 | 10108 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/28 (Call 10/15/27) | 33 | 30395 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/29 (Call 03/01/29) | 32 | 28882 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/15/46 (Call 04/15/46) | 121 | 94779 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 07/01/47 (Call 01/01/47)<sup>(a)</sup> | 25 | 20410 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/48 (Call 10/18/47) | 25 | 20905 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/01/33 (Call 07/01/33) | 195 | 143530 |
| &nbsp;&nbsp;&nbsp;2.55%, 04/01/32 (Call 01/01/32) | 120 | 92476 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (Call 07/01/26) | 115 | 104396 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/30 (Call 12/15/29) | 66 | 54103 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/25 (Call 10/15/24) | 247 | 236967 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/30/31 (Call 10/30/30) | 271 | 226605 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/21/29 (Call 03/21/29) | 149 | 128834 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 458 | 435732 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/24 (Call 11/01/23) | 18 | 17655 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 118 | 110175 |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/27 (Call 08/15/27) | 374 | 327538 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/01/29 (Call 07/01/29) | 5 | 4360 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/16/31 (Call 05/16/31) | 25 | 19048 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 04/15/24) | 5 | 4848 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24) | 98 | 94366 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/27 (Call 12/15/26) | $86 | $79814 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/26 (Call 03/15/26) | 124 | 117011 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/29 (Call 02/15/29) | 88 | 78451 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 9 | 7773 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/01/29 (Call 04/01/29) | 72 | 64325 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 11/01/49 (Call 05/01/49)<sup>(a)</sup> | 4 | 2836 |
| &nbsp;&nbsp;&nbsp;4.10%, 10/15/28 (Call 07/15/28) | 56 | 53358 |
| Corporate Office Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 01/15/29 (Call 11/15/28) | 40 | 30982 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/15/26 (Call 02/15/26) | 975 | 863431 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/31 (Call 01/15/31) | 82 | 62193 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/33 (Call 09/01/33) | 105 | 75319 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 04/01/31 (Call 01/01/31) | 37 | 29370 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/31 (Call 10/15/30) | 145 | 117373 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/51 (Call 07/15/50) | 179 | 123188 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/01/30 (Call 04/01/30) | 120 | 105960 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 132 | 123409 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 202 | 192359 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 117 | 109326 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/27 (Call 12/01/26) | 143 | 136671 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/26 (Call 11/15/25) | 142 | 138806 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/47 (Call 11/15/46) | 153 | 133139 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/15/31 (Call 04/15/31) | 47 | 38376 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/15/29 (Call 08/15/29) | 125 | 109711 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49) | 92 | 71839 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/01/50 (Call 01/01/50) | 70 | 55624 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 02/15/29 (Call 11/15/28)<sup>(a)</sup> | 139 | 132521 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 02/15/49 (Call 08/15/48)<sup>(a)</sup> | 114 | 104979 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/30 (Call 11/15/29) | 20 | 16780 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/15/29 (Call 11/15/28) | 15 | 14004 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/29 (Call 04/01/29) | 120 | 108812 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/27 (Call 05/15/27) | 22 | 20557 |
| &nbsp;&nbsp;&nbsp;4.45%, 07/15/28 (Call 04/15/28) | 130 | 124041 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/15/28 (Call 12/15/27) | 95 | 95287 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 07/15/27 (Call 05/15/27) | 176 | 151501 |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (Call 04/15/30) | 317 | 254503 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/31 (Call 02/15/31) | 105 | 84932 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/18/24 (Call 10/18/24) | 412 | 392442 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/18/26 (Call 09/18/26) | 219 | 200389 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/51 (Call 03/15/51) | 254 | 162999 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/50 (Call 01/15/50) | 94 | 61220 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/18/29 (Call 08/18/29) | 515 | 452896 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/52 (Call 08/15/51) | 75 | 52788 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/30 (Call 11/15/29) | 135 | 113303 |
| &nbsp;&nbsp;&nbsp;2.85%, 11/01/26 (Call 08/01/26) | 65 | 60239 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/29 (Call 04/01/29) | 64 | 56281 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/27 (Call 05/01/27) | 53 | 48871 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 37 | 34349 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/01/47 (Call 02/01/47) | 27 | 21494 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 12/01/28 (Call 09/01/28)<sup>(a)</sup> | 28 | 26530 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/44 (Call 01/01/44) | 154 | 135095 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/45 (Call 12/01/44) | 20 | 17197 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 03/15/32 (Call 12/15/31) | $40 | $31909 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 10 | 8489 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 20 | 18329 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/48 (Call 09/15/47) | 22 | 18011 |
| Federal Realty Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/29 (Call 03/15/29) | 56 | 48882 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 95 | 87348 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/44 (Call 06/01/44) | 113 | 90503 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/32 (Call 10/15/31) | 40 | 31844 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/30 (Call 10/15/29) | 128 | 111050 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/31 (Call 10/15/30) | 32 | 27316 |
| &nbsp;&nbsp;&nbsp;5.30%, 01/15/29 (Call 10/15/28) | 191 | 180195 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/01/28 (Call 03/03/28) | 168 | 163672 |
| Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) | 35 | 29571 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 193 | 166545 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/26 (Call 05/15/26)<sup>(a)</sup> | 265 | 250711 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/01/25 (Call 11/01/24)<sup>(a)</sup> | 134 | 129360 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/29 (Call 04/15/29) | 229 | 205282 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 58 | 56544 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/41 (Call 08/01/40) | 201 | 211940 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 12 | 9654 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/29 (Call 01/15/29) | 30 | 26432 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 4.00%, 06/15/25 (Call 03/15/25)<sup>(a)</sup> | 137 | 131109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 4.50%, 02/01/26 (Call 11/01/25)<sup>(a)</sup> | 31 | 29898 |
| &nbsp;&nbsp;&nbsp;Series H, 3.38%, 12/15/29 (Call 09/15/29) | 100 | 84868 |
| &nbsp;&nbsp;&nbsp;Series I, 3.50%, 09/15/30 (Call 06/15/30) | 145 | 120895 |
| &nbsp;&nbsp;&nbsp;Series J, 2.90%, 12/15/31 (Call 09/15/31) | 100 | 77479 |
| Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/30 (Call 10/15/29) | 11 | 8615 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/27 (Call 08/01/27) | 24 | 20568 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/29 (Call 01/01/29) | 12 | 10502 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 11/15/32 (Call 08/15/32) | 220 | 159874 |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 40 | 32477 |
| &nbsp;&nbsp;&nbsp;3.45%, 12/15/24 (Call 09/15/24) | 41 | 39121 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/29 (Call 05/15/29) | 230 | 204350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/01/25 (Call 07/01/25)<sup>(a)</sup> | 71 | 68482 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/15/28 (Call 09/15/28) | 187 | 172096 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/26 (Call 07/01/26) | 51 | 46937 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/25 (Call 12/01/24) | 4 | 3849 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/01/49 (Call 04/01/49) | 88 | 61830 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/27 (Call 01/01/27) | 6 | 5628 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/46 (Call 06/01/46) | 115 | 86618 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/45 (Call 10/01/44) | 120 | 93278 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/47 (Call 03/01/47) | 38 | 30101 |
| Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26) | 35 | 32338 |
| Kite Realty Group Trust, 4.75%, 09/15/30 (Call 06/15/30) | 25 | 22308 |
| Life Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/27 (Call 09/15/27) | 7 | 6515 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/29 (Call 03/15/29) | 34 | 30674 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/30 (Call 12/15/29) | 30 | 25864 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 20 | 18791 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/30 (Call 01/15/30) | $7 | $5743 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/15/52 (Call 10/15/51) | 15 | 9250 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/50 (Call 10/15/49) | 43 | 27192 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 10/15/28 (Call 07/15/28)<sup>(a)</sup> | 2 | 1869 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/15/48 (Call 04/15/48) | 31 | 26164 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 02/01/31 (Call 11/01/30) | 97 | 76028 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/01/29 (Call 07/01/29) | 190 | 157495 |
| Physicians Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 10/15/27) | 24 | 22039 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/27 (Call 12/15/26) | 112 | 106359 |
| Piedmont Operating Partnership LP, 3.15%, 08/15/30 (Call 05/15/30)<sup>(a)</sup> | 37 | 28736 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 04/15/27 (Call 02/15/27) | 88 | 79380 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/15/50 (Call 04/15/50) | 50 | 28803 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/30 (Call 01/15/30) | 48 | 40238 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/15/50 (Call 10/15/49) | 198 | 135824 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/26 (Call 07/01/26) | 27 | 25659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/15/28 (Call 06/15/28)<sup>(a)</sup> | 116 | 110250 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/29 (Call 11/01/28) | 131 | 126411 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/48 (Call 03/15/48) | 55 | 47778 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/29 (Call 03/15/29) | 11 | 9827 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/15/28 (Call 10/15/27) | 107 | 100373 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 03/15/47 (Call 09/15/46)<sup>(a)</sup> | 53 | 47919 |
| &nbsp;&nbsp;&nbsp;5.63%, 10/13/32 (Call 07/13/32) | 15 | 15475 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 99 | 83344 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 02/01/27 (Call 11/01/26)<sup>(a)</sup> | 73 | 68621 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 40 | 37336 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/01/47 (Call 08/01/46) | 97 | 76313 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/49 (Call 09/15/48) | 111 | 90406 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/01/31 (Call 09/01/31) | 69 | 51858 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/15/29 (Call 07/15/29) | 27 | 22248 |
| &nbsp;&nbsp;&nbsp;5.13%, 08/15/26 (Call 05/15/26) | 284 | 268709 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/13/29 (Call 06/13/29) | 53 | 44545 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/13/49 (Call 03/13/49) | 152 | 102422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 07/15/50 (Call 01/15/50)<sup>(a)</sup> | 121 | 89684 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/44 (Call 04/01/44) | 70 | 55745 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/30/46 (Call 05/30/46) | 136 | 108882 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/42 (Call 09/15/41) | 85 | 72944 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/40 (Call 11/01/39) | 91 | 98496 |
| SITE Centers Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/26 (Call 11/01/25) | 5 | 4740 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/01/27 (Call 03/01/27) | 25 | 23641 |
| Spirit Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/30 (Call 10/15/29) | 33 | 27510 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/29 (Call 04/15/29) | 29 | 25396 |
| STORE Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/28 (Call 12/15/27) | 25 | 22801 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/29 (Call 12/15/28) | 51 | 46720 |
| Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/01/26 (Call 06/01/26)<sup>(a)</sup> | 37 | 33673 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/15/27 (Call 04/15/27)<sup>(a)</sup> | 40 | 36356 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/31 (Call 05/15/31) | 17 | 14236 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/30 (Call 10/15/29) | $76 | $65854 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/26/29 (Call 10/26/28) | 26 | 24595 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/31 (Call 06/01/31) | 48 | 37850 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/25 (Call 12/15/24) | 70 | 66158 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 86 | 72934 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/26 (Call 07/15/26) | 79 | 73073 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 03/15/24) | 20 | 19448 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24)<sup>(a)</sup> | 134 | 128564 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/24 (Call 02/01/24) | 25 | 24359 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/27 (Call 01/01/27) | 113 | 106825 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/28 (Call 12/01/27) | 61 | 56923 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/26 (Call 10/15/25) | 90 | 87070 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/01/45 (Call 08/01/44) | 131 | 103625 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/29 (Call 10/15/28) | 76 | 71410 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/30 (Call 08/15/30) | 65 | 61529 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/15/49 (Call 10/15/48) | 80 | 67618 |
| &nbsp;&nbsp;&nbsp;5.70%, 09/30/43 (Call 03/30/43) | 131 | 121074 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 01/15/28) | 2 | 1903 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 02/15/30 (Call 12/15/29)<sup>(a)</sup> | 112 | 106855 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/32 (Call 02/15/32) | 17 | 15870 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/52 (Call 11/15/51) | 252 | 228010 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/15/29 (Call 11/15/28) | 5 | 4108 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/27 (Call 12/15/26) | 72 | 65591 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/31 (Call 10/15/30) | 85 | 69001 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/32 (Call 10/15/31) | 20 | 15907 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31) | 200 | 161858 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/15/30 (Call 10/15/29) | 230 | 196001 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 309 | 302842 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 198 | 193268 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/29 (Call 12/15/28) | 105 | 97360 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/26 (Call 01/01/26)<sup>(a)</sup> | 94 | 91651 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/28 (Call 01/15/28) | 214 | 202662 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/24 (Call 10/15/23) | 12 | 11895 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/01/48 (Call 03/01/48) | 165 | 141527 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/15/41 (Call 09/15/40) | 197 | 199693 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/29 (Call 08/15/29) | 166 | 152444 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/30 (Call 01/15/30) | 375 | 342079 |
| &nbsp;&nbsp;&nbsp;6.95%, 10/01/27 | 209 | 225534 |
| &nbsp;&nbsp;&nbsp;7.38%, 03/15/32 | 335 | 373150 |
| WP Carey Inc., 3.85%, 07/15/29 (Call 04/15/29) | 42 | 37936 |
|  |  | 23630700 |
| **Retail — 2.6%** |  |  |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/27 (Call 08/15/27) | 201 | 181754 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/25 (Call 07/01/25)<sup>(a)</sup> | 27 | 26312 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/01/30 (Call 03/01/30) | 206 | 186694 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/18/29 (Call 01/18/29) | 74 | 68741 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/30 (Call 01/15/30) | 4 | 3743 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/01/30 (Call 07/01/30)<sup>(a)</sup> | 1900 | 1503755 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 10/01/28 (Call 07/01/28)<sup>(a)</sup> | 1979 | 1914069 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 04/20/30 (Call 01/20/30) | 138 | 114347 |
| &nbsp;&nbsp;&nbsp;1.75%, 04/20/32 (Call 01/20/32) | 121 | 97382 |
| Darden Restaurants Inc., 4.55%, 02/15/48 (Call 08/15/47) | 61 | 47665 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/03/30 (Call 01/03/30)<sup>(a)</sup> | $110 | $99942 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/28 (Call 02/01/28) | 14 | 13433 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/03/50 (Call 10/03/49) | 32 | 26534 |
| Dollar Tree Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 12/01/51 (Call 06/01/51) | 20 | 13727 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/28 (Call 02/15/28) | 228 | 218242 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 254 | 234157 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/51 (Call 09/15/50) | 25 | 15686 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27) | 468 | 434561 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 192 | 169970 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/51 (Call 03/15/51) | 90 | 60874 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27) | 435 | 407351 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/29 (Call 03/15/29) | 912 | 833240 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 225 | 215586 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/49 (Call 06/15/49) | 242 | 177171 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/32 (Call 01/15/32) | 500 | 452155 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/15/40 (Call 10/15/39) | 166 | 134727 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 283 | 275181 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 202 | 153795 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/56 (Call 03/15/56) | 249 | 189875 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/52 (Call 10/15/51) | 85 | 67541 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23) | 110 | 108996 |
| &nbsp;&nbsp;&nbsp;3.90%, 12/06/28 (Call 09/06/28) | 298 | 289519 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/15/47 (Call 12/15/46) | 186 | 156897 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/43 (Call 10/01/42) | 170 | 152354 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/46 (Call 10/01/45) | 308 | 273187 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/15/45 (Call 09/15/44)<sup>(a)</sup> | 228 | 207612 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 100 | 99257 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/06/48 (Call 06/06/48) | 251 | 233302 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/44 (Call 08/15/43) | 262 | 254452 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/15/40 (Call 03/15/40) | 267 | 278358 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/16/36 | 471 | 511718 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/41 (Call 10/01/40) | 55 | 60371 |
| Kohl's Corp., 5.55%, 07/17/45 (Call 01/17/45) | 163 | 107586 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 10/15/30 (Call 07/15/30)<sup>(a)</sup> | 15 | 11913 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 73 | 68462 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/01/31 (Call 01/01/31) | 302 | 253952 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/50 (Call 04/15/50) | 90 | 60191 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/03/27 (Call 02/03/27) | 282 | 264925 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/15/24 (Call 06/15/24) | 116 | 112747 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 82 | 79082 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/05/29 (Call 01/05/29) | 260 | 243144 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/46 (Call 10/15/45) | 297 | 227502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/32 (Call 01/01/32)<sup>(a)</sup> | 20 | 18187 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/25 (Call 03/15/25) | 180 | 177325 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/47 (Call 11/03/46) | 257 | 207216 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/52 (Call 10/01/51) | 95 | 78014 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 200 | 166892 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/62 (Call 10/01/61) | 170 | 137469 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/30 (Call 01/15/30) | 242 | 235798 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/05/49 (Call 10/05/48) | 72 | 62091 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/15/42 (Call 10/15/41) | 221 | 198405 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/33 (Call 01/15/33)<sup>(a)</sup> | 350 | 348250 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/40 (Call 10/15/39) | 239 | 225568 |
| &nbsp;&nbsp;&nbsp;5.13%, 04/15/50 (Call 10/15/49) | 225 | 212123 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/35 | 318 | 320859 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/15/53 (Call 10/15/52) | 80 | 79612 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | $90 | $88638 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/29<sup>(a)</sup> | 47 | 50965 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/01/30 (Call 12/01/29) | 63 | 53608 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/01/29 (Call 06/01/29) | 6 | 5322 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/27 (Call 05/01/27) | 78 | 74708 |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/30 (Call 04/01/30) | 44 | 41163 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (Call 03/01/49) | 215 | 167130 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/42 | 74 | 60173 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 24 | 23162 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49)<sup>(a)</sup> | 112 | 96158 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/01/47 (Call 09/01/46) | 138 | 122521 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/01/48 (Call 03/01/48) | 160 | 142166 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/26/45 (Call 11/26/44) | 124 | 112963 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/09/35 (Call 06/09/35) | 77 | 74941 |
| &nbsp;&nbsp;&nbsp;4.88%, 07/15/40 | 83 | 78867 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 229 | 217303 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/01/39 | 72 | 75098 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/15/37 | 192 | 213120 |
| &nbsp;&nbsp;&nbsp;6.30%, 03/01/38 | 177 | 195250 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/29 (Call 03/01/29) | 47 | 44010 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/30 (Call 01/01/30) | 114 | 108087 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/12/30 (Call 12/12/29) | 76 | 64405 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/12/50 (Call 09/12/49) | 132 | 96103 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27)<sup>(a)</sup> | 84 | 80511 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/50 (Call 05/15/50) | 254 | 191247 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/29 (Call 05/15/29) | 47 | 44219 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 33 | 26034 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/28 (Call 08/15/28) | 70 | 67747 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/45 (Call 12/15/44)<sup>(a)</sup> | 82 | 71004 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/49 (Call 02/15/49) | 168 | 147986 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/48 (Call 05/15/48) | 207 | 183642 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25) | 423 | 402709 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/15/30 (Call 11/15/29) | 381 | 326486 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 | 260 | 245084 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/15/30 (Call 06/15/30) | 300 | 259806 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 01/15/29) | 465 | 432073 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/24 | 305 | 300016 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/46 | 356 | 282586 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/47 (Call 05/15/47) | 86 | 71803 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/42 | 10 | 8843 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 11/01/32<sup>(a)</sup> | 60 | 66919 |
| &nbsp;&nbsp;&nbsp;6.50%, 10/15/37 | 95 | 106566 |
| &nbsp;&nbsp;&nbsp;7.00%, 01/15/38 | 85 | 100597 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 71 | 65906 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 92 | 87026 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 209 | 188629 |
| Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30) | 446 | 347153 |
| Walgreens Boots Alliance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/50 (Call 10/15/49) | 221 | 166272 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/18/44 (Call 05/18/44) | 300 | 257889 |
|  |  | 21596160 |
| **Semiconductors — 2.9%** |  |  |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 06/15/27 | 10 | 9503 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/15/45 (Call 06/15/45) | 12 | 12155 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 06/01/30 (Call 03/01/30) | $195 | $161169 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/50 (Call 12/01/49) | 167 | 117334 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 428 | 411501 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 463 | 456819 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/01/47 (Call 10/01/46) | 256 | 238077 |
| &nbsp;&nbsp;&nbsp;5.10%, 10/01/35 (Call 04/01/35) | 261 | 268350 |
| &nbsp;&nbsp;&nbsp;5.85%, 06/15/41 | 172 | 190437 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/15/35 (Call 08/15/35)<sup>(c)</sup> | 287 | 213023 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 11/15/36 (Call 08/15/36)<sup>(c)</sup> | 124 | 90712 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 04/15/33 (Call 01/15/33)<sup>(c)</sup> | 316 | 255751 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 04/15/34 (Call 01/15/34)<sup>(c)</sup> | 122 | 97049 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/41 (Call 08/15/40)<sup>(c)</sup> | 320 | 231578 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/51 (Call 08/15/50)<sup>(a)(c)</sup> | 602 | 423525 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/15/30 (Call 08/15/30) | 43 | 38672 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/32 (Call 08/15/32) | 270 | 239890 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/15/37 (Call 02/15/37)<sup>(a)(c)</sup> | 1075 | 943527 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/30 (Call 01/15/30) | 12 | 11499 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | 184 | 159189 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 316 | 298187 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/17/24 (Call 04/17/24) | 10 | 9699 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24) | 688 | 671770 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/12/51 (Call 02/12/51) | 145 | 97724 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/15/60 (Call 08/15/59) | 72 | 46541 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27) | 273 | 259181 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/12/61 (Call 02/12/61) | 88 | 57440 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/49 (Call 05/15/49) | 413 | 290000 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 672 | 656094 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25) | 553 | 542841 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/08/47 (Call 06/08/47) | 288 | 222561 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27)<sup>(a)</sup> | 255 | 248390 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/25/30 (Call 12/25/29) | 175 | 165655 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/32 | 470 | 439770 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/19/46 (Call 11/19/45)<sup>(a)</sup> | 251 | 208729 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/11/47 (Call 11/11/46) | 180 | 148547 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/15/42<sup>(a)</sup> | 92 | 79226 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/25/40 (Call 09/25/39) | 71 | 65423 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/25/50 (Call 09/25/49) | 269 | 242035 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/01/41 | 75 | 70672 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/29/45 (Call 01/29/45)<sup>(a)</sup> | 390 | 367891 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/05/52 (Call 02/05/52) | 25 | 22771 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/25/60 (Call 09/25/59) | 309 | 281057 |
| &nbsp;&nbsp;&nbsp;5.05%, 08/05/62 (Call 02/05/62) | 27 | 24702 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/01/50 (Call 08/28/49)<sup>(a)</sup> | 33 | 24833 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/49 (Call 09/15/48) | 80 | 77174 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/62 (Call 01/15/62) | 100 | 100847 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/50 (Call 12/15/49) | 206 | 145941 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/15/60 (Call 12/15/59) | 157 | 106757 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 714 | 699142 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 187 | 184083 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/29 (Call 12/15/28) | 238 | 229391 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/49 (Call 09/15/48) | 206 | 200230 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 11/01/51 (Call 05/01/51) | 45 | 29850 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/15/30 (Call 11/15/29) | 120 | 111120 |
| &nbsp;&nbsp;&nbsp;5.33%, 02/06/29 (Call 11/06/28) | 181 | 175832 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/15/31 (Call 03/15/31) | $798 | $650043 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/30 (Call 01/01/30) | 1634 | 1443606 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 2682 | 2578958 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/40 (Call 10/01/39) | 181 | 150867 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/50 (Call 10/01/49) | 480 | 374299 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/60 (Call 10/01/59) | 240 | 183216 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/11/31 (Call 02/11/31) | 508 | 402702 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/15/32 (Call 11/15/31) | 75 | 59089 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/11/41 (Call 11/11/40) | 25 | 17835 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/51 (Call 05/30/51) | 125 | 80324 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/18/29 (Call 03/18/29) | 287 | 268767 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/33 (Call 10/15/32) | 135 | 128278 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/47 (Call 11/20/46) | 250 | 221017 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/52 (Call 11/20/51) | 5 | 4468 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/20/45 (Call 11/20/44) | 192 | 183573 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 543 | 508069 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/04/30 (Call 02/04/30) | 420 | 349121 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/15/31 (Call 06/15/31) | 235 | 191967 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/04/29 (Call 06/04/29) | 563 | 489089 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/15/24 (Call 03/15/24) | 341 | 331745 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51) | 228 | 159974 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/03/27 (Call 08/03/27) | 418 | 391177 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/16/32 (Call 05/16/32)<sup>(a)</sup> | 5 | 4687 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/39 (Call 09/15/38) | 77 | 69073 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 424 | 381299 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 170 | 170345 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/18/24 | 200 | 200242 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 10/25/31 (Call 07/25/31) | 1085 | 899563 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/25/51 (Call 04/25/51)<sup>(a)</sup> | 130 | 93279 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/22/32 (Call 01/22/32) | 200 | 192932 |
|  |  | 23351470 |
| **Shipbuilding — 0.1%** |  |  |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 12/01/27 (Call 09/01/27) | 164 | 150208 |
| &nbsp;&nbsp;&nbsp;3.84%, 05/01/25 (Call 04/01/25) | 342 | 329862 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/30 (Call 02/01/30) | 230 | 211384 |
|  |  | 691454 |
| **Software — 4.0%** |  |  |
| Activision Blizzard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/50 (Call 03/15/50) | 162 | 103058 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/15/27 (Call 03/15/27) | 35 | 33271 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46)<sup>(a)</sup> | 240 | 217332 |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25) | 349 | 331417 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 750 | 689632 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/01/30 (Call 11/01/29)<sup>(a)</sup> | 1888 | 1628249 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24) | 1604 | 1568295 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 12/15/31 (Call 09/15/31) | 1000 | 812370 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/15/30 (Call 10/15/29) | 287 | 249501 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/27 (Call 03/15/27) | 578 | 543725 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/25 (Call 03/15/25) | 423 | 418863 |
| Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) | 226 | 223250 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 02/15/51 (Call 08/15/50) | $335 | $229173 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/26 (Call 12/01/25) | 437 | 438835 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/46 (Call 02/15/46) | 52 | 41402 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 07/15/32 (Call 04/15/32)<sup>(a)</sup> | 15 | 14711 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 07/15/52 (Call 01/15/52)<sup>(a)</sup> | 60 | 56479 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/29 (Call 04/01/29) | 67 | 60465 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/49 (Call 01/01/49) | 252 | 209057 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | 1509 | 1419411 |
| &nbsp;&nbsp;&nbsp;2.53%, 06/01/50 (Call 12/01/49) | 496 | 342344 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/01/60 (Call 12/01/59) | 467 | 314440 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24) | 1589 | 1539948 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/06/24 (Call 12/06/23) | 1115 | 1095075 |
| &nbsp;&nbsp;&nbsp;2.92%, 03/17/52 (Call 09/17/51) | 943 | 700043 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/17/62 (Call 09/17/61) | 165 | 120069 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 2077 | 2021523 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 1414 | 1368045 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/08/36 (Call 02/08/36) | 223 | 203985 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/12/35 (Call 08/12/34) | 745 | 693185 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/42<sup>(a)</sup> | 170 | 147317 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/23 (Call 09/15/23) | 907 | 899154 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/08/46 (Call 02/08/46) | 455 | 403144 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/12/45 (Call 08/12/44)<sup>(a)</sup> | 550 | 490759 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/56 (Call 02/08/56) | 310 | 271929 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/12/55 (Call 08/12/54) | 60 | 54338 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/06/37 (Call 08/06/36) | 290 | 282431 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/03/35 (Call 05/03/35) | 245 | 243814 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/06/47 (Call 08/06/46) | 230 | 221610 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/03/45 (Call 05/03/45) | 275 | 272720 |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/40 | 5 | 5077 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/57 (Call 08/06/56) | 150 | 145489 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/08/41 | 25 | 27200 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/30 (Call 01/01/30) | 25 | 21458 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/15/30 (Call 02/15/30)<sup>(a)</sup> | 57 | 49946 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/40 (Call 10/01/39) | 235 | 176614 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/50 (Call 10/01/49) | 494 | 344170 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/37 (Call 05/15/37) | 187 | 148282 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/15/36 (Call 01/15/36) | 254 | 207617 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/60 (Call 10/01/59) | 612 | 413027 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/35 (Call 11/15/34) | 334 | 279231 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (Call 09/25/50) | 344 | 252881 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/46 (Call 01/15/46) | 576 | 427830 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47) | 328 | 244173 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/61 (Call 09/25/60) | 302 | 214782 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/45 (Call 11/15/44) | 421 | 321345 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/08/34 (Call 01/08/34) | 420 | 371860 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/55 (Call 11/15/54) | 332 | 252479 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/08/44 (Call 01/08/44) | 182 | 148756 |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/40 | 441 | 409032 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/08/39 | 196 | 196541 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/09/29 | 35 | 36543 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/09/32 | 100 | 105578 |
| &nbsp;&nbsp;&nbsp;6.50%, 04/15/38 | 194 | 202491 |
| &nbsp;&nbsp;&nbsp;6.90%, 11/09/52 | 100 | 110737 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 09/15/24 (Call 08/15/24) | 4 | 3831 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | $21 | $18372 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/26 (Call 09/15/26) | 124 | 119565 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/25 (Call 09/15/25) | 92 | 89004 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/28 (Call 06/15/28) | 89 | 85969 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 07/15/51 (Call 01/15/51) | 293 | 203494 |
| &nbsp;&nbsp;&nbsp;3.05%, 07/15/61 (Call 01/15/61) | 248 | 166879 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/11/28 (Call 01/11/28) | 4292 | 4154484 |
| ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) | 255 | 198303 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 08/21/27 (Call 05/21/27) | 372 | 350164 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/25 (Call 04/15/25)<sup>(a)</sup> | 280 | 277309 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/27 (Call 03/15/27) | 437 | 426237 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/30 (Call 02/15/30) | 387 | 363788 |
|  |  | 32544907 |
| **Telecommunications — 3.9%** |  |  |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 07/16/42 | 10 | 8518 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/22/49 (Call 10/22/48)<sup>(a)</sup> | 32 | 27569 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/15/37 | 30 | 31385 |
| &nbsp;&nbsp;&nbsp;6.13%, 03/30/40 | 270 | 278915 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/52 (Call 08/01/51) | 235 | 164249 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/53 (Call 03/15/53)<sup>(a)</sup> | 790 | 557827 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/61 (Call 08/01/60)<sup>(a)</sup> | 350 | 239078 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/15/55 (Call 03/15/55) | 995 | 698808 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/51 (Call 12/01/50) | 285 | 209010 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/59 (Call 03/15/59) | 808 | 557092 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/01/57 (Call 06/01/57) | 818 | 594727 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/60 (Call 12/01/59) | 462 | 336442 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/28 (Call 11/15/27) | 85 | 82136 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/30 (Call 11/15/29) | 47 | 44635 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/42 (Call 06/15/42) | 450 | 379606 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | 15 | 14420 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/45 (Call 12/15/44) | 162 | 134688 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/35 (Call 11/15/34) | 499 | 458007 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/09/48 (Call 09/09/47) | 296 | 248889 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/09/49 (Call 09/09/48) | 171 | 144721 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/01/44 (Call 12/01/43) | 42 | 36590 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/46 (Call 11/15/45) | 303 | 264661 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 32 | 28399 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/39 (Call 09/01/38) | 232 | 212997 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/15/37 (Call 02/14/37) | 13 | 12150 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 03/15/42<sup>(a)</sup> | 102 | 94747 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/46 (Call 05/15/46) | 130 | 120229 |
| &nbsp;&nbsp;&nbsp;5.15%, 02/15/50 (Call 08/14/49) | 146 | 134780 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/37 (Call 09/01/36) | 183 | 179325 |
| &nbsp;&nbsp;&nbsp;5.35%, 09/01/40 | 202 | 194136 |
| &nbsp;&nbsp;&nbsp;5.45%, 03/01/47 (Call 09/01/46) | 55 | 53316 |
| &nbsp;&nbsp;&nbsp;5.55%, 08/15/41 | 47 | 46185 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/15/47 (Call 08/15/46) | 85 | 85145 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/57 (Call 09/01/56) | 159 | 158337 |
| &nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 05/15/40) | 158 | 161072 |
| &nbsp;&nbsp;&nbsp;6.30%, 01/15/38 | 40 | 42380 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 40 | 42465 |
| &nbsp;&nbsp;&nbsp;6.55%, 02/15/39 | 5 | 5412 |
| Bell Telephone Co. of Canada or Bell Canada (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 08/15/52 (Call 02/15/52) | 45 | 33701 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/29/49 (Call 01/29/49) | 103 | 86512 |
| &nbsp;&nbsp;&nbsp;4.46%, 04/01/48 (Call 10/01/47) | 101 | 87524 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 12/04/23 (Call 11/04/23) | $207 | $205450 |
| &nbsp;&nbsp;&nbsp;5.13%, 12/04/28 (Call 09/04/28) | 507 | 497783 |
| &nbsp;&nbsp;&nbsp;9.63%, 12/15/30 | 1051 | 1266245 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26) | 49 | 46445 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 166 | 159563 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/25 | 441 | 431796 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 509 | 535840 |
| &nbsp;&nbsp;&nbsp;5.90%, 02/15/39 | 502 | 549871 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/49 (Call 05/15/49) | 74 | 54826 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/57 (Call 05/15/57) | 130 | 104007 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/15/37 | 25 | 22930 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/42 | 11 | 9953 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/48 (Call 05/15/48) | 81 | 75839 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/79 (Call 05/19/79) | 202 | 181036 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/15/40<sup>(a)</sup> | 65 | 66035 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/68 (Call 05/15/68) | 68 | 63417 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 06/15/30 | 275 | 327770 |
| &nbsp;&nbsp;&nbsp;9.25%, 06/01/32 | 50 | 63346 |
| Juniper Networks Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/29 (Call 05/15/29) | 57 | 50869 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/41 | 55 | 50624 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | 1439 | 1632617 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/30 (Call 08/15/30) | 180 | 142295 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/24 | 82 | 80509 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/23/28 (Call 11/23/27) | 66 | 64440 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/23/29 (Call 02/23/29) | 127 | 121268 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/44 | 242 | 218618 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 01/13/42 | 375 | 371786 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/06/44 (Call 08/06/43)<sup>(a)</sup> | 230 | 230386 |
| &nbsp;&nbsp;&nbsp;9.00%, 03/01/31 | 247 | 306228 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/15/26 (Call 08/15/26)<sup>(a)</sup> | 71 | 65231 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 189 | 179920 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/49 (Call 05/15/49) | 215 | 153721 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/15/48 (Call 08/15/47) | 108 | 84182 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/49 (Call 11/01/48) | 178 | 139292 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/43 (Call 09/15/42) | 170 | 140190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/52 (Call 09/15/51)<sup>(c)</sup> | 210 | 170885 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/44 (Call 09/15/43)<sup>(a)</sup> | 202 | 178075 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/01/43 (Call 04/01/43) | 165 | 151958 |
| &nbsp;&nbsp;&nbsp;7.50%, 08/15/38 | 92 | 104097 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/08/27 | 287 | 273425 |
| &nbsp;&nbsp;&nbsp;4.67%, 03/06/38 | 137 | 110791 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/06/48 | 135 | 105558 |
| &nbsp;&nbsp;&nbsp;5.21%, 03/08/47 | 393 | 319592 |
| &nbsp;&nbsp;&nbsp;5.52%, 03/01/49 (Call 09/01/48) | 177 | 151015 |
| &nbsp;&nbsp;&nbsp;7.05%, 06/20/36 | 416 | 434678 |
| Telefonica Europe BV, 8.25%, 09/15/30 | 189 | 213366 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 02/16/27 (Call 11/16/26) | 492 | 457821 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 546 | 520966 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/49 (Call 12/15/48) | 202 | 167375 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/16/48 (Call 05/16/48) | 214 | 188335 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/41 (Call 08/15/40) | $270 | $195213 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/51 (Call 08/15/50) | 641 | 445155 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/15/52 (Call 04/15/52) | 220 | 153553 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/60 (Call 05/15/60) | 396 | 274507 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 38 | 36006 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30)<sup>(a)</sup> | 602 | 552786 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/40 (Call 10/15/39) | 290 | 251862 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 590 | 498349 |
| &nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 180 | 180160 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 08/15/26<sup>(a)</sup> | 121 | 112673 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/20/50 (Call 05/20/50) | 466 | 302168 |
| &nbsp;&nbsp;&nbsp;2.99%, 10/30/56 (Call 04/30/56) | 738 | 467110 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/22/27 (Call 01/22/27) | 90 | 84421 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/60 (Call 05/20/60) | 322 | 200651 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/22/30 (Call 12/22/29) | 33 | 29391 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/25 | 69 | 67397 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/22/51 (Call 09/22/50) | 680 | 504268 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/22/61 (Call 09/22/60) | 743 | 535614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 11/01/42 (Call 05/01/42)<sup>(a)</sup> | 238 | 193168 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/08/29 (Call 11/08/28) | 227 | 214554 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/22/50 (Call 09/22/49) | 136 | 109756 |
| &nbsp;&nbsp;&nbsp;4.02%, 12/03/29 (Call 09/03/29) | 4 | 3775 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/16/27 | 139 | 136399 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/15/46 | 195 | 160598 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 01/15/36<sup>(a)</sup> | 618 | 553549 |
| &nbsp;&nbsp;&nbsp;4.33%, 09/21/28 | 21 | 20424 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/34 (Call 05/01/34) | 588 | 543483 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/10/33 | 203 | 192921 |
| &nbsp;&nbsp;&nbsp;4.52%, 09/15/48 | 170 | 149510 |
| &nbsp;&nbsp;&nbsp;4.67%, 03/15/55 | 150 | 132315 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/01/41 | 231 | 211511 |
| &nbsp;&nbsp;&nbsp;4.81%, 03/15/39 | 353 | 331732 |
| &nbsp;&nbsp;&nbsp;4.86%, 08/21/46 | 632 | 575866 |
| &nbsp;&nbsp;&nbsp;5.01%, 04/15/49 | 65 | 60837 |
| &nbsp;&nbsp;&nbsp;5.01%, 08/21/54 | 65 | 60709 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/16/37 | 677 | 680575 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/16/47 | 122 | 121367 |
| &nbsp;&nbsp;&nbsp;5.85%, 09/15/35 | 40 | 41110 |
| &nbsp;&nbsp;&nbsp;6.40%, 09/15/33 | 10 | 10855 |
| &nbsp;&nbsp;&nbsp;6.55%, 09/15/43 | 40 | 45038 |
| &nbsp;&nbsp;&nbsp;7.75%, 12/01/30 | 40 | 46882 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/16/24 | 25 | 24736 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/30/25 | 411 | 405986 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/17/50 | 276 | 218333 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/30/28 | 442 | 437500 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/19/43 | 212 | 177349 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/19/49 | 141 | 121061 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/30/38 | 128 | 119185 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/19/59 | 55 | 48145 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/48 | 481 | 434069 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/27/37 | 323 | 330290 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/30/32 | 118 | 124314 |
| &nbsp;&nbsp;&nbsp;7.88%, 02/15/30 | 262 | 296741 |
|  |  | 31758977 |
| **Toys, Games & Hobbies — 0.2%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/19/24 (Call 10/19/24) | 236 | 226855 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Toys, Games & Hobbies (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/27 (Call 06/15/27) | $242 | $225314 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 452 | 425915 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/19/29 (Call 08/19/29) | 255 | 230000 |
| &nbsp;&nbsp;&nbsp;6.35%, 03/15/40 | 153 | 150867 |
|  |  | 1258951 |
| **Transportation — 2.2%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/51 (Call 08/15/50) | 149 | 106590 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/15/50 (Call 08/15/49) | 138 | 108433 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/01/46 (Call 02/01/46) | 105 | 87759 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/15/48 (Call 12/15/47) | 220 | 189119 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/47 (Call 12/15/46) | 40 | 34904 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/45 (Call 10/01/44) | 118 | 103304 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/48 (Call 06/15/48) | 139 | 121197 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/01/42 (Call 03/01/42) | 65 | 58911 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/42 (Call 09/15/41) | 84 | 76927 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/43 (Call 09/15/42) | 101 | 92844 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/01/44 (Call 03/01/44) | 87 | 80938 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/01/45 (Call 03/01/45) | 63 | 58955 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/01/44 (Call 10/01/43) | 122 | 118485 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/41 (Call 03/15/41) | 63 | 61121 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/01/41 (Call 09/01/40) | 70 | 69368 |
| &nbsp;&nbsp;&nbsp;5.15%, 09/01/43 (Call 03/01/43) | 78 | 78343 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/01/41 (Call 12/01/40) | 60 | 61651 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/01/40 (Call 11/01/39) | 61 | 65073 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 40 | 44418 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 05/01/50 (Call 11/01/49) | 50 | 32095 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/02/46 (Call 02/02/46) | 305 | 226868 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/03/48 (Call 08/03/47) | 346 | 282544 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/05/32 (Call 05/05/32) | 5 | 4723 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/20/49 (Call 07/20/48) | 330 | 299171 |
| &nbsp;&nbsp;&nbsp;6.20%, 06/01/36 | 183 | 201547 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/01/34 | 37 | 40953 |
| &nbsp;&nbsp;&nbsp;6.38%, 11/15/37 | 142 | 157214 |
| &nbsp;&nbsp;&nbsp;6.90%, 07/15/28 | 107 | 118421 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 03/05/30 (Call 12/05/29) | 142 | 117488 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/01/25 (Call 11/01/24) | 107 | 102513 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/02/51 (Call 06/02/51) | 245 | 172176 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/28 (Call 03/01/28)<sup>(a)</sup> | 179 | 173687 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/15/35 (Call 03/15/35) | 63 | 59463 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/01/45 (Call 02/01/45) | 90 | 82736 |
| &nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | 136 | 141350 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/2115 (Call 03/15/2115) | 74 | 74875 |
| &nbsp;&nbsp;&nbsp;7.13%, 10/15/31 | 55 | 61573 |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) | 810 | 769767 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29)<sup>(a)</sup> | 91 | 77895 |
| &nbsp;&nbsp;&nbsp;2.60%, 11/01/26 (Call 08/01/26) | 75 | 69936 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/27 (Call 03/01/27) | 59 | 55671 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/01/25 (Call 08/01/25) | 99 | 95457 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/49 (Call 03/15/49) | 146 | 107933 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/28 (Call 12/01/27) | 46 | 44245 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/01/46 (Call 05/01/46) | 208 | 166737 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/50 (Call 10/15/49) | 81 | 64025 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/50 (Call 11/01/49) | 239 | 193996 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/44 (Call 09/15/43) | 251 | 214357 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/29 (Call 12/15/28) | 88 | 85160 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 11/01/66 (Call 05/01/66) | $137 | $109375 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/48 (Call 09/01/47) | 285 | 248167 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/43 (Call 09/01/42) | 139 | 122818 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 78 | 69086 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/54 (Call 02/01/54) | 95 | 82866 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/01/68 (Call 09/01/67) | 20 | 17280 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/30/42 (Call 11/30/41) | 169 | 157523 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/48 (Call 05/15/48) | 94 | 86291 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/15/41 (Call 10/15/40) | 103 | 106180 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/36 | 81 | 85683 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 125 | 135467 |
| &nbsp;&nbsp;&nbsp;6.22%, 04/30/40 | 60 | 66098 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/05/29 (Call 05/05/29) | 39 | 34501 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/28 (Call 11/15/27) | 50 | 46554 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/42 | 67 | 52626 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/01/35 | 35 | 29889 |
| &nbsp;&nbsp;&nbsp;4.05%, 02/15/48 (Call 08/15/47) | 177 | 136407 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/43 | 47 | 37135 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/45 | 232 | 181911 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/17/28 (Call 07/17/28)<sup>(a)</sup> | 146 | 139643 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/15/30 (Call 02/15/30)<sup>(a)</sup> | 24 | 22554 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/47 (Call 07/15/46) | 128 | 103336 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/01/46 (Call 10/01/45) | 159 | 131237 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/45 (Call 05/15/45) | 253 | 219556 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/34 | 74 | 70851 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/17/48 (Call 04/17/48) | 197 | 173395 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 98 | 88571 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 83 | 76484 |
| Kansas City Southern |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 11/15/29 (Call 08/15/29) | 308 | 268065 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/50 (Call 11/01/49) | 255 | 185750 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/15/69 (Call 05/15/69) | 160 | 121413 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 (Call 11/15/42) | 207 | 174114 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/48 (Call 11/01/47) | 261 | 231554 |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/45 (Call 02/15/45) | 116 | 106193 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 11/01/29 (Call 08/01/29) | 58 | 50256 |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/26 (Call 03/15/26) | 58 | 54598 |
| &nbsp;&nbsp;&nbsp;2.90%, 08/25/51 (Call 02/25/51) | 60 | 40148 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/01/27 (Call 03/01/27) | 94 | 88002 |
| &nbsp;&nbsp;&nbsp;3.16%, 05/15/55 (Call 11/15/54) | 105 | 71644 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/01/49 (Call 05/01/49) | 214 | 157354 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/01/25 (Call 06/01/25) | 53 | 51485 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/53 (Call 09/15/52) | 125 | 96408 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/01/28 (Call 05/01/28) | 85 | 81391 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/24 (Call 10/15/23) | 15 | 14826 |
| &nbsp;&nbsp;&nbsp;3.94%, 11/01/47 (Call 05/01/47) | 229 | 187807 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/42 (Call 04/01/42) | 93 | 78399 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/15/52 (Call 02/15/52) | 265 | 219200 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/49 (Call 11/15/48) | 174 | 144604 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/2121 (Call 11/15/2120) | 110 | 78526 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/28/48 (Call 08/28/47) | 188 | 157858 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/15/45 (Call 12/15/44) | 103 | 90697 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/46 (Call 07/15/45) | 123 | 111664 |
| &nbsp;&nbsp;&nbsp;4.84%, 10/01/41 | 108 | 101253 |
| &nbsp;&nbsp;&nbsp;7.80%, 05/15/27 | 10 | 11150 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 237 | 225780 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/01/26 (Call 10/01/26)<sup>(a)</sup> | 244 | 223538 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/18/24 (Call 02/18/24) | $226 | $221236 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/01/23 (Call 11/01/23) | 146 | 143965 |
| &nbsp;&nbsp;&nbsp;4.63%, 06/01/25 (Call 05/01/25) | 340 | 334264 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/10/52 (Call 09/10/51) | 40 | 27930 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/05/50 (Call 08/05/49) | 312 | 232764 |
| &nbsp;&nbsp;&nbsp;3.35%, 08/15/46 (Call 02/15/46) | 63 | 46788 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/01/35 (Call 08/01/34) | 130 | 110867 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/14/53 (Call 08/14/52) | 315 | 244991 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/39 (Call 02/15/39) | 82 | 69238 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/20/61 (Call 11/20/60) | 25 | 18593 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/37 (Call 03/15/37) | 82 | 71195 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/05/70 (Call 08/05/69) | 148 | 110546 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/51 (Call 04/01/51) | 261 | 215074 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/06/71 (Call 10/06/70) | 200 | 151712 |
| &nbsp;&nbsp;&nbsp;3.84%, 03/20/60 (Call 09/20/59) | 170 | 134679 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/14/72 (Call 08/14/71) | 77 | 58630 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/55 (Call 08/01/54) | 183 | 149445 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/10/28 (Call 06/10/28) | 78 | 75684 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/59 (Call 02/15/59) | 203 | 163829 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/47 (Call 10/15/46) | 153 | 128085 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/15/45 (Call 05/15/45) | 67 | 56979 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/46 (Call 09/01/45) | 153 | 128160 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/67 (Call 03/15/67) | 86 | 69075 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/49 (Call 09/01/48) | 208 | 181312 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/10/48 (Call 03/10/48) | 208 | 187152 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 02/01/29<sup>(a)</sup> | 8 | 8809 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/29 (Call 06/01/29) | 145 | 127438 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/29 (Call 12/15/28) | 175 | 164769 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/46 (Call 05/15/46) | 100 | 78095 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/49 (Call 03/01/49)<sup>(a)</sup> | 287 | 227442 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/01/42 | 46 | 38733 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/47 (Call 05/15/47) | 286 | 241736 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/49 (Call 09/15/48) | 221 | 198854 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/30 (Call 01/01/30) | 125 | 124229 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/40 (Call 05/15/40) | 98 | 96908 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/40 (Call 10/01/39) | 195 | 199949 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/01/50 (Call 10/01/49)<sup>(a)</sup> | 110 | 116849 |
| &nbsp;&nbsp;&nbsp;6.20%, 01/15/38 | 697 | 789346 |
|  |  | 17913427 |
| **Trucking & Leasing — 0.1%** |  |  |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 75 | 46223 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/30/25 (Call 12/30/24) | 108 | 102737 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/26 (Call 06/15/26) | 75 | 69587 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/28 (Call 12/15/27) | 159 | 144687 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/30/27 (Call 12/30/26) | 143 | 134959 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/15/24 (Call 01/15/24) | 16 | 15811 |
| &nbsp;&nbsp;&nbsp;4.55%, 11/07/28 (Call 08/07/28) | 63 | 60368 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/01/29 (Call 01/01/29) | 28 | 26884 |
| &nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 09/15/43) | 82 | 71890 |
|  |  | 673146 |
| **Venture Capital — 0.0%** |  |  |
| Hercules Capital Inc., 3.38%, 01/20/27 (Call 12/20/26) | 50 | 42648 |
| **Water — 0.3%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/01/30 (Call 02/01/30) | 186 | 162060 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/27 (Call 06/01/27) | 33 | 30604 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| **Water (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/29 (Call 03/01/29) | $202 | $185557 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/01/50 (Call 11/01/49) | 253 | 188440 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/28 (Call 06/01/28) | 134 | 128641 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/47 (Call 03/01/47) | 231 | 182317 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 115 | 91639 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48) | 183 | 153952 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 252 | 214039 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/01/42 (Call 06/01/42) | 87 | 75866 |
| &nbsp;&nbsp;&nbsp;4.30%, 09/01/45 (Call 03/01/45) | 150 | 128694 |
| &nbsp;&nbsp;&nbsp;6.59%, 10/15/37 | 192 | 213360 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 189 | 159771 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 154 | 106329 |
| &nbsp;&nbsp;&nbsp;3.57%, 05/01/29 (Call 02/01/29) | 129 | 116586 |
| &nbsp;&nbsp;&nbsp;4.28%, 05/01/49 (Call 11/01/48) | 221 | 179485 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/01/52 (Call 11/01/51) | 197 | 188346 |
| United Utilities PLC, 6.88%, 08/15/28<sup>(a)</sup> | 50 | 52984 |
|  |  | 2558670 |
| **Total Long-Term Investments — 98.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $954,995,816)** |  | 808520819 |
| **Short-Term Securities**  |  |  |
| **Money Market Funds — 5.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(e)(f)(g)</sup> | 45213 | 45217650 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares <br> (000)* | *Value* |
| **Money Market Funds (continued)** |  |  |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(e)(f)</sup> | 2520 | $2520000 |
| **Total Short-Term Securities — 5.8%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $47,726,639)** |  | 47737650 |
| **Total Investments — 104.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,002,722,455)** |  | 856258469 |
| **Liabilities in Excess of Other Assets — (4.7)%** |  | (38308419) |
| **Net Assets — 100.0%** |  | $817950050 |

---

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

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

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

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

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at 02/28/22* | *Purchases at Cost* | *Proceeds from Sale* | *Net Realized Gain (Loss)* | *Change in Unrealized Appreciation (Depreciation)* | *Value at 11/30/22* | *Shares Held at 11/30/22 (000)* | *Income* | *Capital Gain Distributions from Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $46713665 | $— | $(1492308)<sup>(a)</sup> | $(17785) | $14078 | $45217650 | 45213 | $94226 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 4390000 |  | (1870000)<sup>(a)</sup> |  |  | 2520000 | 2520 | 52875 |  |
|  |  |  |  | $(17785) | $14078 | $47737650 |  | $147101 | $— |

---

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

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

**Fair Value Hierarchy as of Period End** 

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

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

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

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valu-ation 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

---

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

---

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

determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $808520819 | $— | $808520819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 47737650 |  |  | 47737650 |
|  | $47737650 | $808520819 | $— | $856258469 |

---

**Portfolio Abbreviation**

LIBOR London Interbank Offered Rate <br> SOFR Secured Overnight Financing Rate

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares ESG Aware USD Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000058037

- **c. LEI of Series:** 549300HXNJ8AFSTTJQ11

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

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $909661550.25

**Total Liabilities:** $91701122.80

**Net Assets:** $817960427.45

**Delayed Delivery Securities:** $249850.50

**Cash Not Reported:** $176.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3.84000000 | **1-Year:** 18981.31000000 | **5-Year:** 170810.72000000 | **10-Year:** 105340.21000000 | **30-Year:** 309342.69000000

**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 C000189865 | -5.33%               | -1.04%               | 5.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1571014.03             | $-53733261.13                              |
| Month 2  | $-19430201.99            | $9023212.10                                |
| Month 3  | $-5240880.91             | $44292289.97                               |

### 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        |    436000 | PA      | $364164.64    | 0.04%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55285.75     | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                          | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175832.45    | 0.02%             | 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        |    202000 | PA      | $192358.54    | 0.02%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127135.40    | 0.02%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    137000 | PA      | $124712.47    | 0.02%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    186000 | PA      | $162059.94    | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     86000 | PA      | $79814.02     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                             | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    199000 | PA      | $139130.85    | 0.02%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Manulife Financial Corp                        | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $388581.25    | 0.05%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33478.65     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    260000 | PA      | $295890.40    | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     43000 | PA      | $27192.34     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84848.55     | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    211000 | PA      | $178510.22    | 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        |    492000 | PA      | $365024.64    | 0.04%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    197000 | PA      | $184697.35    | 0.02%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CF Industries Inc                              | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27888.96     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1302645.40   | 0.16%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    317000 | PA      | $254503.45    | 0.03%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    182000 | PA      | $148755.88    | 0.02%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100425.00    | 0.01%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     92000 | PA      | $77577.16     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    256000 | PA      | $246720.00    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    473000 | PA      | $440315.70    | 0.05%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                              | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24517.20     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87874.16     | 0.01%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    213000 | PA      | $195808.77    | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    281000 | PA      | $194137.28    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34163.50     | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     27000 | PA      | $22690.53     | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    397000 | PA      | $354044.60    | 0.04%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111570.70    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    159000 | PA      | $150256.59    | 0.02%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    113000 | PA      | $121403.81    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    124000 | PA      | $90712.20     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84018.56     | 0.01%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1568294.96   | 0.19%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $26729.40     | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62209.62     | 0.01%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $127664.00    | 0.02%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $485410.00    | 0.06%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     27000 | PA      | $21694.50     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    482000 | PA      | $447392.40    | 0.05%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     69000 | PA      | $66112.35     | 0.01%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     77000 | PA      | $49780.50     | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1138400.62   | 0.14%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45037.60     | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    148000 | PA      | $130166.00    | 0.02%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    333000 | PA      | $254981.43    | 0.03%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    277000 | PA      | $220444.91    | 0.03%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     38000 | PA      | $27838.04     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139207.50    | 0.02%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93955.00     | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22110.59     | 0.00%             | 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        |    195000 | PA      | $183504.75    | 0.02%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95456.79     | 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        |      4000 | PA      | $3774.68      | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                      | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56371.93     | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7310.73      | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    247000 | PA      | $306228.13    | 0.04%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4711.60      | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67541.00     | 0.01%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37175.19     | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    167000 | PA      | $138182.48    | 0.02%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    196000 | PA      | $152339.04    | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    232000 | PA      | $212502.72    | 0.03%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   3731000 | PA      | $3549934.57   | 0.43%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    405000 | PA      | $352763.10    | 0.04%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    247000 | PA      | $235037.79    | 0.03%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    501000 | PA      | $470955.03    | 0.06%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16040.64     | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    217000 | PA      | $172393.48    | 0.02%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    216000 | PA      | $173763.36    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59161.64     | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38801.28     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    676000 | PA      | $627909.36    | 0.08%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172721.97    | 0.02%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12149.67     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $470431.26    | 0.06%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67456.32     | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    197000 | PA      | $183592.18    | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     89000 | PA      | $62810.86     | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    109000 | PA      | $120451.54    | 0.01%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $221725.98    | 0.03%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    128000 | PA      | $119184.64    | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                    | Phillips 66 Co                                                                  | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88791.92     | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72991.00     | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                       | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34843.60     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    598000 | PA      | $550859.66    | 0.07%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    203000 | PA      | $192921.05    | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    538000 | PA      | $593887.44    | 0.07%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93225.90     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164769.50    | 0.02%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    179000 | PA      | $149857.01    | 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        |    362000 | PA      | $307576.92    | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    483000 | PA      | $599658.99    | 0.07%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $160840.40    | 0.02%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152476.40    | 0.02%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| WestRock MWV LLC                               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     76000 | PA      | $86114.84     | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                      | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51547.52     | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    234000 | PA      | $171227.16    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     89000 | PA      | $77659.62     | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     63000 | PA      | $68010.39     | 0.01%             | 2025-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47849.48     | 0.01%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73656.75     | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65609.70     | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $99433.68     | 0.01%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    288000 | PA      | $239114.88    | 0.03%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65827.80     | 0.01%             | 2035-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    217000 | PA      | $174713.21    | 0.02%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262760.40    | 0.03%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    662000 | PA      | $620194.70    | 0.08%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $146631.55    | 0.02%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45381.12     | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20942.40     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                              | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $52438.10     | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78802.82     | 0.01%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                       | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36206.02     | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107288.16    | 0.01%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                        | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |     25000 | PA      | $22308.25     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $217986.60    | 0.03%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    485000 | PA      | $476143.90    | 0.06%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $222686.10    | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    112000 | PA      | $103558.56    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32864.51     | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $194378.40    | 0.02%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    229000 | PA      | $208932.73    | 0.03%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    104000 | PA      | $91171.60     | 0.01%             | 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        |    445000 | PA      | $422322.80    | 0.05%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $644525.20    | 0.08%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    471000 | PA      | $511717.95    | 0.06%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    266000 | PA      | $224607.74    | 0.03%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60276.87     | 0.01%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137324.80    | 0.02%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                            | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117837.50    | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    852000 | PA      | $731927.64    | 0.09%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                       | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35362.25     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     66000 | PA      | $62796.36     | 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        |     24000 | PA      | $20568.24     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     91000 | PA      | $72281.30     | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    249000 | PA      | $233703.93    | 0.03%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    182000 | PA      | $173711.72    | 0.02%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152205.00    | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162143.10    | 0.02%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110426.94    | 0.01%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    368000 | PA      | $360938.08    | 0.04%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                            | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     47000 | PA      | $34117.77     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    332000 | PA      | $294404.32    | 0.04%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    355000 | PA      | $302158.25    | 0.04%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353REF1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19438.00     | 0.00%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $141924.86    | 0.02%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC                         | Brookfield Finance LLC                                                          | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    176000 | PA      | $114957.92    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    183000 | PA      | $144897.57    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68413.15     | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SPIRIT REALTY LP                               | Spirit Realty LP                                                                | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     29000 | PA      | $25396.17     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    818000 | PA      | $594726.90    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56478.60     | 0.01%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15805.44     | 0.00%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     94000 | PA      | $61220.32     | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $121196.88    | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54380.20     | 0.01%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231310.50    | 0.03%             | 2025-11-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    507000 | PA      | $497782.74    | 0.06%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    233000 | PA      | $247758.22    | 0.03%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                            | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    134000 | PA      | $114105.02    | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36589.98     | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164707.90    | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    138000 | PA      | $100699.98    | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208131.00    | 0.03%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86670.87     | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| VONTIER CORP                                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     77000 | PA      | $60924.71     | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     91000 | PA      | $83761.86     | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1816386.00   | 0.22%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    267000 | PA      | $231710.61    | 0.03%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    108000 | PA      | $98702.28     | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    246000 | PA      | $214374.24    | 0.03%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $340122.80    | 0.04%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91811.02     | 0.01%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    430000 | PA      | $337597.30    | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $87082.60     | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    190000 | PA      | $157494.80    | 0.02%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    309000 | PA      | $302841.63    | 0.04%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    304000 | PA      | $241120.64    | 0.03%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83638.36     | 0.01%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    655000 | PA      | $645044.00    | 0.08%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117017.46    | 0.01%             | 2024-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215586.00    | 0.03%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bestfoods                                      | Bestfoods                                                                       | CUSIP: 126149AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11023.00     | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Arch Capital Group Ltd                         | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     69000 | PA      | $77396.61     | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      2000 | PA      | $1929.40      | 0.00%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |      4000 | PA      | $2836.16      | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    697000 | PA      | $789345.53    | 0.10%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $40644.80     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22929.75     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23162.16     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    101000 | PA      | $110954.56    | 0.01%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35068.40     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    289000 | PA      | $273278.40    | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58910.80     | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    488000 | PA      | $424408.72    | 0.05%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    907000 | PA      | $899154.45    | 0.11%             | 2023-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    448000 | PA      | $381212.16    | 0.05%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    198000 | PA      | $232210.44    | 0.03%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                                  | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    216000 | PA      | $235565.28    | 0.03%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    203000 | PA      | $172560.15    | 0.02%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77247.50     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    178000 | PA      | $174235.30    | 0.02%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270260.25    | 0.03%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    241000 | PA      | $254230.90    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    132000 | PA      | $118868.64    | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                    | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65313.50     | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    242000 | PA      | $227250.10    | 0.03%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1513791.51   | 0.19%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $105085.16    | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    464000 | PA      | $428791.68    | 0.05%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475535.20    | 0.06%             | 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        |    912000 | PA      | $833239.68    | 0.10%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    313000 | PA      | $262960.69    | 0.03%             | 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        |    121000 | PA      | $109328.34    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78798.00     | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    219000 | PA      | $193596.00    | 0.02%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186107.40    | 0.02%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93895.20     | 0.01%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    119000 | PA      | $107305.87    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    640000 | PA      | $611148.80    | 0.07%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    637000 | PA      | $506529.66    | 0.06%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162040.50    | 0.02%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     20000 | PA      | $17197.40     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4467.90      | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67459.68     | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59686.00     | 0.01%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    205000 | PA      | $175207.35    | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $334332.00    | 0.04%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154181.04    | 0.02%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127671.95    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    333000 | PA      | $246972.78    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138122.65    | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                       | Aegon NV                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $315094.45    | 0.04%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                          | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63907.76     | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57171.03     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    128000 | PA      | $120673.28    | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: —       |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166472.82    | 0.02%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $31843.60     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    335000 | PA      | $373149.80    | 0.05%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                   | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68740.82     | 0.01%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $90224.55     | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     36000 | PA      | $27950.04     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    106000 | PA      | $99633.64     | 0.01%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136064.50    | 0.02%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121098.12    | 0.01%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    284000 | PA      | $221358.12    | 0.03%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4877.40      | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    499000 | PA      | $458007.15    | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    193000 | PA      | $230667.81    | 0.03%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    143000 | PA      | $112337.94    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91862.15     | 0.01%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26875.80     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103366.88    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84420.90     | 0.01%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19876.22     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                               | Radian Group Inc                                                                | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446094.00    | 0.05%             | 2025-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $216618.75    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31409.07     | 0.00%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22941.00     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    344000 | PA      | $252881.28    | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69367.90     | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CA                               | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    278000 | PA      | $271239.04    | 0.03%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    188000 | PA      | $121393.48    | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    967000 | PA      | $892724.73    | 0.11%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    166000 | PA      | $188834.96    | 0.02%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40583.50     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1284627.96   | 0.16%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    135000 | PA      | $128278.35    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $171393.25    | 0.02%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22861.80     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    308000 | PA      | $268064.72    | 0.03%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257889.00    | 0.03%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    169000 | PA      | $156556.53    | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    535000 | PA      | $414346.80    | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    261000 | PA      | $213163.92    | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    186000 | PA      | $156896.58    | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     85000 | PA      | $69001.30     | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $106566.25    | 0.01%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    636000 | PA      | $593368.92    | 0.07%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40899.87     | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    299000 | PA      | $277744.09    | 0.03%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                    | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19767.51     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     88000 | PA      | $67752.96     | 0.01%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10660.95     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    387000 | PA      | $363787.74    | 0.04%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    123000 | PA      | $111664.32    | 0.01%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $864768.96    | 0.11%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     67000 | PA      | $56978.81     | 0.01%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50344.80     | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    292000 | PA      | $279163.68    | 0.03%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    339000 | PA      | $268135.44    | 0.03%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    286000 | PA      | $241735.78    | 0.03%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113166.25    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100199.00    | 0.01%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55351.10     | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112646.44    | 0.01%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    396000 | PA      | $362755.80    | 0.04%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                       | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    159000 | PA      | $135560.22    | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21492.68     | 0.00%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    142000 | PA      | $125543.62    | 0.02%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    191000 | PA      | $175297.89    | 0.02%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $116601.85    | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121366.82    | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    158000 | PA      | $139122.16    | 0.02%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    499000 | PA      | $490277.48    | 0.06%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109763.10    | 0.01%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    509000 | PA      | $535839.57    | 0.07%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66034.80     | 0.01%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     30000 | PA      | $25864.20     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26954.40     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197164.00    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $138841.92    | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    686000 | PA      | $666394.12    | 0.08%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                                         | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217332.00    | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    267000 | PA      | $191452.35    | 0.02%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    229000 | PA      | $190445.56    | 0.02%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115211.04    | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24808.49     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA Inc                          | Credit Suisse USA Inc                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217025.54    | 0.03%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    253000 | PA      | $188439.46    | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     15000 | PA      | $9249.75      | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    227000 | PA      | $212217.76    | 0.03%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     28000 | PA      | $26529.72     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $122747.60    | 0.02%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    292000 | PA      | $278576.76    | 0.03%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $131960.96    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    236000 | PA      | $226855.00    | 0.03%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                                                               | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55952.82     | 0.01%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    252000 | PA      | $211667.40    | 0.03%             | 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        |    124000 | PA      | $116857.60    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $206845.59    | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $185719.05    | 0.02%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     47000 | PA      | $37134.70     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75098.16     | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36006.14     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    297000 | PA      | $227502.00    | 0.03%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    307000 | PA      | $302235.36    | 0.04%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    251000 | PA      | $202602.18    | 0.02%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40105.20     | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                            | Leggett & Platt Inc                                                             | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28156.10     | 0.00%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47146.82     | 0.01%             | 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        |    262000 | PA      | $296741.20    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    144000 | PA      | $112530.24    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $204051.51    | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                               | Campbell Soup Co                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    109000 | PA      | $75526.10     | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    548000 | PA      | $477910.80    | 0.06%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    537000 | PA      | $431667.45    | 0.05%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tosco Corp                                     | Tosco Corp                                                                      | CUSIP: 891490AT1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    225000 | PA      | $266447.25    | 0.03%             | 2030-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109884.00    | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    230000 | PA      | $204350.40    | 0.02%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    431000 | PA      | $417699.34    | 0.05%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                       | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     17000 | PA      | $15514.03     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $457315.20    | 0.06%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    332000 | PA      | $304311.20    | 0.04%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    182000 | PA      | $144338.74    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    512000 | PA      | $451287.04    | 0.06%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37362.15     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Life Storage LP                                | Life Storage LP                                                                 | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |      7000 | PA      | $6515.39      | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $262407.60    | 0.03%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44957.99     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20990.40     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $99828.00     | 0.01%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    287000 | PA      | $213022.88    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    411000 | PA      | $392468.01    | 0.05%             | 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        |    134000 | PA      | $129484.20    | 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        |     38000 | PA      | $37387.06     | 0.00%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1461440.80   | 0.18%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72940.32     | 0.01%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     61000 | PA      | $41581.26     | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    254000 | PA      | $237688.12    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    136000 | PA      | $109756.08    | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     82000 | PA      | $63285.96     | 0.01%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60370.75     | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $59299.20     | 0.01%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    302000 | PA      | $214782.40    | 0.03%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    236000 | PA      | $229321.20    | 0.03%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    293000 | PA      | $203494.36    | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    236000 | PA      | $186503.72    | 0.02%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                       | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    311000 | PA      | $301502.06    | 0.04%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    323000 | PA      | $263338.67    | 0.03%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                   | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     20000 | PA      | $16779.60     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    655000 | PA      | $611278.75    | 0.07%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272720.25    | 0.03%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                            | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    176000 | PA      | $156368.96    | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    244000 | PA      | $172486.04    | 0.02%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MARKEL CORP                                    | Markel Corp                                                                     | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49972.47     | 0.01%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    546000 | PA      | $569123.10    | 0.07%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                            | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     67000 | PA      | $53137.70     | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    282000 | PA      | $322622.10    | 0.04%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     89000 | PA      | $74764.45     | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4296.75      | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67505.90     | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37058.69     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    252000 | PA      | $214038.72    | 0.03%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48825.87     | 0.01%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97040.45     | 0.01%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    384000 | PA      | $394298.88    | 0.05%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153619.85    | 0.02%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    303000 | PA      | $264661.41    | 0.03%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    496000 | PA      | $342344.16    | 0.04%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $142295.40    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     69000 | PA      | $70149.54     | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    228000 | PA      | $217138.08    | 0.03%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40036.50     | 0.00%             | 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        |    463000 | PA      | $456818.95    | 0.06%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107610.00    | 0.01%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    256000 | PA      | $245509.12    | 0.03%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $25203.50     | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57691.97     | 0.01%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1311872.10   | 0.16%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    149000 | PA      | $97221.01     | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    156000 | PA      | $117538.20    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45350.77     | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $197683.15    | 0.02%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                 | Legg Mason Inc                                                                  | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    438000 | PA      | $443746.56    | 0.05%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    326000 | PA      | $307522.32    | 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        |    120000 | PA      | $105960.00    | 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        |    211000 | PA      | $170452.13    | 0.02%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    346000 | PA      | $295971.86    | 0.04%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    312000 | PA      | $232764.48    | 0.03%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    469000 | PA      | $451576.65    | 0.06%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27810.25     | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    209000 | PA      | $204197.18    | 0.02%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    456000 | PA      | $437121.60    | 0.05%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    241000 | PA      | $224554.16    | 0.03%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $93278.90     | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    846000 | PA      | $895245.66    | 0.11%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    177000 | PA      | $136406.82    | 0.02%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    239000 | PA      | $184572.53    | 0.02%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    675000 | PA      | $495051.75    | 0.06%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    377000 | PA      | $432520.79    | 0.05%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2955000 | PA      | $2904085.35   | 0.36%             | 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        |    230000 | PA      | $213164.00    | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    158000 | PA      | $172676.62    | 0.02%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $220612.70    | 0.03%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                           | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    228000 | PA      | $228855.00    | 0.03%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                 | Prudential PLC                                                                  | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $142097.60    | 0.02%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| CAMPBELL SOUP CO                               | Campbell Soup Co                                                                | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171515.30    | 0.02%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    434000 | PA      | $406245.70    | 0.05%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC                                                                       | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    226000 | PA      | $167886.36    | 0.02%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $182916.24    | 0.02%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    146000 | PA      | $138028.40    | 0.02%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    227000 | PA      | $210780.85    | 0.03%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260734.95    | 0.03%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    961000 | PA      | $932016.24    | 0.11%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    176000 | PA      | $118027.36    | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    595000 | PA      | $580119.05    | 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        |    382000 | PA      | $363450.08    | 0.04%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     91000 | PA      | $64346.10     | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    183000 | PA      | $148283.07    | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    320000 | PA      | $231577.60    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $79135.78     | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30295.50     | 0.00%             | 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        |      5000 | PA      | $4765.10      | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    313000 | PA      | $296795.99    | 0.04%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $189118.60    | 0.02%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11492.25     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     67000 | PA      | $52626.49     | 0.01%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10208.60     | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     61000 | PA      | $52517.95     | 0.01%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    117000 | PA      | $126720.36    | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    202000 | PA      | $185557.20    | 0.02%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    203000 | PA      | $188798.12    | 0.02%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14130.45     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                         | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $57306.90     | 0.01%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    209000 | PA      | $188628.77    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200652.00    | 0.02%             | 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        |    100000 | PA      | $103555.00    | 0.01%             | 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        |     73000 | PA      | $68461.59     | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    222000 | PA      | $152880.30    | 0.02%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $92820.70     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    183000 | PA      | $177367.26    | 0.02%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198391.50    | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205440.00    | 0.03%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33964.00     | 0.00%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    287000 | PA      | $227441.76    | 0.03%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $870768.30    | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAA7<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $87523.57     | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140182.00    | 0.02%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $161858.00    | 0.02%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    618000 | PA      | $553548.78    | 0.07%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    165000 | PA      | $120068.85    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79266.60     | 0.01%             | 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        |    185000 | PA      | $178861.70    | 0.02%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    117000 | PA      | $102487.32    | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      5080 | PA      | $5077.21      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    525000 | PA      | $447793.50    | 0.05%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    223000 | PA      | $203984.79    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150867.18    | 0.02%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43392.16     | 0.01%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44010.33     | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    496000 | PA      | $496064.48    | 0.06%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    126000 | PA      | $135056.88    | 0.02%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    208000 | PA      | $192797.28    | 0.02%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    436000 | PA      | $412848.40    | 0.05%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18893.80     | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    271000 | PA      | $226604.78    | 0.03%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31542.14     | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62355.51     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53607.96     | 0.01%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 29444GAJ6<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     39000 | PA      | $42072.81     | 0.01%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34879.68     | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                            | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129295.40    | 0.02%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106696.25    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    206000 | PA      | $163819.44    | 0.02%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    118000 | PA      | $106518.60    | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19769.60     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63417.48     | 0.01%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                           | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    284000 | PA      | $268709.44    | 0.03%             | 2026-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    181000 | PA      | $170232.31    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    137000 | PA      | $110790.53    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42380.40     | 0.01%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    226000 | PA      | $186049.98    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184822.20    | 0.02%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    211000 | PA      | $184004.66    | 0.02%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    234000 | PA      | $181434.24    | 0.02%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     42000 | PA      | $32051.04     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59535.63     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                       | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    142000 | PA      | $133678.80    | 0.02%             | 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        |    200000 | PA      | $230518.00    | 0.03%             | 2031-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144969.06    | 0.02%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      2000 | PA      | $1903.06      | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                       | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55718.25     | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    275000 | PA      | $219584.75    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $943527.50    | 0.12%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    152000 | PA      | $159748.96    | 0.02%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $299171.40    | 0.04%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    291000 | PA      | $283009.14    | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                     | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14787.00     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     75000 | PA      | $52788.00     | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    187000 | PA      | $177186.24    | 0.02%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $988308.60    | 0.12%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165655.00    | 0.02%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44566.20     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                  | Ingredion Inc                                                                   | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121773.60    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | 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        |     75000 | PA      | $65523.75     | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     84000 | PA      | $71202.60     | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rohm & Haas Co                                 | Rohm and Haas Co                                                                | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $47139.54     | 0.01%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18533.00     | 0.00%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1598.98      | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    212000 | PA      | $177490.64    | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    289000 | PA      | $239430.72    | 0.03%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    159000 | PA      | $131237.01    | 0.02%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $17835.50     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     20000 | PA      | $15907.00     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23710.56     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82158.30     | 0.01%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1351000 | PA      | $1158063.69   | 0.14%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     37000 | PA      | $29370.23     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     17000 | PA      | $15869.50     | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38672.05     | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102191.42    | 0.01%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                              | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $357558.75    | 0.04%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7056.42      | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9190.70      | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121966.60    | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1051925.17   | 0.13%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                     | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    178000 | PA      | $163768.90    | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24735.50     | 0.00%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $216703.98    | 0.03%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    174000 | PA      | $190427.34    | 0.02%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     86000 | PA      | $87930.70     | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $224631.00    | 0.03%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $714137.10    | 0.09%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149509.90    | 0.02%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    417000 | PA      | $386454.75    | 0.05%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    981000 | PA      | $959555.34    | 0.12%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75919.68     | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93069.90     | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    272000 | PA      | $209717.44    | 0.03%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    261000 | PA      | $231553.98    | 0.03%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167678.00    | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60218.88     | 0.01%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                               | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     77000 | PA      | $70727.58     | 0.01%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    115000 | PA      | $104395.85    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    933000 | PA      | $961848.36    | 0.12%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1130855.64   | 0.14%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                    | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23969.66     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199943.55    | 0.02%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     46000 | PA      | $52982.34     | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    221000 | PA      | $236889.90    | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    274000 | PA      | $258044.98    | 0.03%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     53000 | PA      | $50414.66     | 0.01%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    645000 | PA      | $529977.15    | 0.06%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    254000 | PA      | $239003.84    | 0.03%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                           | Western Union Co/The                                                            | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    561000 | PA      | $534380.55    | 0.07%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    257000 | PA      | $244311.91    | 0.03%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    252000 | PA      | $208603.08    | 0.03%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                           | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47322.90     | 0.01%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $13973.85     | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26884.48     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    282000 | PA      | $202580.34    | 0.02%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41109.60     | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $74076.96     | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                    | Markel Corp                                                                     | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28143.04     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38527.06     | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    254000 | PA      | $207617.06    | 0.03%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    141000 | PA      | $121802.85    | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    964000 | PA      | $694176.40    | 0.08%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    385000 | PA      | $325567.55    | 0.04%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319539.00    | 0.04%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     32000 | PA      | $27315.84     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78763.23     | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22553.76     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90735.45     | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85049.40     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    568000 | PA      | $524496.88    | 0.06%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    227000 | PA      | $203044.69    | 0.02%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $21950.25     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $424764.00    | 0.05%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    214000 | PA      | $143780.18    | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    592000 | PA      | $572866.56    | 0.07%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     79000 | PA      | $67211.62     | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156720.30    | 0.02%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                  | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71516.56     | 0.01%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284557.00    | 0.03%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $285600.00    | 0.03%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287583.70    | 0.04%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $200694.50    | 0.02%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Edison International                           | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    248000 | PA      | $229789.36    | 0.03%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $159435.00    | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    137000 | PA      | $109375.32    | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    508000 | PA      | $402701.76    | 0.05%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                       | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $40931.80     | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155216.75    | 0.02%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    486000 | PA      | $457904.34    | 0.06%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66885.84     | 0.01%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    254000 | PA      | $203347.32    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                             | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    111000 | PA      | $90406.17     | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88571.42     | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    465000 | PA      | $443112.45    | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86574.67     | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54943.70     | 0.01%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57392.85     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60709.35     | 0.01%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65992.29     | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120229.20    | 0.01%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8843.00      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    124000 | PA      | $78198.12     | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87070.50     | 0.01%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80510.64     | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $327769.75    | 0.04%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    409000 | PA      | $415973.45    | 0.05%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34089.00     | 0.00%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    389000 | PA      | $401269.06    | 0.05%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    173000 | PA      | $164208.14    | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74326.71     | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $122432.42    | 0.01%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    375000 | PA      | $342078.75    | 0.04%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    141000 | PA      | $118524.60    | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     40000 | PA      | $30981.60     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                        | Magna International Inc                                                         | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19663.20     | 0.00%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    254000 | PA      | $162999.42    | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46222.50     | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    112000 | PA      | $103766.88    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    131000 | PA      | $113164.35    | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    207000 | PA      | $196521.66    | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $993088.00    | 0.12%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $118421.18    | 0.01%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $167062.50    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    120000 | PA      | $93278.40     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     99000 | PA      | $86459.67     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $72373.30     | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    128000 | PA      | $128410.88    | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38697.75     | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    112000 | PA      | $94146.08     | 0.01%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    390000 | PA      | $340735.20    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9953.02      | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                                      | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    226000 | PA      | $223249.58    | 0.03%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $169569.90    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    712000 | PA      | $691088.56    | 0.08%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148226.22    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38708.80     | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     12000 | PA      | $11894.52     | 0.00%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182057.75    | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267965.50    | 0.03%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    311000 | PA      | $245018.24    | 0.03%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    198000 | PA      | $173473.74    | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109325.97    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                                                   | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111685.96    | 0.01%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                                                            | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    197000 | PA      | $196542.96    | 0.02%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129737.70    | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64650.00     | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    127000 | PA      | $108621.83    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62691.85     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40653.90     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25661.10     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                            | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $139692.30    | 0.02%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                             | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    163000 | PA      | $107586.52    | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42932.50     | 0.01%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104949.88    | 0.01%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72681.07     | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96165.36     | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    164000 | PA      | $145748.44    | 0.02%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72370.08     | 0.01%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    246000 | PA      | $191476.56    | 0.02%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    359000 | PA      | $347257.11    | 0.04%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    843000 | PA      | $913146.03    | 0.11%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    645000 | PA      | $625598.40    | 0.08%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130666.90    | 0.02%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18536.75     | 0.00%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $158006.00    | 0.02%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    329000 | PA      | $270033.33    | 0.03%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25315.25     | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     57000 | PA      | $46584.96     | 0.01%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     99000 | PA      | $83344.14     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    228000 | PA      | $159973.92    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    162000 | PA      | $147562.56    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119366.58    | 0.01%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                       | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50266.79     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $376807.20    | 0.05%             | 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        |    192000 | PA      | $161696.64    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                               | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $25270.75     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    274000 | PA      | $259494.44    | 0.03%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $71863.75     | 0.01%             | 2060-08-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $173206.55    | 0.02%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147316.90    | 0.02%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $251862.10    | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    116000 | PA      | $106193.36    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75684.18     | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     71000 | PA      | $58279.64     | 0.01%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                              | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39341.70     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    432000 | PA      | $438592.32    | 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        |     22000 | PA      | $21617.64     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                            | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $69922.90     | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1539334.35   | 0.19%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    358000 | PA      | $448287.60    | 0.05%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     76000 | PA      | $65854.00     | 0.01%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $14586.20     | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $115218.00    | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    289000 | PA      | $231931.17    | 0.03%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41162.88     | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $65072.97     | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $185749.65    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                 | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $181754.25    | 0.02%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4893.85      | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    229000 | PA      | $217302.68    | 0.03%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    248000 | PA      | $215293.76    | 0.03%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65422.95     | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $170885.40    | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    384000 | PA      | $341303.04    | 0.04%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                         | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21778.75     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                         | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    373000 | PA      | $426730.65    | 0.05%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    627000 | PA      | $594095.04    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56117.44     | 0.01%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    272000 | PA      | $233743.20    | 0.03%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                              | Brown-Forman Corp                                                               | CUSIP: 115637AS9<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197547.92    | 0.02%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    184000 | PA      | $159189.44    | 0.02%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102789.50    | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1197000 | PA      | $1167876.99   | 0.14%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    221000 | PA      | $179485.15    | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    890000 | PA      | $837694.70    | 0.10%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    465000 | PA      | $432073.35    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    214000 | PA      | $171906.20    | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15845.40     | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $61120.71     | 0.01%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    268000 | PA      | $265341.44    | 0.03%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56192.94     | 0.01%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149006.55    | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    562000 | PA      | $529909.80    | 0.06%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    593000 | PA      | $533083.28    | 0.07%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    132000 | PA      | $107507.40    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    102000 | PA      | $103212.78    | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    244000 | PA      | $221759.40    | 0.03%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $278086.25    | 0.03%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    234000 | PA      | $178001.46    | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196540.96    | 0.02%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15810.72     | 0.00%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                        | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $74395.45     | 0.01%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197942.55    | 0.02%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48762.60     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87432.96     | 0.01%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87347.75     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    286000 | PA      | $245456.64    | 0.03%             | 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        |    108000 | PA      | $101834.28    | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201449.25    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                            | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148388.40    | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209688.60    | 0.03%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                   | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144556.50    | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88710.44     | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     27000 | PA      | $21494.43     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97016.50     | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109515.90    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     56000 | PA      | $48881.84     | 0.01%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    108000 | PA      | $98758.44     | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    207000 | PA      | $205449.57    | 0.03%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    131000 | PA      | $126411.07    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      3000 | PA      | $2843.37      | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $92436.90     | 0.01%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    413000 | PA      | $418736.57    | 0.05%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    253000 | PA      | $237986.98    | 0.03%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    138000 | PA      | $114346.80    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    228000 | PA      | $216611.40    | 0.03%             | 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        |    618000 | PA      | $608334.48    | 0.07%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133923.40    | 0.02%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70850.56     | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     38000 | PA      | $35792.20     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    336000 | PA      | $308286.72    | 0.04%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2330812.96   | 0.28%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    299000 | PA      | $289408.08    | 0.04%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    877000 | PA      | $857881.40    | 0.10%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    208000 | PA      | $166736.96    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    184000 | PA      | $169784.16    | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    182000 | PA      | $162431.36    | 0.02%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    918000 | PA      | $900365.22    | 0.11%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $455971.50    | 0.06%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    120000 | PA      | $99003.60     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47409.95     | 0.01%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                              | CBRE Services Inc                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1113112.00   | 0.14%             | 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        |     85000 | PA      | $81022.00     | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348250.00    | 0.04%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    338000 | PA      | $232060.66    | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    198000 | PA      | $174673.62    | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    202000 | PA      | $181036.44    | 0.02%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    224000 | PA      | $210719.04    | 0.03%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    443000 | PA      | $414076.53    | 0.05%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    323000 | PA      | $259288.25    | 0.03%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |      7000 | PA      | $5742.94      | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18704.17     | 0.00%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $1862587.20   | 0.23%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78399.00     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    672000 | PA      | $656093.76    | 0.08%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     25000 | PA      | $20409.50     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    206000 | PA      | $145940.70    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122033.52    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49173.18     | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53523.64     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VERISK ANALYTICS INC                           | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     97000 | PA      | $68851.57     | 0.01%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71836.66     | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    392000 | PA      | $370040.16    | 0.05%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    266000 | PA      | $217204.96    | 0.03%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120856.86    | 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        |    191000 | PA      | $180195.13    | 0.02%             | 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        |    137000 | PA      | $131109.00    | 0.02%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94650.66     | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1068178.16   | 0.13%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22771.00     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                        | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    842000 | PA      | $794199.66    | 0.10%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44018.40     | 0.01%             | 2049-12-15      | Fixed         | 4.50%                 | 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        |    102000 | PA      | $100338.42    | 0.01%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112747.36    | 0.01%             | 2024-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     56000 | PA      | $53357.92     | 0.01%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    287000 | PA      | $276246.11    | 0.03%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1868.52      | 0.00%             | 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        |   6000000 | PA      | $5833260.00   | 0.71%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $167375.18    | 0.02%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    643000 | PA      | $733103.59    | 0.09%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9619.60      | 0.00%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $305536.75    | 0.04%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    127000 | PA      | $121268.49    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52785.70     | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    122000 | PA      | $97048.56     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    368000 | PA      | $329897.28    | 0.04%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27188.75     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    641000 | PA      | $631776.01    | 0.08%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192302.80    | 0.02%             | 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        |   1302000 | PA      | $1286037.48   | 0.16%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    132000 | PA      | $96420.72     | 0.01%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1718012.52   | 0.21%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| NBCUniversal Media LLC                         | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138199.10    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    693000 | PA      | $667857.96    | 0.08%             | 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        |    137000 | PA      | $117989.88    | 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        |    169000 | PA      | $161438.94    | 0.02%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    128000 | PA      | $111050.24    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    286000 | PA      | $274488.50    | 0.03%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    179000 | PA      | $123187.80    | 0.02%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37743.81     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    511000 | PA      | $476573.93    | 0.06%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     93000 | PA      | $82730.94     | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    211000 | PA      | $179835.30    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    107000 | PA      | $94219.92     | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    183000 | PA      | $159499.14    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    169000 | PA      | $157523.21    | 0.02%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112352.50    | 0.01%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    203000 | PA      | $177600.64    | 0.02%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25684.33     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                        | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10813.80     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    242000 | PA      | $200818.86    | 0.02%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    170000 | PA      | $120397.40    | 0.01%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    193000 | PA      | $154992.51    | 0.02%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $78619.41     | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42310.71     | 0.01%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     92000 | PA      | $79225.80     | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48711.04     | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $179920.44    | 0.02%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    801000 | PA      | $656475.57    | 0.08%             | 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        |    153000 | PA      | $143107.02    | 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        |    132000 | PA      | $102569.28    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $209460.75    | 0.03%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $192527.80    | 0.02%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    245000 | PA      | $203376.95    | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    218000 | PA      | $214309.26    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    137000 | PA      | $97901.57     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87630.00     | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218332.00    | 0.03%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169658.00    | 0.02%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    162000 | PA      | $103057.92    | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $53643.20     | 0.01%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30604.20     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    198000 | PA      | $136287.36    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     32000 | PA      | $28881.60     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |   2624000 | PA      | $2554070.40   | 0.31%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAE8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83625.55     | 0.01%             | 2024-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                                     | Lafarge SA                                                                      | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $59722.85     | 0.01%             | 2036-07-15      | Fixed         | 7.13%                 | 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        |   1635000 | PA      | $1518588.00   | 0.19%             | 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        |    257000 | PA      | $237208.43    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Lear Corp                                      | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56318.40     | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    203000 | PA      | $149799.79    | 0.02%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    254000 | PA      | $191246.76    | 0.02%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AG4<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24104.25     | 0.00%             | 2025-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    964000 | PA      | $905032.12    | 0.11%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    191000 | PA      | $167193.76    | 0.02%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    317000 | PA      | $317681.55    | 0.04%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172198.00    | 0.02%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    239000 | PA      | $229069.55    | 0.03%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    494000 | PA      | $344169.80    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50592.60     | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    211000 | PA      | $196738.51    | 0.02%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $82736.10     | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $262385.82    | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $65231.25     | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4976.40      | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46734.50     | 0.01%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                           | Physicians Realty LP                                                            | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     24000 | PA      | $22039.20     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    107000 | PA      | $97466.30     | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    353000 | PA      | $331802.35    | 0.04%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    264000 | PA      | $187585.20    | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    226000 | PA      | $211271.58    | 0.03%             | 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        |     60000 | PA      | $56755.80     | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $377096.00    | 0.05%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    327000 | PA      | $253928.58    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8610.60      | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    161000 | PA      | $142101.82    | 0.02%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: —       |
| MDC HOLDINGS INC                               | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    102000 | PA      | $56704.86     | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                           | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50624.20     | 0.01%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25102.75     | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $46881.60     | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $106595.14    | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    111000 | PA      | $122933.61    | 0.02%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     15000 | PA      | $19298.70     | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     79000 | PA      | $62227.51     | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    213000 | PA      | $235198.86    | 0.03%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     68000 | PA      | $56238.04     | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    413000 | PA      | $290000.34    | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184408.18    | 0.02%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $356180.00    | 0.04%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5497.20      | 0.00%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47102XAJ4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    757000 | PA      | $747227.13    | 0.09%             | 2025-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    154000 | PA      | $137221.70    | 0.02%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221017.50    | 0.03%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $515285.00    | 0.06%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     82000 | PA      | $74227.22     | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69072.85     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    975000 | PA      | $863430.75    | 0.11%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104406.50    | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    373000 | PA      | $348572.23    | 0.04%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    264000 | PA      | $239022.96    | 0.03%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125343.00    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    344000 | PA      | $320972.64    | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    156000 | PA      | $134779.32    | 0.02%             | 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        |     23000 | PA      | $21779.85     | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163672.32    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    129000 | PA      | $116586.33    | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1335427.92   | 0.16%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    401000 | PA      | $405499.22    | 0.05%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     10000 | PA      | $8488.60      | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $88030.20     | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    171000 | PA      | $144720.72    | 0.02%             | 2049-03-09      | Fixed         | 4.55%                 | 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        |    371000 | PA      | $334523.28    | 0.04%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31673.60     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96908.28     | 0.01%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    238000 | PA      | $193167.94    | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46577.44     | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77333.90     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    156000 | PA      | $149905.08    | 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        |    316000 | PA      | $266138.36    | 0.03%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    178000 | PA      | $172825.54    | 0.02%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     88000 | PA      | $78451.12     | 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        |    172000 | PA      | $161963.80    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    236000 | PA      | $228724.12    | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    513000 | PA      | $482312.34    | 0.06%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    148000 | PA      | $127601.16    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137438.65    | 0.02%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CP5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    259000 | PA      | $248873.10    | 0.03%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    162000 | PA      | $138024.00    | 0.02%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30264.92     | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $866806.20    | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     91000 | PA      | $77895.09     | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1369332.44   | 0.17%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14016.96     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    212000 | PA      | $128491.08    | 0.02%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     89000 | PA      | $81552.48     | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $85924.68     | 0.01%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14825.55     | 0.00%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16221.30     | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                            | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13433.14     | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                         | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1802.52      | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    315000 | PA      | $244991.25    | 0.03%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    233000 | PA      | $205883.46    | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                      | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    287000 | PA      | $178915.80    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13536.36     | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MAN INC                       | Brookfield Asset Management Inc                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    334000 | PA      | $327684.06    | 0.04%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119076.25    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    251000 | PA      | $208729.09    | 0.03%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232764.00    | 0.03%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    164000 | PA      | $150207.60    | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    112000 | PA      | $84889.28     | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    222000 | PA      | $223722.72    | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    271000 | PA      | $240992.17    | 0.03%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                | TC PipeLines LP                                                                 | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57985.79     | 0.01%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $266607.60    | 0.03%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66977.30     | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    346000 | PA      | $282543.60    | 0.03%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    102000 | PA      | $94746.78     | 0.01%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    139000 | PA      | $126555.33    | 0.02%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    369000 | PA      | $306207.27    | 0.04%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    182000 | PA      | $154547.12    | 0.02%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    461000 | PA      | $483648.93    | 0.06%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $153720.70    | 0.02%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115332.33    | 0.01%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    479000 | PA      | $490960.63    | 0.06%             | 2049-01-23      | Fixed         | 5.55%                 | 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        |    331000 | PA      | $321414.24    | 0.04%             | 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        |     24000 | PA      | $23545.20     | 0.00%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     64000 | PA      | $49794.56     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186558.00    | 0.02%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    650000 | PA      | $513513.00    | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    107000 | PA      | $89576.12     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    232000 | PA      | $181911.20    | 0.02%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP Inc                                         | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $409999.80    | 0.05%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60191.10     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | 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        |    123000 | PA      | $108553.65    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $59462.55     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    382000 | PA      | $299785.96    | 0.04%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78525.70     | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    296000 | PA      | $206042.64    | 0.03%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62574.40     | 0.01%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    226000 | PA      | $208048.82    | 0.03%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37202.49     | 0.00%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $64702.57     | 0.01%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115928.75    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39373.94     | 0.00%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    162000 | PA      | $99048.42     | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    241000 | PA      | $176669.87    | 0.02%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200404.00    | 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        |    233000 | PA      | $209686.02    | 0.03%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                  | Discover Bank                                                                   | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    256000 | PA      | $205158.40    | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25623.75     | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    153000 | PA      | $133139.07    | 0.02%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $218374.35    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc                                                                    | CUSIP: 189754AA2<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    247000 | PA      | $241758.66    | 0.03%             | 2025-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55531.96     | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101694.00    | 0.01%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                           | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $149056.50    | 0.02%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    212000 | PA      | $180674.88    | 0.02%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27835.20     | 0.00%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     76000 | PA      | $71410.36     | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59290.05     | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    550000 | PA      | $490759.50    | 0.06%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Telefonica Europe BV                           | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    189000 | PA      | $213365.88    | 0.03%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7380000 | PA      | $7275351.60   | 0.89%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    114000 | PA      | $106673.22    | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1159392.00   | 0.14%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $250237.60    | 0.03%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9395.80      | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    232000 | PA      | $212996.88    | 0.03%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    182000 | PA      | $173977.44    | 0.02%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    114000 | PA      | $104979.18    | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    254000 | PA      | $204762.10    | 0.03%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    745000 | PA      | $693185.25    | 0.08%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                       | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129757.20    | 0.02%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55990.35     | 0.01%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20711.00     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    334000 | PA      | $316388.18    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64440.42     | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24482.70     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $58954.77     | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56923.37     | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109105.20    | 0.01%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    332000 | PA      | $299221.64    | 0.04%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    228000 | PA      | $207612.24    | 0.03%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    358000 | PA      | $343522.48    | 0.04%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    251000 | PA      | $167040.50    | 0.02%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49809.40     | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2328924.78   | 0.28%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| VALERO ENERGY PARTNERS                         | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    207000 | PA      | $203158.08    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26094.08     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     11000 | PA      | $9826.74      | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    254000 | PA      | $311150.00    | 0.04%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    207000 | PA      | $183642.12    | 0.02%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $192189.60    | 0.02%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $77873.86     | 0.01%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40249.60     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $214671.05    | 0.03%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69951.52     | 0.01%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    144000 | PA      | $121541.76    | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    241000 | PA      | $213251.26    | 0.03%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $349526.34    | 0.04%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    441000 | PA      | $330904.35    | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    601000 | PA      | $570018.45    | 0.07%             | 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        |    468000 | PA      | $434561.40    | 0.05%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    266000 | PA      | $225921.78    | 0.03%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101862.88    | 0.01%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    194000 | PA      | $164942.68    | 0.02%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                 | AutoNation Inc                                                                  | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26312.31     | 0.00%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79574.55     | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    288000 | PA      | $242775.36    | 0.03%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13549.06     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147585.00    | 0.02%             | 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        |      5000 | PA      | $3919.20      | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     98000 | PA      | $113759.38    | 0.01%             | 2040-01-15      | Fixed         | 7.38%                 | 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        |    420000 | PA      | $374568.60    | 0.05%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20151.78     | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61419.00     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    425000 | PA      | $271787.50    | 0.03%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94848.30     | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $97724.20     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53121.50     | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28722.74     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  45530918 | NS      | $45535471.09  | 5.57%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1150856.90   | 0.14%             | 2024-12-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84243.20     | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $104097.08    | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71643.60     | 0.01%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    148000 | PA      | $134113.16    | 0.02%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76483.67     | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4723.05      | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    502000 | PA      | $549870.72    | 0.07%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    247000 | PA      | $238182.10    | 0.03%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452155.00    | 0.06%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50126.38     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33045.50     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                        | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BQ6<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    236000 | PA      | $223100.24    | 0.03%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                            | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    254000 | PA      | $195165.98    | 0.02%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    229000 | PA      | $259315.02    | 0.03%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    190000 | PA      | $139232.00    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    125000 | PA      | $105300.00    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                      | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16770.40     | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                   | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    213000 | PA      | $202490.58    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $494054.95    | 0.06%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    132000 | PA      | $118819.80    | 0.01%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     99000 | PA      | $84488.58     | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    458000 | PA      | $435732.04    | 0.05%             | 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        |     18000 | PA      | $15521.94     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    221000 | PA      | $203532.16    | 0.02%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20669.40     | 0.00%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80441.70     | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    544000 | PA      | $451835.52    | 0.06%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    261000 | PA      | $274887.81    | 0.03%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    189000 | PA      | $159771.15    | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61248.00     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    135000 | PA      | $105557.85    | 0.01%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    812000 | PA      | $780599.96    | 0.10%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27985.16     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    187000 | PA      | $172096.10    | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $36486.78     | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    112000 | PA      | $83194.72     | 0.01%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    238000 | PA      | $229391.54    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     67000 | PA      | $72672.22     | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Avangrid Inc                                   | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   4297000 | PA      | $3942626.41   | 0.48%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158587.90    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                     | Kellogg Co                                                                      | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    902000 | PA      | $735932.78    | 0.09%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    333000 | PA      | $286759.62    | 0.04%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    514000 | PA      | $475928.02    | 0.06%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| ASSURANT INC                                   | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    199000 | PA      | $170608.67    | 0.02%             | 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        |     40000 | PA      | $36355.60     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    117000 | PA      | $100300.59    | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     27000 | PA      | $22248.00     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79006.48     | 0.01%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                             | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    196000 | PA      | $186164.72    | 0.02%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    512000 | PA      | $571397.12    | 0.07%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78867.43     | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                         | Franklin Resources Inc                                                          | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44027.06     | 0.01%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    252000 | PA      | $222677.28    | 0.03%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75712.50     | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    156000 | PA      | $132679.56    | 0.02%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2228000 | PA      | $1792047.24   | 0.22%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    597000 | PA      | $548869.86    | 0.07%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    416000 | PA      | $373784.32    | 0.05%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $42783.65     | 0.01%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56469.40     | 0.01%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    147000 | PA      | $138340.23    | 0.02%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    113000 | PA      | $98173.27     | 0.01%             | 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        |    124000 | PA      | $117011.36    | 0.01%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1181962.04   | 0.14%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    743000 | PA      | $799832.07    | 0.10%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    192000 | PA      | $148634.88    | 0.02%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    423000 | PA      | $402192.63    | 0.05%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1575513.42   | 0.19%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271RAA7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    354000 | PA      | $348378.48    | 0.04%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    437000 | PA      | $426236.69    | 0.05%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134925.00    | 0.02%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19056.80     | 0.00%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $141284.80    | 0.02%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77473.60     | 0.01%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    354000 | PA      | $349617.48    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    558000 | PA      | $541338.12    | 0.07%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    667000 | PA      | $578362.37    | 0.07%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BE9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9698.90      | 0.00%             | 2024-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6403.67      | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217223.50    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     92000 | PA      | $101671.04    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    174000 | PA      | $166575.42    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     67000 | PA      | $51807.08     | 0.01%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    156000 | PA      | $140588.76    | 0.02%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                               | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1697916.48   | 0.21%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                            | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51092.60     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $14440.65     | 0.00%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    215000 | PA      | $158992.50    | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    837000 | PA      | $759770.01    | 0.09%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     77000 | PA      | $58630.11     | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48840.75     | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    128000 | PA      | $144843.52    | 0.02%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    273000 | PA      | $230938.89    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    325000 | PA      | $205624.25    | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1075975.00   | 0.13%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151779.60    | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105107.17    | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88526.70     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    143000 | PA      | $137660.38    | 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        |      6000 | PA      | $5388.60      | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105578.00    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                       | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      5000 | PA      | $4359.85      | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    139000 | PA      | $132521.21    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25856.69     | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65164.29     | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183954.60    | 0.02%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131705.14    | 0.02%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    294000 | PA      | $287173.32    | 0.04%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $100596.65    | 0.01%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80509.24     | 0.01%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76602.90     | 0.01%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    151000 | PA      | $133523.26    | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1106648.66   | 0.14%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $389516.85    | 0.05%             | 2025-08-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1131775.20   | 0.14%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13317.15     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50059.20     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    412000 | PA      | $392442.36    | 0.05%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     83000 | PA      | $69392.15     | 0.01%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    445000 | PA      | $421521.80    | 0.05%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    181000 | PA      | $150867.12    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72624.24     | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145489.50    | 0.02%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                           | Cincinnati Financial Corp                                                       | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     51000 | PA      | $54946.89     | 0.01%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111120.00    | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3239000 | PA      | $3027104.62   | 0.37%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    288000 | PA      | $222560.64    | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36785.96     | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    125000 | PA      | $104997.50    | 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        |    546000 | PA      | $500654.70    | 0.06%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Cummins Inc                                    | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234511.55    | 0.03%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    107000 | PA      | $92090.62     | 0.01%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199562.00    | 0.02%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89261.90     | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $177348.60    | 0.02%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44632.00     | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                        | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    212000 | PA      | $204980.68    | 0.03%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    917000 | PA      | $907050.55    | 0.11%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87518.64     | 0.01%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78067.71     | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    256000 | PA      | $238077.44    | 0.03%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    294000 | PA      | $275037.00    | 0.03%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82579.20     | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     33000 | PA      | $30372.87     | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    251000 | PA      | $233301.99    | 0.03%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    229000 | PA      | $187807.48    | 0.02%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    201000 | PA      | $211940.43    | 0.03%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127437.60    | 0.02%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    208000 | PA      | $177172.32    | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413049.00    | 0.05%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    192000 | PA      | $213120.00    | 0.03%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     33000 | PA      | $37751.34     | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    131000 | PA      | $121074.13    | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    314000 | PA      | $279984.38    | 0.03%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $210008.50    | 0.03%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    844000 | PA      | $723704.68    | 0.09%             | 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        |     30000 | PA      | $29579.70     | 0.00%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                            | Block Financial LLC                                                             | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79724.80     | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    648000 | PA      | $615457.44    | 0.08%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                   | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    551000 | PA      | $519559.94    | 0.06%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BU6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109056.80    | 0.01%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    174000 | PA      | $144604.44    | 0.02%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    220000 | PA      | $161713.20    | 0.02%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    588000 | PA      | $543482.52    | 0.07%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116399.92    | 0.01%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212260.50    | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $114402.15    | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    249000 | PA      | $183219.18    | 0.02%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1051000 | PA      | $1266244.80   | 0.15%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $300517.75    | 0.04%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    420000 | PA      | $349120.80    | 0.04%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    206000 | PA      | $155663.90    | 0.02%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1316092.47   | 0.16%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151080.00    | 0.02%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142879.50    | 0.02%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    186000 | PA      | $172224.84    | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    597000 | PA      | $565561.98    | 0.07%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                                                   | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8912.70      | 0.00%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $56626.70     | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    695000 | PA      | $672662.70    | 0.08%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    198000 | PA      | $148555.44    | 0.02%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    123000 | PA      | $116399.82    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52275.24     | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178558.20    | 0.02%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   1664000 | PA      | $1623215.36   | 0.20%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     72000 | PA      | $84386.16     | 0.01%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    341000 | PA      | $279360.84    | 0.03%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $238307.40    | 0.03%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11725.84     | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    299000 | PA      | $244495.29    | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    155000 | PA      | $125901.85    | 0.02%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396190.00    | 0.05%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    328000 | PA      | $229101.44    | 0.03%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104160.00    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3849.28      | 0.00%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108086.82    | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                        | Ovintiv Exploration Inc                                                         | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14903.85     | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48871.30     | 0.01%             | 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        |     50000 | PA      | $42648.00     | 0.01%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    603000 | PA      | $584210.52    | 0.07%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    236000 | PA      | $166290.32    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                          | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    166000 | PA      | $131511.84    | 0.02%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82136.35     | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    482000 | PA      | $444982.40    | 0.05%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519000 | PA      | $343458.63    | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    820000 | PA      | $720066.60    | 0.09%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103074.00    | 0.01%             | 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        |     27000 | PA      | $23263.74     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                       | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57633.50     | 0.01%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132970.88    | 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        |    219000 | PA      | $200389.38    | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64405.44     | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     38000 | PA      | $41223.54     | 0.01%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    266000 | PA      | $212970.24    | 0.03%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    367000 | PA      | $319855.18    | 0.04%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     63000 | PA      | $72876.51     | 0.01%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    251000 | PA      | $214356.51    | 0.03%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52261.20     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    152000 | PA      | $145976.24    | 0.02%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    219000 | PA      | $235234.47    | 0.03%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    679000 | PA      | $636677.93    | 0.08%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18592.50     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2S7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12859.73     | 0.00%             | 2023-12-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    264000 | PA      | $199969.44    | 0.02%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    143000 | PA      | $120151.46    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    405000 | PA      | $366723.45    | 0.04%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    938000 | PA      | $593697.72    | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    207000 | PA      | $194863.59    | 0.02%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    198000 | PA      | $169359.30    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46937.34     | 0.01%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    263000 | PA      | $197702.36    | 0.02%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    118000 | PA      | $107756.42    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    465000 | PA      | $447897.30    | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35783.55     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300016.30    | 0.04%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    188000 | PA      | $157660.56    | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                 | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    236000 | PA      | $235351.00    | 0.03%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    176000 | PA      | $151500.80    | 0.02%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    316000 | PA      | $354387.68    | 0.04%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $172176.20    | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    221000 | PA      | $198853.59    | 0.02%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37850.40     | 0.00%             | 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        |   1660000 | PA      | $1426039.60   | 0.17%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193292.00    | 0.02%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Best Buy Co Inc                                | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1914069.01   | 0.23%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Valero Energy Corp                             | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    178000 | PA      | $163197.52    | 0.02%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    381000 | PA      | $326486.52    | 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        |     50000 | PA      | $45154.50     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    246000 | PA      | $181124.88    | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    376000 | PA      | $330394.96    | 0.04%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137468.80    | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $341797.05    | 0.04%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39175.50     | 0.00%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64462.44     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    627000 | PA      | $484564.41    | 0.06%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21163.80     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    253000 | PA      | $247917.23    | 0.03%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     56000 | PA      | $54770.24     | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51484.73     | 0.01%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $379580.46    | 0.05%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155315.50    | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                        | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    317000 | PA      | $304028.36    | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47426.29     | 0.01%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YAY5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    388000 | PA      | $383732.00    | 0.05%             | 2023-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $181575.65    | 0.02%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    202000 | PA      | $212875.68    | 0.03%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                    | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    327000 | PA      | $275445.18    | 0.03%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145561.60    | 0.02%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144427.45    | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    253000 | PA      | $236539.82    | 0.03%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    591000 | PA      | $571201.50    | 0.07%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                                                              | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12154.56     | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                   | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166112.00    | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                              | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92901.12     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                              | Kinross Gold Corp                                                               | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $188799.00    | 0.02%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $319010.45    | 0.04%             | 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        |     20000 | PA      | $19140.40     | 0.00%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    173000 | PA      | $155488.94    | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                             | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    113000 | PA      | $92423.83     | 0.01%             | 2030-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138994.00    | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150489.50    | 0.02%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    282000 | PA      | $264924.90    | 0.03%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    131000 | PA      | $103624.93    | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     70000 | PA      | $55624.10     | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    365000 | PA      | $270826.35    | 0.03%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    222000 | PA      | $212460.66    | 0.03%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52110.54     | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                        | American Express Credit Corp                                                    | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    345000 | PA      | $325041.75    | 0.04%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280249.20    | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $72658.85     | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   3970000 | PA      | $3424085.30   | 0.42%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    481000 | PA      | $434068.83    | 0.05%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    118000 | PA      | $99259.24     | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    507000 | PA      | $472655.82    | 0.06%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc                    | Brookfield Finance I UK Plc                                                     | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $7742.60      | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102600.00    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     71000 | PA      | $68482.34     | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136670.82    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    291000 | PA      | $284598.00    | 0.03%             | 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        |     20000 | PA      | $15592.40     | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    287000 | PA      | $249500.58    | 0.03%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    987000 | PA      | $890560.23    | 0.11%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    221000 | PA      | $166271.56    | 0.02%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    177000 | PA      | $183471.12    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    211000 | PA      | $225324.79    | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    798000 | PA      | $650042.82    | 0.08%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    329000 | PA      | $280492.24    | 0.03%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100509.00    | 0.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8705.10      | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1145951.55   | 0.14%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    336000 | PA      | $320769.12    | 0.04%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    213000 | PA      | $180532.41    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    179000 | PA      | $154971.04    | 0.02%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    358000 | PA      | $289135.12    | 0.04%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1419410.67   | 0.17%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    251000 | PA      | $242097.03    | 0.03%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    197000 | PA      | $165139.19    | 0.02%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    198000 | PA      | $135824.04    | 0.02%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    243000 | PA      | $209653.11    | 0.03%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Hubbell Inc                                    | Hubbell Inc                                                                     | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133914.20    | 0.02%             | 2026-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20110.00     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96319.55     | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    342000 | PA      | $329862.42    | 0.04%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125529.44    | 0.02%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $108433.50    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    113000 | PA      | $81511.42     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    263000 | PA      | $204514.06    | 0.03%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    124000 | PA      | $131824.40    | 0.02%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108098.10    | 0.01%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    139000 | PA      | $148008.59    | 0.02%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| BorgWarner Inc                                 | BorgWarner Inc                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102244.42    | 0.01%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc                                                                    | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    423000 | PA      | $418863.06    | 0.05%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75281.82     | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25685.52     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3752.55      | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    159000 | PA      | $156743.79    | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91638.90     | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $138499.88    | 0.02%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    166000 | PA      | $149944.48    | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    428000 | PA      | $411500.60    | 0.05%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    406000 | PA      | $359054.22    | 0.04%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89560.86     | 0.01%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162557.80    | 0.02%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $244345.60    | 0.03%             | 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        |    193000 | PA      | $184342.02    | 0.02%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                    | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40153.83     | 0.00%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    196000 | PA      | $181098.12    | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1142000 | PA      | $949367.44    | 0.12%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    168000 | PA      | $147986.16    | 0.02%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                         | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19673.50     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                       | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18255.72     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $586304.10    | 0.07%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74708.40     | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    286000 | PA      | $178918.74    | 0.02%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93043.00     | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34903.60     | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $321255.00    | 0.04%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    145000 | PA      | $120895.20    | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4403.00      | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $103304.28    | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    372000 | PA      | $352098.00    | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    265000 | PA      | $250711.20    | 0.03%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99840.44     | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $804549.20    | 0.10%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $1896231.68   | 0.23%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    165000 | PA      | $141527.10    | 0.02%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    888000 | PA      | $764505.84    | 0.09%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73283.00     | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    232000 | PA      | $173582.40    | 0.02%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114267.00    | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    313000 | PA      | $293005.56    | 0.04%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    182000 | PA      | $170419.34    | 0.02%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19384.64     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    364000 | PA      | $339622.92    | 0.04%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    337000 | PA      | $255011.27    | 0.03%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163409.10    | 0.02%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83354.00     | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $22751.10     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    421000 | PA      | $336896.83    | 0.04%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54494.00     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    503000 | PA      | $477769.52    | 0.06%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97360.20     | 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        |    604000 | PA      | $561279.08    | 0.07%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    343000 | PA      | $316520.40    | 0.04%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    740000 | PA      | $724201.00    | 0.09%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $43540.84     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $80183.52     | 0.01%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    237000 | PA      | $225780.42    | 0.03%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    308000 | PA      | $279864.20    | 0.03%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    111000 | PA      | $103288.83    | 0.01%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     98000 | PA      | $85124.76     | 0.01%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $8104.60      | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86063.01     | 0.01%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    208000 | PA      | $169243.36    | 0.02%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                            | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $229173.50    | 0.03%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $226868.15    | 0.03%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95170.74     | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     83000 | PA      | $95687.38     | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    123000 | PA      | $96958.44     | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88720.20     | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    420000 | PA      | $265918.80    | 0.03%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    227000 | PA      | $214553.59    | 0.03%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | MDC Holdings Inc                                                                | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9709.80      | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                      | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    184000 | PA      | $188327.68    | 0.02%             | 2025-03-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19471.20     | 0.00%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     80000 | PA      | $67618.40     | 0.01%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                             | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48605.60     | 0.01%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    208000 | PA      | $171150.72    | 0.02%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    519000 | PA      | $359340.03    | 0.04%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                          | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151542.40    | 0.02%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Baxter International Inc                       | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    228000 | PA      | $168088.44    | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $321534.60    | 0.04%             | 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        |     92000 | PA      | $85545.28     | 0.01%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    303000 | PA      | $279217.53    | 0.03%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Brown & Brown Inc                              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14083.95     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2151000 | PA      | $2059668.54   | 0.25%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30143.70     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $150526.74    | 0.02%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    136000 | PA      | $108881.60    | 0.01%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192228.00    | 0.02%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62007.75     | 0.01%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44904.20     | 0.01%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $272037.60    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    242000 | PA      | $177170.62    | 0.02%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     98000 | PA      | $108137.12    | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    205000 | PA      | $156810.65    | 0.02%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    255000 | PA      | $224688.15    | 0.03%             | 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        |    521000 | PA      | $487213.15    | 0.06%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    177000 | PA      | $157214.94    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    274000 | PA      | $280038.96    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65603.05     | 0.01%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25420.20     | 0.00%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $92844.25     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                             | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    179000 | PA      | $155094.55    | 0.02%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85160.24     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72943.60     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1542.02      | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13677.00     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $83177.50     | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    147000 | PA      | $130960.83    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    192000 | PA      | $169969.92    | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     60000 | PA      | $55954.20     | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    698000 | PA      | $621373.56    | 0.08%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBS8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    269000 | PA      | $232009.81    | 0.03%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    330000 | PA      | $219179.40    | 0.03%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82535.04     | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    139000 | PA      | $122817.62    | 0.02%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                            | ABB Finance USA Inc                                                             | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114316.80    | 0.01%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Regency Centers LP                             | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     40000 | PA      | $37335.60     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170066.75    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4651.10      | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    143000 | PA      | $116855.31    | 0.01%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61529.00     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $139292.12    | 0.02%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9133.20      | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1565000 | PA      | $1470520.95   | 0.18%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    151000 | PA      | $138285.80    | 0.02%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    262000 | PA      | $254451.78    | 0.03%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329598.20    | 0.04%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    193000 | PA      | $185351.41    | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | 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        |    290000 | PA      | $274351.60    | 0.03%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54705.75     | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    467000 | PA      | $407452.83    | 0.05%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                  | Comerica Bank                                                                   | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39240.69     | 0.00%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25502.31     | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    126000 | PA      | $111966.12    | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $188334.98    | 0.02%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                               | HSBC Bank USA NA/New York NY                                                    | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    258000 | PA      | $244411.14    | 0.03%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $84232.71     | 0.01%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AM8<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     84000 | PA      | $64729.56     | 0.01%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    543000 | PA      | $476107.83    | 0.06%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    851000 | PA      | $834584.21    | 0.10%             | 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        |   1830000 | PA      | $1756781.70   | 0.21%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $233551.65    | 0.03%             | 2032-05-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    183000 | PA      | $143999.04    | 0.02%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102515.00    | 0.01%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $84868.00     | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    144000 | PA      | $138255.84    | 0.02%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4945.15      | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104006.50    | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126703.20    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    137000 | PA      | $111622.12    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81390.90     | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57915.00     | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    219000 | PA      | $216617.28    | 0.03%             | 2043-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     81000 | PA      | $56442.42     | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     31000 | PA      | $26164.00     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23376.40     | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      5000 | PA      | $4107.75      | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79710.45     | 0.01%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    194000 | PA      | $202491.38    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $139278.60    | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104299.00    | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   4746000 | PA      | $3785931.66   | 0.46%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    115000 | PA      | $86618.00     | 0.01%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    195000 | PA      | $145707.90    | 0.02%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    219000 | PA      | $279581.97    | 0.03%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    308000 | PA      | $289803.36    | 0.04%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11149.90     | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $184204.75    | 0.02%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    138000 | PA      | $122520.54    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56460.38     | 0.01%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $78343.20     | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $411716.00    | 0.05%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    309000 | PA      | $284823.84    | 0.03%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    234000 | PA      | $200369.52    | 0.02%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    183000 | PA      | $149445.12    | 0.02%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121640.20    | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78095.00     | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    443000 | PA      | $306011.11    | 0.04%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    550000 | PA      | $488180.00    | 0.06%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    375000 | PA      | $361792.50    | 0.04%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292062.00    | 0.04%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    627000 | PA      | $616014.96    | 0.08%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    588000 | PA      | $536303.04    | 0.07%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121752.34    | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30394.98     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     86000 | PA      | $72934.02     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52220.70     | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215078.15    | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    126000 | PA      | $115965.36    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    317000 | PA      | $328716.32    | 0.04%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    239000 | PA      | $193996.30    | 0.02%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    142000 | PA      | $133650.40    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     95000 | PA      | $63315.60     | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    777000 | PA      | $707093.31    | 0.09%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    466000 | PA      | $524958.32    | 0.06%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174414.00    | 0.02%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    285000 | PA      | $231935.85    | 0.03%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65437.76     | 0.01%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102230.64    | 0.01%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $64574.64     | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1178024.64   | 0.14%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                                | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143964.76    | 0.02%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25831.25     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    755000 | PA      | $583705.60    | 0.07%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    318000 | PA      | $305763.36    | 0.04%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    714000 | PA      | $699141.66    | 0.09%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29391.45     | 0.00%             | 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        |    120000 | PA      | $116162.40    | 0.01%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $400193.20    | 0.05%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31664.70     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92016.21     | 0.01%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119431.90    | 0.01%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                          | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    159000 | PA      | $133547.28    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2463000 | PA      | $2254310.01   | 0.28%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    318000 | PA      | $339083.40    | 0.04%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    111000 | PA      | $95932.86     | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    367000 | PA      | $363939.22    | 0.04%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259806.00    | 0.03%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91650.94     | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    165000 | PA      | $172222.05    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    102000 | PA      | $75806.40     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    130000 | PA      | $124040.80    | 0.02%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    208000 | PA      | $181311.52    | 0.02%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    191000 | PA      | $191590.19    | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    133000 | PA      | $141978.83    | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96698.70     | 0.01%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1900.46      | 0.00%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    181000 | PA      | $165920.89    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $74124.75     | 0.01%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                            | Harley-Davidson Inc                                                             | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87555.48     | 0.01%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64007.10     | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77174.40     | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    257000 | PA      | $186885.26    | 0.02%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $248166.60    | 0.03%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    202000 | PA      | $179501.24    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    404000 | PA      | $376301.76    | 0.05%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199949.10    | 0.02%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1154068.24   | 0.14%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    182000 | PA      | $164247.72    | 0.02%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                           | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     35000 | PA      | $32337.55     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1858.14      | 0.00%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     97000 | PA      | $107270.36    | 0.01%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11641.95     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    133000 | PA      | $122841.46    | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $470929.25    | 0.06%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    502000 | PA      | $445846.28    | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    359000 | PA      | $338411.35    | 0.04%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15690.24     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37062.48     | 0.00%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $160598.10    | 0.02%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    273000 | PA      | $209565.72    | 0.03%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    213000 | PA      | $211381.20    | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4801.40      | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $258996.10    | 0.03%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    336000 | PA      | $295918.56    | 0.04%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAB5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $86511.76     | 0.01%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98558.40     | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    101000 | PA      | $94107.76     | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    293000 | PA      | $266650.51    | 0.03%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    743000 | PA      | $535613.84    | 0.07%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                           | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6602.75      | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    244000 | PA      | $223538.16    | 0.03%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    641000 | PA      | $445155.27    | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $111775.00    | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55914.36     | 0.01%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188834.10    | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72912.06     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85042.96     | 0.01%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    177000 | PA      | $155678.58    | 0.02%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                                                 | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80761.49     | 0.01%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Waste Connections Inc                          | Waste Connections Inc                                                           | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $47281.08     | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $195212.70    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                          | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52186.40     | 0.01%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    277000 | PA      | $262673.56    | 0.03%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |      6000 | PA      | $5627.82      | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60553.47     | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    633000 | PA      | $554691.57    | 0.07%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $77479.00     | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35801.85     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    561000 | PA      | $590390.79    | 0.07%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    141000 | PA      | $121061.19    | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    172000 | PA      | $161466.72    | 0.02%             | 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        |    257000 | PA      | $244157.71    | 0.03%             | 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        |    134000 | PA      | $109110.84    | 0.01%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    602000 | PA      | $423525.06    | 0.05%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Marathon Oil Corp                              | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204458.57    | 0.02%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4661.60      | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    811000 | PA      | $750750.81    | 0.09%             | 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        |     67000 | PA      | $63679.48     | 0.01%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    208000 | PA      | $196530.88    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     81000 | PA      | $64024.83     | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $149668.80    | 0.02%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    262000 | PA      | $228419.46    | 0.03%             | 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        |     50000 | PA      | $45833.50     | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $91398.25     | 0.01%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    141000 | PA      | $107900.25    | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162309.80    | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20769.00     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    156000 | PA      | $134578.08    | 0.02%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38415.34     | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    247000 | PA      | $236966.86    | 0.03%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17197.92     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1443606.32   | 0.18%             | 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        |    226000 | PA      | $221586.22    | 0.03%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                    | Markel Corp                                                                     | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46577.46     | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30100.94     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    245000 | PA      | $202272.00    | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     91000 | PA      | $98495.67     | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10855.20     | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $99959.58     | 0.01%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    281000 | PA      | $268374.67    | 0.03%             | 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        |    135000 | PA      | $116833.05    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    383000 | PA      | $348177.64    | 0.04%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $171920.70    | 0.02%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    166000 | PA      | $134727.26    | 0.02%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    178000 | PA      | $142919.76    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201171.80    | 0.02%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    166000 | PA      | $139961.24    | 0.02%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    331000 | PA      | $299058.50    | 0.04%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    192000 | PA      | $162708.48    | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33638.40     | 0.00%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                    | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    223000 | PA      | $176214.60    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                       | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7072.74      | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    390000 | PA      | $367890.90    | 0.04%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    192000 | PA      | $213360.00    | 0.03%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    266000 | PA      | $253745.38    | 0.03%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    283000 | PA      | $233002.39    | 0.03%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $167130.25    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29340.00     | 0.00%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                               | WestRock MWV LLC                                                                | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     18000 | PA      | $20269.08     | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    103000 | PA      | $93681.59     | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $176614.25    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $467072.00    | 0.06%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $85817.67     | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    326000 | PA      | $307235.44    | 0.04%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176889.28    | 0.02%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    173000 | PA      | $148769.62    | 0.02%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    207000 | PA      | $143034.93    | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    353000 | PA      | $331731.75    | 0.04%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55744.50     | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4581.30      | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1339244.60   | 0.16%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312426.00    | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99941.60     | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151712.00    | 0.02%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                            | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17567.20     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    187000 | PA      | $177618.21    | 0.02%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211383.80    | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $379606.50    | 0.05%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                         | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222485.00    | 0.03%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     55000 | PA      | $43618.85     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB                                                        | CUSIP: 86960BAX0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     71000 | PA      | $70241.01     | 0.01%             | 2023-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    189000 | PA      | $149890.23    | 0.02%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61457.25     | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22532.40     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     78000 | PA      | $59682.48     | 0.01%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111026.30    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    221000 | PA      | $170932.45    | 0.02%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74360.33     | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    256000 | PA      | $258560.00    | 0.03%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $32094.50     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    803000 | PA      | $784209.80    | 0.10%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $108199.00    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24156.90     | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60465.49     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53745.25     | 0.01%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    790000 | PA      | $684021.50    | 0.08%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    189000 | PA      | $164997.00    | 0.02%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                       | PVH Corp                                                                        | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $465422.40    | 0.06%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $145277.00    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    266000 | PA      | $272221.74    | 0.03%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $363022.80    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75790.94     | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    586000 | PA      | $485870.18    | 0.06%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    742000 | PA      | $477610.56    | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26854.00     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79412.10     | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $721319.40    | 0.09%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49609.45     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119131.25    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    369000 | PA      | $354343.32    | 0.04%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    287000 | PA      | $273424.90    | 0.03%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    835000 | PA      | $805374.20    | 0.10%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    432000 | PA      | $427070.88    | 0.05%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    213000 | PA      | $157551.84    | 0.02%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97364.00     | 0.01%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54406.56     | 0.01%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39357.78     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     64000 | PA      | $56280.96     | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    104000 | PA      | $112888.88    | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $153553.40    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    134000 | PA      | $128563.62    | 0.02%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    588000 | PA      | $572853.12    | 0.07%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $217087.35    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166823.80    | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    571000 | PA      | $531983.57    | 0.07%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                         | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146904.45    | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $287283.50    | 0.04%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                           | Physicians Realty LP                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    112000 | PA      | $106358.56    | 0.01%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244597.60    | 0.03%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108995.70    | 0.01%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     42000 | PA      | $33196.38     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81908.00     | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1492914.43   | 0.18%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429052.50    | 0.05%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27436.03     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAJ1<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    945000 | PA      | $939953.70    | 0.11%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1014070.00   | 0.12%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                     | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85380.30     | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8139.20      | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    208000 | PA      | $162025.76    | 0.02%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                            | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    185000 | PA      | $164983.00    | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51241.00     | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    451000 | PA      | $430655.39    | 0.05%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $62122.32     | 0.01%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    193000 | PA      | $179706.16    | 0.02%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     54000 | PA      | $59116.50     | 0.01%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162367.20    | 0.02%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    113000 | PA      | $106824.55    | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156571.20    | 0.02%             | 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        |    541000 | PA      | $486991.97    | 0.06%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    289000 | PA      | $290543.26    | 0.04%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    427000 | PA      | $392536.83    | 0.05%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112256.10    | 0.01%             | 2025-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    149000 | PA      | $128834.34    | 0.02%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $116182.96    | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43505.55     | 0.01%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                       | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1317000 | PA      | $1279702.56   | 0.16%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                              | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $115153.92    | 0.01%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     62000 | PA      | $44179.96     | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25850.88     | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    536000 | PA      | $523779.20    | 0.06%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    141000 | PA      | $119312.79    | 0.01%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Legrand France SA                              | Legrand France SA                                                               | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | FR        |    405000 | PA      | $437817.15    | 0.05%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    446000 | PA      | $412442.96    | 0.05%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                    | Markel Corp                                                                     | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    104000 | PA      | $79448.72     | 0.01%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    341000 | PA      | $331745.26    | 0.04%             | 2024-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3742.76      | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     41000 | PA      | $39120.97     | 0.00%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8809.20      | 0.00%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148546.80    | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48915.48     | 0.01%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $120492.49    | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    323000 | PA      | $272702.44    | 0.03%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60640.16     | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $70197.30     | 0.01%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    176000 | PA      | $165596.64    | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65905.75     | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110036.16    | 0.01%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181860.42    | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    352000 | PA      | $308235.84    | 0.04%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $87506.95     | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    364000 | PA      | $383710.60    | 0.05%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $106590.13    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    322000 | PA      | $200651.08    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    267000 | PA      | $185199.21    | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     86000 | PA      | $72408.56     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    316000 | PA      | $298187.08    | 0.04%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                             | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    141000 | PA      | $101638.44    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1904.50      | 0.00%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    313000 | PA      | $253242.04    | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100847.00    | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    207000 | PA      | $198450.90    | 0.02%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $316113.75    | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14420.25     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    182000 | PA      | $175185.92    | 0.02%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56299.80     | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94816.80     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    196000 | PA      | $146952.96    | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50964.92     | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     88000 | PA      | $79379.52     | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                         | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26504.52     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80574.90     | 0.01%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     48000 | PA      | $42298.08     | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    842000 | PA      | $825682.04    | 0.10%             | 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        |     51000 | PA      | $49834.14     | 0.01%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168148.10    | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    154000 | PA      | $135653.98    | 0.02%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                      | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     97000 | PA      | $82786.59     | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    489000 | PA      | $477684.54    | 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        |   3018000 | PA      | $2658344.94   | 0.32%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $149672.50    | 0.02%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    386000 | PA      | $378264.56    | 0.05%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    304000 | PA      | $278454.88    | 0.03%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    102000 | PA      | $118845.30    | 0.01%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192222.00    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $137001.03    | 0.02%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                         | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    211000 | PA      | $198226.06    | 0.02%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    207000 | PA      | $174113.91    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100692.00    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                               | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    690000 | PA      | $655168.80    | 0.08%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    332000 | PA      | $261934.72    | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     94000 | PA      | $79279.60     | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    265000 | PA      | $298596.70    | 0.04%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $48145.35     | 0.01%             | 2059-06-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171396.75    | 0.02%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    187000 | PA      | $148281.65    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                       | Burlington Resources LLC                                                        | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17457.75     | 0.00%             | 2031-12-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    276000 | PA      | $268857.12    | 0.03%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AW4<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22048.50     | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $93594.90     | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    281000 | PA      | $293428.63    | 0.04%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     94000 | PA      | $77596.06     | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | 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        |    129000 | PA      | $124492.74    | 0.02%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $152576.00    | 0.02%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66097.80     | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191673.30    | 0.02%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44245.10     | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    253000 | PA      | $219555.93    | 0.03%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82848.00     | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59109.05     | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221609.60    | 0.03%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211787.50    | 0.03%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68782.26     | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43128.50     | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                              | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $153982.00    | 0.02%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $458280.00    | 0.06%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389110.00    | 0.05%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    259000 | PA      | $247414.93    | 0.03%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60874.20     | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                       | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    374000 | PA      | $327537.98    | 0.04%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $185155.85    | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     24000 | PA      | $14994.96     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    143000 | PA      | $131847.43    | 0.02%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163466.10    | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4589.35      | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148285.90    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     98000 | PA      | $94366.16     | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65045.12     | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27626.27     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71194.86     | 0.01%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100728.75    | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    183000 | PA      | $153952.41    | 0.02%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153699.00    | 0.02%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                 | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     97000 | PA      | $76208.05     | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85434.70     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1323000 | PA      | $1300323.78   | 0.16%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $40952.71     | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $61573.05     | 0.01%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56461.86     | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    177000 | PA      | $146825.04    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    184000 | PA      | $175103.60    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    296000 | PA      | $244321.36    | 0.03%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $358293.02    | 0.04%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     93000 | PA      | $98965.02     | 0.01%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                  | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    337000 | PA      | $322303.43    | 0.04%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $157213.88    | 0.02%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $106163.20    | 0.01%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    121000 | PA      | $94779.30     | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    304000 | PA      | $223208.96    | 0.03%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    935000 | PA      | $883032.70    | 0.11%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $121412.80    | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $133428.90    | 0.02%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $83923.00     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171862.40    | 0.02%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                       | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10501.68     | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                     | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24893.25     | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34348.58     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105246.00    | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                                         | CUSIP: 00507VAM1<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33270.65     | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                  | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    253000 | PA      | $189937.22    | 0.02%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                        | Bank of New York Mellon/The                                                     | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250087.50    | 0.03%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23644.40     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    372000 | PA      | $317293.68    | 0.04%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78737.20     | 0.01%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    349000 | PA      | $330792.67    | 0.04%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: —       |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    220000 | PA      | $166124.20    | 0.02%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     42000 | PA      | $45948.00     | 0.01%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104949.00    | 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        |    853000 | PA      | $804907.86    | 0.10%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81043.25     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    343000 | PA      | $295731.17    | 0.04%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    520000 | PA      | $489684.00    | 0.06%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    253000 | PA      | $237081.24    | 0.03%             | 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        |    200000 | PA      | $175052.00    | 0.02%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37073.05     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                       | Lennox International Inc                                                        | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89305.58     | 0.01%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    202000 | PA      | $153794.72    | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    690000 | PA      | $647026.80    | 0.08%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    273000 | PA      | $259180.74    | 0.03%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292257.10    | 0.04%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96407.50     | 0.01%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    207000 | PA      | $192526.56    | 0.02%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158388.00    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                               | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    340000 | PA      | $376366.40    | 0.05%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    333000 | PA      | $239693.40    | 0.03%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    188000 | PA      | $180339.00    | 0.02%             | 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        |     20000 | PA      | $18790.60     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102867.00    | 0.01%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    214000 | PA      | $214079.18    | 0.03%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    409000 | PA      | $325809.40    | 0.04%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    546000 | PA      | $520965.90    | 0.06%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $240378.30    | 0.03%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61875.66     | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    312000 | PA      | $310302.72    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                          | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71640.12     | 0.01%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    123000 | PA      | $96785.01     | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | 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        |     45000 | PA      | $46237.95     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    169000 | PA      | $133172.00    | 0.02%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    125000 | PA      | $109711.25    | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                    | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13019.70     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    162000 | PA      | $143540.10    | 0.02%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    384000 | PA      | $347477.76    | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    142000 | PA      | $122753.32    | 0.02%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                 | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    127000 | PA      | $91156.79     | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     17000 | PA      | $14236.48     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57602.34     | 0.01%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     45000 | PA      | $37780.65     | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110737.00    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15158.40     | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $322611.30    | 0.04%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61861.14     | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427515.00    | 0.05%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67746.70     | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82962.00     | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    447000 | PA      | $376901.46    | 0.05%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86184.46     | 0.01%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    599000 | PA      | $586738.47    | 0.07%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    270000 | PA      | $278915.40    | 0.03%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                         | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    146000 | PA      | $128751.56    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    142000 | PA      | $130536.34    | 0.02%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184082.80    | 0.02%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4033000 | PA      | $3574568.89   | 0.44%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44020.40     | 0.01%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                          | Southwest Airlines Co                                                           | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71115.66     | 0.01%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139635.12    | 0.02%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    224000 | PA      | $221184.32    | 0.03%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    302000 | PA      | $253951.80    | 0.03%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13449.12     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $759612.60    | 0.09%             | 2033-04-27      | Fixed         | 4.57%                 | 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        |    340000 | PA      | $306724.20    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115534.80    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    214000 | PA      | $159029.82    | 0.02%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    144000 | PA      | $115066.08    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $74874.68     | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263980.46    | 0.03%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $105793.60    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BW3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $28914.00     | 0.00%             | 2025-07-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73700.80     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $25658.00     | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    195000 | PA      | $143529.75    | 0.02%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                       | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     93000 | PA      | $102716.64    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    480000 | PA      | $388579.20    | 0.05%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13220.52     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102831.00    | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Southwest Gas Corp                             | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32142.25     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     40000 | PA      | $32477.20     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    102000 | PA      | $88610.46     | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54598.30     | 0.01%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    237000 | PA      | $272881.80    | 0.03%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    753000 | PA      | $700290.00    | 0.09%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     69000 | PA      | $51858.33     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3831.40      | 0.00%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    254000 | PA      | $273834.86    | 0.03%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65783.20     | 0.01%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55670.63     | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49601.70     | 0.01%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    410000 | PA      | $394739.80    | 0.05%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     97000 | PA      | $76027.63     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    158000 | PA      | $149869.32    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    165000 | PA      | $105669.30    | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    256000 | PA      | $244121.60    | 0.03%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53820.25     | 0.01%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    441000 | PA      | $408198.42    | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    111000 | PA      | $96431.25     | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    225000 | PA      | $207405.00    | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190768.00    | 0.02%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     86000 | PA      | $103537.98    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124872.80    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63412.70     | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    337000 | PA      | $325589.18    | 0.04%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                               | Bank of Montreal                                                                | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    377000 | PA      | $368736.16    | 0.05%             | 2028-10-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    159000 | PA      | $144686.82    | 0.02%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217405.85    | 0.03%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    214000 | PA      | $157354.20    | 0.02%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    288000 | PA      | $199872.00    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     15000 | PA      | $15474.90     | 0.00%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    257000 | PA      | $241217.63    | 0.03%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    154000 | PA      | $106329.30    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54285.10     | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70723.53     | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    252000 | PA      | $228009.60    | 0.03%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AT4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    363000 | PA      | $349046.28    | 0.04%             | 2025-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    490000 | PA      | $468361.60    | 0.06%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                                                   | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46659.27     | 0.01%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1993479.20   | 0.24%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12535.18     | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8840.96      | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    281000 | PA      | $269546.44    | 0.03%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    153000 | PA      | $111696.12    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    114000 | PA      | $96929.64     | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1716.94      | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8563.00      | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    327000 | PA      | $300545.70    | 0.04%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225433AF8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    415000 | PA      | $293927.90    | 0.04%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     42000 | PA      | $37935.66     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9277.20      | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $13617.60     | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47596.25     | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $146596.00    | 0.02%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    312000 | PA      | $218047.44    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67666.23     | 0.01%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $446538.00    | 0.05%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1628248.96   | 0.20%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    309000 | PA      | $281057.13    | 0.03%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120057.84    | 0.01%             | 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        |     56000 | PA      | $52612.56     | 0.01%             | 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        |     15000 | PA      | $14710.80     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35185.48     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $169743.84    | 0.02%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    278000 | PA      | $253527.66    | 0.03%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    178000 | PA      | $148971.76    | 0.02%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    146000 | PA      | $163321.44    | 0.02%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    145000 | PA      | $117373.15    | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    595000 | PA      | $594321.70    | 0.07%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100878.00    | 0.01%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    316000 | PA      | $255751.44    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    448000 | PA      | $437274.88    | 0.05%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                                | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    226000 | PA      | $221235.92    | 0.03%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    248000 | PA      | $221404.48    | 0.03%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60781.50     | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95181.39     | 0.01%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    181000 | PA      | $156941.48    | 0.02%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2270000 | PA      | $2189823.60   | 0.27%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    117000 | PA      | $83996.64     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                          | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4834.25      | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    742000 | PA      | $771383.20    | 0.09%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    257000 | PA      | $180174.99    | 0.02%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    442000 | PA      | $415983.88    | 0.05%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    172000 | PA      | $190436.68    | 0.02%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31486.80     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115055.10    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    284000 | PA      | $259496.48    | 0.03%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    356000 | PA      | $282585.68    | 0.03%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $129366.40    | 0.02%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88638.30     | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBR6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    146000 | PA      | $139643.16    | 0.02%             | 2028-10-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110830.38    | 0.01%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                       | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    178000 | PA      | $181154.16    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121409.95    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     84000 | PA      | $71052.24     | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    191000 | PA      | $166450.77    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    465000 | PA      | $307383.60    | 0.04%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    912000 | PA      | $853458.72    | 0.10%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    442000 | PA      | $437500.44    | 0.05%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121822.72    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1005000 | PA      | $842602.05    | 0.10%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    273000 | PA      | $311798.76    | 0.04%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $345213.60    | 0.04%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    152000 | PA      | $142840.48    | 0.02%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    113000 | PA      | $90502.83     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    237000 | PA      | $225240.06    | 0.03%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    301000 | PA      | $276989.23    | 0.03%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     36000 | PA      | $30884.76     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28398.72     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24780.25     | 0.00%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                            | First Republic Bank/CA                                                          | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    252000 | PA      | $195400.80    | 0.02%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $135530.78    | 0.02%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82009.20     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51367.62     | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                               | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    355000 | PA      | $295200.25    | 0.04%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116848.60    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50256.42     | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133013.25    | 0.02%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81415.95     | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |      9000 | PA      | $7773.48      | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    203000 | PA      | $186826.99    | 0.02%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48082.80     | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $256407.25    | 0.03%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171939.90    | 0.02%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    135000 | PA      | $113302.80    | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    484000 | PA      | $408621.84    | 0.05%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    142000 | PA      | $84658.98     | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   2520000 | NS      | $2520000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    235000 | PA      | $164248.55    | 0.02%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161169.45    | 0.02%             | 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        |    295000 | PA      | $291451.15    | 0.04%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182334.60    | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338835.60    | 0.04%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    343000 | PA      | $334250.07    | 0.04%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    285000 | PA      | $209010.45    | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132986.24    | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    107000 | PA      | $100373.49    | 0.01%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    118000 | PA      | $103388.06    | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    374000 | PA      | $352057.42    | 0.04%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    296000 | PA      | $280004.16    | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     98000 | PA      | $75978.42     | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $40398.30     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    587000 | PA      | $564506.16    | 0.07%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53809.20     | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59773.64     | 0.01%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    262000 | PA      | $256642.10    | 0.03%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520983.75    | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144548.25    | 0.02%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85968.66     | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75838.68     | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30821.37     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $222192.10    | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    346000 | PA      | $325073.92    | 0.04%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26068.00     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    206000 | PA      | $194323.92    | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17562.15     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    141000 | PA      | $113328.75    | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    129000 | PA      | $124366.32    | 0.02%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    223000 | PA      | $187424.81    | 0.02%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91378.56     | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77584.50     | 0.01%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    265000 | PA      | $257267.30    | 0.03%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    156000 | PA      | $160101.24    | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161071.52    | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54845.05     | 0.01%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    303000 | PA      | $292794.96    | 0.04%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    236000 | PA      | $198638.84    | 0.02%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    142000 | PA      | $123319.90    | 0.02%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    132000 | PA      | $108374.64    | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                              | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    119000 | PA      | $110921.09    | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    118000 | PA      | $124314.18    | 0.02%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184256.92    | 0.02%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                         | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27495.68     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44219.01     | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    146000 | PA      | $129958.98    | 0.02%             | 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        |    467000 | PA      | $459056.33    | 0.06%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                        | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24594.70     | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171538.50    | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    323000 | PA      | $330290.11    | 0.04%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21457.50     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85145.35     | 0.01%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   6055000 | PA      | $5419891.05   | 0.66%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    542000 | PA      | $354045.24    | 0.04%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    264000 | PA      | $258593.28    | 0.03%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109833.75    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                              | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87821.76     | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11913.15     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76606.20     | 0.01%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $206329.20    | 0.03%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12742.80     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                       | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     11000 | PA      | $8614.54      | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                                         | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31335.68     | 0.00%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     78000 | PA      | $69086.16     | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55496.20     | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    193000 | PA      | $166545.49    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    186000 | PA      | $193307.94    | 0.02%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    256000 | PA      | $216320.00    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    276000 | PA      | $251248.32    | 0.03%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    141000 | PA      | $97679.16     | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22048.26     | 0.00%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    270000 | PA      | $180319.50    | 0.02%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    452000 | PA      | $443299.00    | 0.05%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    299000 | PA      | $278216.51    | 0.03%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334264.20    | 0.04%             | 2025-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    127000 | PA      | $85970.11     | 0.01%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136399.31    | 0.02%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                       | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31460.70     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8792.91      | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $186693.68    | 0.02%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25546.32     | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    328000 | PA      | $244173.04    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    239000 | PA      | $219452.19    | 0.03%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    683000 | PA      | $610636.15    | 0.07%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    253000 | PA      | $172809.12    | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    134000 | PA      | $128698.96    | 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        |   1598000 | PA      | $1596226.22   | 0.20%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    208000 | PA      | $187152.16    | 0.02%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106099.00    | 0.01%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    192000 | PA      | $168224.64    | 0.02%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $118485.18    | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAA0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $279328.49    | 0.03%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    116000 | PA      | $95642.00     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $219200.05    | 0.03%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    479000 | PA      | $463849.23    | 0.06%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    162000 | PA      | $153673.20    | 0.02%             | 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        |      5000 | PA      | $4686.85      | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    365000 | PA      | $354696.05    | 0.04%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    334000 | PA      | $279230.68    | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    227000 | PA      | $196205.18    | 0.02%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    131000 | PA      | $105376.40    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    152000 | PA      | $110493.36    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    296000 | PA      | $248888.64    | 0.03%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    198000 | PA      | $193267.80    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2961000 | PA      | $2792163.78   | 0.34%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    466000 | PA      | $302168.38    | 0.04%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    167000 | PA      | $157933.57    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     52000 | PA      | $43009.72     | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Flex Ltd                                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    253000 | PA      | $235790.94    | 0.03%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $87759.00     | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87026.48     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    322000 | PA      | $277686.36    | 0.03%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    339000 | PA      | $244083.39    | 0.03%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    697000 | PA      | $670290.96    | 0.08%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $479032.32    | 0.06%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    217000 | PA      | $206473.33    | 0.03%             | 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        |     24000 | PA      | $23694.96     | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    167000 | PA      | $113847.24    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                     | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44035.50     | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127531.50    | 0.02%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14684.34     | 0.00%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $33701.40     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    188000 | PA      | $129896.72    | 0.02%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49945.68     | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    677000 | PA      | $680574.56    | 0.08%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277309.20    | 0.03%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13639.95     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    179000 | PA      | $164894.80    | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52637.48     | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SWISS RE AMERICA HOLDING                       | Swiss Re America Holding Corp                                                   | CUSIP: 36158FAA8<br>LEI: 549300TFNR7TTQPWQU29 | Long             | DBT              | CORP              | US        |    604000 | PA      | $638965.56    | 0.08%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7860.60      | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    147000 | PA      | $121880.64    | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAF6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $78376.80     | 0.01%             | 2025-01-10      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76203.35     | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                               | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    999000 | PA      | $965393.64    | 0.12%             | 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        |   1522000 | PA      | $1531299.42   | 0.19%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                 | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64989.40     | 0.01%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15052.66     | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    254000 | PA      | $234157.52    | 0.03%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     66000 | PA      | $54102.84     | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    113000 | PA      | $125472.94    | 0.02%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    421000 | PA      | $321345.09    | 0.04%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39588.98     | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34500.96     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    177000 | PA      | $147632.16    | 0.02%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    274000 | PA      | $228609.16    | 0.03%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    114000 | PA      | $97100.64     | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    132000 | PA      | $123409.44    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184544.69    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $117487.96    | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    269000 | PA      | $231463.74    | 0.03%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    134000 | PA      | $128705.66    | 0.02%             | 2025-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                             | STORE Capital Corp                                                              | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |     25000 | PA      | $22801.00     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $596055.45    | 0.07%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group                                                             | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91393.80     | 0.01%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80022.16     | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    176000 | PA      | $153971.84    | 0.02%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41717.28     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    221000 | PA      | $198404.96    | 0.02%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    211000 | PA      | $183979.34    | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    153000 | PA      | $128085.48    | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    203000 | PA      | $163829.12    | 0.02%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    488000 | PA      | $452078.32    | 0.06%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305210.50    | 0.04%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                              | SITE Centers Corp                                                               | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |     25000 | PA      | $23641.25     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176092.00    | 0.02%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                 | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    213000 | PA      | $166842.90    | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC                                                                       | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    203000 | PA      | $176977.43    | 0.02%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85123.28     | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    640000 | PA      | $607475.20    | 0.07%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166892.00    | 0.02%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    222000 | PA      | $182992.38    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Life Storage LP                                | Life Storage LP                                                                 | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     34000 | PA      | $30673.78     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1358619.60   | 0.17%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $33281.04     | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    390000 | PA      | $337841.40    | 0.04%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                     | VMware Inc                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    372000 | PA      | $350163.60    | 0.04%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                       | Baxter International Inc                                                        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101327.60    | 0.01%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     92000 | PA      | $70693.72     | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    790000 | PA      | $557826.90    | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20738.25     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $28802.50     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    163000 | PA      | $185917.80    | 0.02%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    454000 | PA      | $321236.78    | 0.04%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102017.00    | 0.01%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     40000 | PA      | $31908.80     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $229779.18    | 0.03%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    499000 | PA      | $468216.69    | 0.06%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    286000 | PA      | $259196.08    | 0.03%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $152542.44    | 0.02%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103449.74    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                    | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    374000 | PA      | $367713.06    | 0.04%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    335000 | PA      | $222858.75    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    631000 | PA      | $610738.59    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    163000 | PA      | $130458.68    | 0.02%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62719.37     | 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        |    147000 | PA      | $145537.35    | 0.02%             | 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        |    381000 | PA      | $365104.68    | 0.04%             | 2024-08-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    522000 | PA      | $506486.16    | 0.06%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18372.48     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    302000 | PA      | $276465.90    | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    428000 | PA      | $353215.56    | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    228000 | PA      | $200396.04    | 0.02%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $141350.24    | 0.02%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    578000 | PA      | $543724.60    | 0.07%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    179000 | PA      | $209657.33    | 0.03%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    322000 | PA      | $252090.58    | 0.03%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     12000 | PA      | $10107.84     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    334000 | PA      | $321825.70    | 0.04%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    239000 | PA      | $211369.21    | 0.03%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82399.50     | 0.01%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61121.45     | 0.01%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    230000 | PA      | $196001.40    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    506000 | PA      | $494291.16    | 0.06%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $268738.55    | 0.03%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64405.25     | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ConocoPhillips                                 | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321759.00    | 0.04%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    268000 | PA      | $250673.80    | 0.03%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482505.00    | 0.06%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    671000 | PA      | $638624.25    | 0.08%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    102000 | PA      | $82620.00     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40148.40     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK                                   | Cadence Bank                                                                    | CUSIP: 05971JAA0<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6590.43      | 0.00%             | 2029-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    141000 | PA      | $131970.36    | 0.02%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13589.10     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $91431.80     | 0.01%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                 | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    255000 | PA      | $198303.30    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72241.18     | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229999.80    | 0.03%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $992377.20    | 0.12%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    192000 | PA      | $183573.12    | 0.02%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    118000 | PA      | $111718.86    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16242.40     | 0.00%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82865.65     | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    127000 | PA      | $137185.40    | 0.02%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    227000 | PA      | $181788.41    | 0.02%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    603000 | PA      | $556550.91    | 0.07%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $14870.60     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    102000 | PA      | $84520.26     | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78029.80     | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     70000 | PA      | $66157.70     | 0.01%             | 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        |    590000 | PA      | $561326.00    | 0.07%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    234000 | PA      | $194037.48    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    816000 | PA      | $742608.96    | 0.09%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    112000 | PA      | $81015.20     | 0.01%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $155115.81    | 0.02%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    196000 | PA      | $165984.56    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86400.30     | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67397.13     | 0.01%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                       | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91549.92     | 0.01%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1050000 | PA      | $1184683.50   | 0.14%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171910.26    | 0.02%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    344000 | PA      | $335317.44    | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    110000 | PA      | $107784.60    | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7846.47      | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     96000 | PA      | $85043.52     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     88000 | PA      | $57440.24     | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20556.58     | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $230386.40    | 0.03%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    272000 | PA      | $167326.24    | 0.02%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28295.70     | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                          | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    847000 | PA      | $779943.01    | 0.10%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    242000 | PA      | $218617.96    | 0.03%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    923000 | PA      | $723401.25    | 0.09%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    284000 | PA      | $261444.72    | 0.03%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    183000 | PA      | $200610.09    | 0.02%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79402.40     | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $167639.40    | 0.02%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    186000 | PA      | $168330.00    | 0.02%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                                                               | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    271000 | PA      | $285398.23    | 0.03%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    132000 | PA      | $96102.60     | 0.01%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106234.70    | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89004.48     | 0.01%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     82000 | PA      | $62192.90     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $198463.64    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    143000 | PA      | $134959.11    | 0.02%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    123000 | PA      | $84734.70     | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388449.60    | 0.05%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40111.68     | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123195.60    | 0.02%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    357000 | PA      | $346432.80    | 0.04%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $90696.65     | 0.01%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    367000 | PA      | $335801.33    | 0.04%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70223.00     | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     87000 | PA      | $61320.21     | 0.01%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    124000 | PA      | $115520.88    | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46203.82     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    178000 | PA      | $158617.58    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $71885.25     | 0.01%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    190000 | PA      | $151823.30    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    602000 | PA      | $574693.28    | 0.07%             | 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        |    249000 | PA      | $245327.25    | 0.03%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                         | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3182.40      | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    208000 | PA      | $196838.72    | 0.02%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $616661.15    | 0.08%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29849.85     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14000 | PA      | $16505.44     | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    157000 | PA      | $137462.92    | 0.02%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    124000 | PA      | $119564.52    | 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        |    688000 | PA      | $671770.08    | 0.08%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45463.80     | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                             | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     73000 | PA      | $68620.73     | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CRANE HOLDINGS CO                              | Crane Holdings Co                                                               | CUSIP: 224399AT2<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21522.00     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    308000 | PA      | $294161.56    | 0.04%             | 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        |    437000 | PA      | $420643.09    | 0.05%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97993.80     | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62091.36     | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $222500.85    | 0.03%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    382000 | PA      | $293704.52    | 0.04%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $59089.50     | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    189000 | PA      | $149028.39    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    133000 | PA      | $138379.85    | 0.02%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    840000 | PA      | $807088.80    | 0.10%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $68454.60     | 0.01%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79612.00     | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    144000 | PA      | $125580.96    | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     94000 | PA      | $77648.70     | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201371.85    | 0.02%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    122000 | PA      | $98473.52     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51806.95     | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    201000 | PA      | $131677.11    | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $45125.54     | 0.01%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44338.38     | 0.01%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    161000 | PA      | $129719.31    | 0.02%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225317.40    | 0.03%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74441.60     | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148752.24    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     72000 | PA      | $64324.80     | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    247000 | PA      | $201463.08    | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                        | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11442.45     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    630000 | PA      | $585988.20    | 0.07%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3933.35      | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    318000 | PA      | $320858.82    | 0.04%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    118000 | PA      | $109433.20    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    515000 | PA      | $349499.60    | 0.04%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7907.13      | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128595.00    | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27146.00     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    170000 | PA      | $189794.80    | 0.02%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    362000 | PA      | $331544.94    | 0.04%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $64725.08     | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28428.25     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110175.42    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70671.75     | 0.01%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    836000 | PA      | $768902.64    | 0.09%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46444.65     | 0.01%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                   | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2461538.14   | 0.30%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    125000 | PA      | $80323.75     | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    332000 | PA      | $252479.36    | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73072.63     | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     95000 | PA      | $92554.70     | 0.01%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    371000 | PA      | $320284.30    | 0.04%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    231000 | PA      | $182316.75    | 0.02%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    134000 | PA      | $128641.34    | 0.02%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56544.20     | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    162000 | PA      | $146840.04    | 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        |     33000 | PA      | $28895.46     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    124000 | PA      | $112962.76    | 0.01%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $109233.90    | 0.01%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50565.20     | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    242000 | PA      | $175358.04    | 0.02%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13142.85     | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    299000 | PA      | $270858.12    | 0.03%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    348000 | PA      | $218982.48    | 0.03%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                       | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     94000 | PA      | $81623.96     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     74000 | PA      | $61305.30     | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    105000 | PA      | $84932.40     | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     84000 | PA      | $55255.20     | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $85845.00     | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71457.87     | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    453000 | PA      | $465344.25    | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55934.40     | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Loews Corp                                     | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     82000 | PA      | $66502.00     | 0.01%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    915000 | PA      | $713617.65    | 0.09%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    416000 | PA      | $434678.40    | 0.05%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    392000 | PA      | $362623.52    | 0.04%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    258000 | PA      | $243134.04    | 0.03%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    123000 | PA      | $100075.26    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15009.15     | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    178000 | PA      | $171711.26    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35668.80     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    590000 | PA      | $498349.40    | 0.06%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $99598.95     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38612.80     | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    168000 | PA      | $156224.88    | 0.02%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    418000 | PA      | $391176.94    | 0.05%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    229000 | PA      | $210167.04    | 0.03%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57296.08     | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    377000 | PA      | $353678.78    | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     92000 | PA      | $71839.12     | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    548000 | PA      | $538771.68    | 0.07%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57246.14     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    286000 | PA      | $268819.98    | 0.03%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46663.20     | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $3506.15      | 0.00%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     49000 | PA      | $56028.07     | 0.01%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    265000 | PA      | $239544.10    | 0.03%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59073.30     | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51653.00     | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     70000 | PA      | $54621.00     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1433.32      | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    248000 | PA      | $232713.28    | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    995000 | PA      | $698808.40    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $347027.20    | 0.04%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $387265.50    | 0.05%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88001.86     | 0.01%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    129000 | PA      | $98795.94     | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    101000 | PA      | $87668.00     | 0.01%             | 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        |    161000 | PA      | $152278.63    | 0.02%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $198699.55    | 0.02%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7094.80      | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20424.39     | 0.00%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                       | XLIT Ltd                                                                        | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189902.00    | 0.02%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $560073.00    | 0.07%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69936.00     | 0.01%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                   | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    534000 | PA      | $447940.56    | 0.05%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | PROLOGIS LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26156.10     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100657.20    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    176000 | PA      | $145372.48    | 0.02%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                       | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80086.40     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    153000 | PA      | $134762.40    | 0.02%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36542.80     | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32186.22     | 0.00%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75258.48     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $24359.00     | 0.00%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81674.04     | 0.01%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59432.94     | 0.01%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61679.80     | 0.01%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     36000 | PA      | $26319.60     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1115059.68   | 0.14%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137145.60    | 0.02%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159812.00    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     99000 | PA      | $94133.16     | 0.01%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65088.80     | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133314.00    | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102220.54    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101998.50    | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                           | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $52984.00     | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194807.00    | 0.02%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     10000 | PA      | $7790.60      | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37043.91     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163852.65    | 0.02%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    202000 | PA      | $194136.14    | 0.02%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                    | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    116000 | PA      | $110249.88    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| WW Grainger Inc                                | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     83000 | PA      | $71248.03     | 0.01%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    122000 | PA      | $116176.94    | 0.01%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2720479.44   | 0.33%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    214000 | PA      | $202662.28    | 0.02%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    942920 | PA      | $700042.67    | 0.09%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AK1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35124.48     | 0.00%             | 2025-12-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94354.08     | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc                                                                     | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    541000 | PA      | $536672.00    | 0.07%             | 2024-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112442.40    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69587.25     | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42465.20     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC                                                                       | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    122000 | PA      | $113649.10    | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24833.16     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    218000 | PA      | $200485.88    | 0.02%             | 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        |    128000 | PA      | $122342.40    | 0.01%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    356000 | PA      | $333564.88    | 0.04%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    116000 | PA      | $100446.72    | 0.01%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     52000 | PA      | $41402.40     | 0.01%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    239000 | PA      | $225568.20    | 0.03%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                             | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134555.92    | 0.02%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27199.50     | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61651.20     | 0.01%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80699.85     | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    182000 | PA      | $147494.62    | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    624000 | PA      | $596244.48    | 0.07%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    254000 | PA      | $233801.92    | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                       | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28196.70     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     72000 | PA      | $46540.80     | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74941.02     | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                    | Markel Corp                                                                     | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23424.60     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $333004.20    | 0.04%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116637.50    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100783.00    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $134789.07    | 0.02%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    166000 | PA      | $159562.52    | 0.02%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    102000 | PA      | $73853.10     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    151000 | PA      | $165219.67    | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $58066.32     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32147.61     | 0.00%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5322.12      | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     72000 | PA      | $65591.28     | 0.01%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     74000 | PA      | $81454.76     | 0.01%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    221000 | PA      | $201264.70    | 0.02%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    153000 | PA      | $128160.45    | 0.02%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    181000 | PA      | $173347.32    | 0.02%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200242.00    | 0.02%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                 | Whirlpool Corp                                                                  | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83711.54     | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    237000 | PA      | $258825.33    | 0.03%             | 2032-10-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    120000 | PA      | $108812.40    | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142527.00    | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    224000 | PA      | $173714.24    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35154.94     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                        | Wintrust Financial Corp                                                         | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18290.20     | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224820.20    | 0.03%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    454000 | PA      | $377945.92    | 0.05%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64356.75     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95283.84     | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78014.00     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                       | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65018.10     | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     63000 | PA      | $46788.21     | 0.01%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192858.86    | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    310000 | PA      | $271928.90    | 0.03%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98964.36     | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $65560.52     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     73000 | PA      | $67631.58     | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69150.45     | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1626000 | PA      | $1490082.66   | 0.18%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Valero Energy Corp                             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    306000 | PA      | $329672.16    | 0.04%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     94000 | PA      | $86291.06     | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128694.00    | 0.02%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243814.20    | 0.03%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    183000 | PA      | $179325.36    | 0.02%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    319000 | PA      | $291751.02    | 0.04%             | 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        |     52000 | PA      | $45503.12     | 0.01%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    142000 | PA      | $133384.86    | 0.02%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     97000 | PA      | $83417.09     | 0.01%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24449.20     | 0.00%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26358.00     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     82000 | PA      | $73329.32     | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    396000 | PA      | $274507.20    | 0.03%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130925.42    | 0.02%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38631.45     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    229000 | PA      | $186266.31    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23486.25     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                              | Ralph Lauren Corp                                                               | CUSIP: 751212AC5<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81175.66     | 0.01%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                              | Kimco Realty Corp                                                               | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     88000 | PA      | $61829.68     | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    452000 | PA      | $425915.08    | 0.05%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                       | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $994199.22    | 0.12%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    262000 | PA      | $233892.64    | 0.03%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19048.00     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    271000 | PA      | $265888.94    | 0.03%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                            | Electronic Arts Inc                                                             | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    437000 | PA      | $438835.40    | 0.05%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84781.44     | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99025.30     | 0.01%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    575000 | PA      | $518132.50    | 0.06%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2021523.33   | 0.25%             | 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        |     59000 | PA      | $54307.73     | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22294.59     | 0.00%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69812.25     | 0.01%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $13621.60     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $84913.74     | 0.01%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    607000 | PA      | $569796.97    | 0.07%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                       | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    211000 | PA      | $207640.88    | 0.03%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    355000 | PA      | $234079.90    | 0.03%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ConocoPhillips                                 | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     92000 | PA      | $105822.08    | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                            | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    191000 | PA      | $176699.83    | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69075.20     | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113265.10    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38732.92     | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3830000 | PA      | $3653322.10   | 0.45%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2029082.40   | 0.25%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    195000 | PA      | $155424.75    | 0.02%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    107000 | PA      | $86782.35     | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     20000 | PA      | $19448.40     | 0.00%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    304000 | PA      | $263434.24    | 0.03%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $313019.00    | 0.04%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9502.80      | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    228000 | PA      | $218241.60    | 0.03%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    248000 | PA      | $166879.20    | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    128000 | PA      | $103335.68    | 0.01%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $140190.50    | 0.02%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142166.40    | 0.02%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    571000 | PA      | $540685.61    | 0.07%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     47000 | PA      | $38375.97     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128591.40    | 0.02%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    106000 | PA      | $88581.02     | 0.01%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24701.76     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $80413.13     | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    408000 | PA      | $454250.88    | 0.06%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $176614.20    | 0.02%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    224000 | PA      | $166391.68    | 0.02%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                        | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BS2<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    286000 | PA      | $275603.90    | 0.03%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    365000 | PA      | $353633.90    | 0.04%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65585.72     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    134000 | PA      | $129359.58    | 0.02%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    185000 | PA      | $131333.35    | 0.02%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                       | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     57000 | PA      | $52782.57     | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CY5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55418.16     | 0.01%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $69646.96     | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    133000 | PA      | $116785.97    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                      | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     62000 | PA      | $38910.58     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    980000 | PA      | $941878.00    | 0.12%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    235000 | PA      | $191966.80    | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    237000 | PA      | $215634.45    | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44630.77     | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212608.00    | 0.03%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71003.80     | 0.01%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CORPORATE OFFICE PROP LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    105000 | PA      | $75318.60     | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    609000 | PA      | $559518.75    | 0.07%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    494000 | PA      | $410306.52    | 0.05%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86815.60     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    148000 | PA      | $130282.92    | 0.02%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    206000 | PA      | $200229.94    | 0.02%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133126.32    | 0.02%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    322000 | PA      | $288940.26    | 0.04%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21892.29     | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    503000 | PA      | $489167.50    | 0.06%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200505.90    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Masco Corp                                     | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68393.55     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123837.46    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    177000 | PA      | $163682.52    | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    133000 | PA      | $124215.35    | 0.02%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    441000 | PA      | $409031.91    | 0.05%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54904.00     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128383.65    | 0.02%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $158486.26    | 0.02%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    641000 | PA      | $613661.35    | 0.08%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     53000 | PA      | $59406.11     | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                       | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60726.90     | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35250.30     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    694000 | PA      | $674685.98    | 0.08%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57547.20     | 0.01%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Albemarle Corp                                 | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    128000 | PA      | $119279.36    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     25000 | PA      | $20904.50     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETC3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43842.15     | 0.01%             | 2025-09-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21733.50     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    435000 | PA      | $366261.30    | 0.04%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    267000 | PA      | $214507.80    | 0.03%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1610418.84   | 0.20%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    157000 | PA      | $106756.86    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                        | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    359000 | PA      | $312645.92    | 0.04%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    112000 | PA      | $106854.72    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220512.60    | 0.03%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61727.90     | 0.01%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    411000 | PA      | $405985.80    | 0.05%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    195000 | PA      | $133738.80    | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    309000 | PA      | $224581.20    | 0.03%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    176000 | PA      | $164442.08    | 0.02%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221496.75    | 0.03%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    157000 | PA      | $122200.95    | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    298000 | PA      | $289518.92    | 0.04%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MUNICH RE AMERICA CORP                         | Munich Re America Corp                                                          | CUSIP: 029163AD4<br>LEI: 5493000NTMGI8RSQK217 | Long             | DBT              | CORP              | US        |    141000 | PA      | $153410.82    | 0.02%             | 2026-12-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $167765.76    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106744.00    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    651000 | PA      | $620442.06    | 0.08%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206970.00    | 0.03%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $201547.05    | 0.02%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     48000 | PA      | $40237.92     | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $144651.96    | 0.02%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    211000 | PA      | $194318.34    | 0.02%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114402.00    | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1428000 | PA      | $1137659.04   | 0.14%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     27000 | PA      | $25659.45     | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198384.00    | 0.02%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66919.20     | 0.01%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Snap-on Inc                                    | Snap-on Inc                                                                     | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28591.80     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130099.20    | 0.02%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48628.09     | 0.01%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127194.60    | 0.02%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $206561.16    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139337.80    | 0.02%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87248.76     | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     53000 | PA      | $47918.89     | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    274000 | PA      | $197575.92    | 0.02%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106025.11    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39841.90     | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    103000 | PA      | $87994.96     | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    197000 | PA      | $173395.46    | 0.02%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     93000 | PA      | $78399.00     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                                                 | CUSIP: 53944VAH2<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192716.00    | 0.02%             | 2025-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                          | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    810000 | PA      | $769767.30    | 0.09%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $172575.90    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    316000 | PA      | $287534.72    | 0.04%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    207000 | PA      | $173076.84    | 0.02%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54850.59     | 0.01%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94569.00     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $260680.95    | 0.03%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                                                   | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    221000 | PA      | $206301.29    | 0.03%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    243000 | PA      | $219715.74    | 0.03%             | 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        |    206000 | PA      | $172823.70    | 0.02%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    799000 | PA      | $766177.08    | 0.09%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    492000 | PA      | $457820.76    | 0.06%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     32000 | PA      | $27569.28     | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112672.78    | 0.01%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    563000 | PA      | $489089.36    | 0.06%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127086.56    | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198412.50    | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    553000 | PA      | $542841.39    | 0.07%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     58000 | PA      | $54112.84     | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111176.91    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     74000 | PA      | $54825.86     | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $151958.40    | 0.02%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     83000 | PA      | $68726.49     | 0.01%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30950.40     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    401000 | PA      | $373314.96    | 0.05%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $8517.70      | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $107006.40    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    343000 | PA      | $315525.70    | 0.04%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60585.00     | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     72000 | PA      | $49793.04     | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     72000 | PA      | $53861.04     | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38574.85     | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                     | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9515.10      | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    112000 | PA      | $96157.60     | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $27352.00     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $312798.00    | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162810.92    | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    220000 | PA      | $159874.00    | 0.02%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $44418.00     | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57362.32     | 0.01%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    268000 | PA      | $235781.04    | 0.03%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183824.40    | 0.02%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     98000 | PA      | $94129.00     | 0.01%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $213325.20    | 0.03%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    118000 | PA      | $106105.60    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $119925.76    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5412.05      | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $31384.50     | 0.00%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $80937.84     | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    109000 | PA      | $136009.11    | 0.02%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                               | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    122000 | PA      | $98263.68     | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28280.96     | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    229000 | PA      | $219379.71    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    292000 | PA      | $245653.76    | 0.03%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    103000 | PA      | $66210.46     | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    242000 | PA      | $235797.54    | 0.03%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $89451.60     | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12726.75     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421870.00    | 0.05%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    276000 | PA      | $218332.56    | 0.03%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                      | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56014.80     | 0.01%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $823630.20    | 0.10%             | 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        |    138000 | PA      | $129439.86    | 0.02%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $74496.66     | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    121000 | PA      | $89683.99     | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    181000 | PA      | $168217.78    | 0.02%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57860.32     | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    161000 | PA      | $153334.79    | 0.02%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3808.68      | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    209000 | PA      | $205455.36    | 0.03%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115085.48    | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    162000 | PA      | $134688.42    | 0.02%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    379000 | PA      | $247433.94    | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $35386.86     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87107.00     | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    257000 | PA      | $207216.53    | 0.03%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $76927.20     | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39422.88     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47314.00     | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    177000 | PA      | $151014.63    | 0.02%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                    | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107336.00    | 0.01%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    543000 | PA      | $508068.81    | 0.06%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16614.78     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    217000 | PA      | $261478.49    | 0.03%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    209000 | PA      | $175702.12    | 0.02%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39962.00     | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89291.54     | 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        |      7000 | PA      | $6776.84      | 0.00%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $16960.20     | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177325.20    | 0.02%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54338.40     | 0.01%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67332.60     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $69237.52     | 0.01%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55389.40     | 0.01%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88748.00     | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13501.35     | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     83000 | PA      | $77865.62     | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17558.85     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    459000 | PA      | $422555.40    | 0.05%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    199000 | PA      | $181086.02    | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                   | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    420000 | PA      | $362544.00    | 0.04%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45000.13     | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361571.40    | 0.04%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $45248.45     | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84878.40     | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     85000 | PA      | $54427.20     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $163464.15    | 0.02%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    287000 | PA      | $268766.89    | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    476000 | PA      | $445997.72    | 0.05%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110866.60    | 0.01%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102737.16    | 0.01%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                          | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    141000 | PA      | $149632.02    | 0.02%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47166.30     | 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        |    260000 | PA      | $237052.40    | 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        |   1957000 | PA      | $1838288.38   | 0.22%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92685.60     | 0.01%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    278000 | PA      | $239522.02    | 0.03%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    576000 | PA      | $427829.76    | 0.05%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    166000 | PA      | $152444.44    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    102000 | PA      | $101025.90    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3168.95      | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147581.16    | 0.02%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175503.90    | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    154000 | PA      | $135094.96    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                       | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     78000 | PA      | $84559.80     | 0.01%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115478.00    | 0.01%             | 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        |    256000 | PA      | $236221.44    | 0.03%             | 2029-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                               | Spirit Realty LP                                                                | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     33000 | PA      | $27510.45     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135467.50    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60801.00     | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4848.05      | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    178000 | PA      | $151127.34    | 0.02%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    148000 | PA      | $129408.24    | 0.02%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    176000 | PA      | $129361.76    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    149000 | PA      | $110836.63    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     47000 | PA      | $33921.78     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57145.04     | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45129.15     | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                               | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34663.82     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124228.75    | 0.02%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                    | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162754.60    | 0.02%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    416000 | PA      | $397483.84    | 0.05%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    116000 | PA      | $104734.08    | 0.01%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108494.10    | 0.01%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $231183.00    | 0.03%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52166.00     | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47888.88     | 0.01%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    276000 | PA      | $223916.04    | 0.03%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62373.50     | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $84181.68     | 0.01%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    492000 | PA      | $478351.92    | 0.06%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    323000 | PA      | $240961.23    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $919595.55    | 0.11%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72306.00     | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    167000 | PA      | $117334.20    | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151646.88    | 0.02%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53285.67     | 0.01%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    377000 | PA      | $414929.97    | 0.05%             | 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        |    195000 | PA      | $160670.25    | 0.02%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18328.60     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    474000 | PA      | $475673.22    | 0.06%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1774659.54   | 0.22%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     82000 | PA      | $73449.86     | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    675000 | PA      | $546304.50    | 0.07%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     77000 | PA      | $75095.02     | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98638.33     | 0.01%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24347.25     | 0.00%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118161.88    | 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        |    255000 | PA      | $248390.40    | 0.03%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $56411.20     | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12184.07     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                  | Comerica Bank                                                                   | CUSIP: 200339DX4<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363637.50    | 0.04%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40576.00     | 0.00%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34103.55     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                            | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     12000 | PA      | $9653.88      | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $271560.00    | 0.03%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                 | Prudential PLC                                                                  | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    347000 | PA      | $303451.50    | 0.04%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85225.80     | 0.01%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     64000 | PA      | $52183.68     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5819.10      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    215000 | PA      | $176863.30    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    166000 | PA      | $160510.38    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEW1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44732.24     | 0.01%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     65000 | PA      | $47042.45     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    810000 | PA      | $657792.90    | 0.08%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22269.20     | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $86790.20     | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     97000 | PA      | $70938.04     | 0.01%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82265.00     | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    197000 | PA      | $199692.99    | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    278000 | PA      | $222272.12    | 0.03%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293934.60    | 0.04%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    109000 | PA      | $126780.08    | 0.02%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $156762.32    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    638000 | PA      | $625941.80    | 0.08%             | 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        |     95000 | PA      | $91580.95     | 0.01%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY                             | DIAMONDBACK ENERGY                                                              | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49909.50     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168768.00    | 0.02%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    126000 | PA      | $122841.18    | 0.02%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    252000 | PA      | $209056.68    | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26033.70     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    269000 | PA      | $262326.11    | 0.03%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     31000 | PA      | $29897.95     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    197000 | PA      | $188345.79    | 0.02%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    416000 | PA      | $376455.04    | 0.05%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158993.25    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140032.20    | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282431.00    | 0.03%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                             | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    254000 | PA      | $265473.18    | 0.03%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    120000 | PA      | $92475.60     | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                 | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8125.29      | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     89000 | PA      | $74346.15     | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9807.38      | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    177000 | PA      | $140463.66    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    905000 | PA      | $777358.80    | 0.10%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94184.90     | 0.01%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76163.01     | 0.01%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    458000 | PA      | $444003.52    | 0.05%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    184000 | PA      | $210928.40    | 0.03%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72574.02     | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18264.18     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55546.60     | 0.01%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    148000 | PA      | $110545.64    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    840000 | PA      | $823359.60    | 0.10%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253137.92    | 0.03%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    118000 | PA      | $101136.62    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    197000 | PA      | $178219.99    | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                        | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     80000 | PA      | $89061.60     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    213000 | PA      | $221696.79    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     82000 | PA      | $75648.28     | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    917000 | PA      | $710143.14    | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     56000 | PA      | $52008.88     | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187658.45    | 0.02%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    261000 | PA      | $215074.44    | 0.03%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $429616.00    | 0.05%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    113000 | PA      | $93556.09     | 0.01%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    240000 | PA      | $205706.40    | 0.03%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    335000 | PA      | $246613.60    | 0.03%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362831.25    | 0.04%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152354.00    | 0.02%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    312000 | PA      | $307048.56    | 0.04%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                          | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14512.20     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    241000 | PA      | $229121.11    | 0.03%             | 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        |    263000 | PA      | $224036.55    | 0.03%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106179.61    | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136501.76    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14421.00     | 0.00%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1096804.95   | 0.13%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    154000 | PA      | $130450.32    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    216000 | PA      | $202556.16    | 0.02%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    436000 | PA      | $437957.64    | 0.05%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180422.55    | 0.02%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    441000 | PA      | $431796.33    | 0.05%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53327.12     | 0.01%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    269000 | PA      | $242035.44    | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Leggett & Platt Inc                            | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175955.35    | 0.02%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                      | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50053.85     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55391.00     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46185.49     | 0.01%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    253000 | PA      | $246548.50    | 0.03%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4654.70      | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    336000 | PA      | $300105.12    | 0.04%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102413.16    | 0.01%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    340000 | PA      | $263258.60    | 0.03%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18187.20     | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12949.17     | 0.00%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    239000 | PA      | $199455.06    | 0.02%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    270000 | PA      | $173739.60    | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $127139.76    | 0.02%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73952.10     | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101253.24    | 0.01%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    322000 | PA      | $298349.10    | 0.04%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    168000 | PA      | $154810.32    | 0.02%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                          | Southwest Airlines Co                                                           | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    144000 | PA      | $133338.24    | 0.02%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     65000 | PA      | $60238.75     | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    187000 | PA      | $176928.18    | 0.02%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80025.12     | 0.01%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    174000 | PA      | $199875.54    | 0.02%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     92000 | PA      | $69635.72     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $61319.65     | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75865.74     | 0.01%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34837.00     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    191000 | PA      | $200700.89    | 0.02%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48644.50     | 0.01%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    229000 | PA      | $221207.13    | 0.03%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50309.00     | 0.01%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    307000 | PA      | $299232.90    | 0.04%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    261000 | PA      | $268349.76    | 0.03%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $256626.00    | 0.03%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                         | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48095.40     | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9782.80      | 0.00%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                       | XLIT Ltd                                                                        | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $179388.00    | 0.02%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20790.10     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    208000 | PA      | $202429.76    | 0.02%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132315.00    | 0.02%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                            | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     30000 | PA      | $26432.40     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    703000 | PA      | $669663.74    | 0.08%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $107441.52    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    242000 | PA      | $232438.58    | 0.03%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    172000 | PA      | $162598.48    | 0.02%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24416.00     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    591000 | PA      | $501912.66    | 0.06%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                         | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    268000 | PA      | $252145.12    | 0.03%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113442.60    | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     12000 | PA      | $10516.56     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    723000 | PA      | $597277.53    | 0.07%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $129183.65    | 0.02%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    470000 | PA      | $439769.60    | 0.05%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    214000 | PA      | $244895.18    | 0.03%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170782.50    | 0.02%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    456000 | PA      | $443190.96    | 0.05%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $374299.20    | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $307386.00    | 0.04%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $63345.50     | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    204000 | PA      | $183783.60    | 0.02%             | 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        |    233000 | PA      | $218780.01    | 0.03%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $97579.50     | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    142000 | PA      | $122976.26    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    204000 | PA      | $201042.00    | 0.02%             | 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        |    253000 | PA      | $238490.45    | 0.03%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $178075.12    | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    156000 | PA      | $169171.08    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Aflac Inc                                      | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32756.84     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    265000 | PA      | $226373.60    | 0.03%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72756.60     | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $99599.25     | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    301000 | PA      | $273666.19    | 0.03%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27930.40     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     36000 | PA      | $23201.64     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4323.35      | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $274566.40    | 0.03%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67712.64     | 0.01%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172771.20    | 0.02%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    242000 | PA      | $225314.10    | 0.03%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    113000 | PA      | $89013.49     | 0.01%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    345000 | PA      | $325500.60    | 0.04%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $96274.74     | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    344000 | PA      | $321017.36    | 0.04%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44674.80     | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31364.48     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    188000 | PA      | $152622.16    | 0.02%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                              | Toyota Motor Corp                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     28000 | PA      | $26824.84     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                        | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    255000 | PA      | $191474.40    | 0.02%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75248.80     | 0.01%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49543.50     | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71890.22     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87743.90     | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     76000 | PA      | $61726.44     | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    515000 | PA      | $452896.15    | 0.06%             | 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        |     30000 | PA      | $26648.10     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    113000 | PA      | $99352.99     | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86529.80     | 0.01%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $149254.95    | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    549000 | PA      | $435291.12    | 0.05%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    146000 | PA      | $134779.90    | 0.02%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     35000 | PA      | $29570.80     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                             | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     97000 | PA      | $76312.81     | 0.01%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                       | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    223000 | PA      | $192433.39    | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    219000 | PA      | $196872.24    | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    593000 | PA      | $500930.82    | 0.06%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    266000 | PA      | $209562.78    | 0.03%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21510.98     | 0.00%             | 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        |    233000 | PA      | $203863.35    | 0.02%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56941.20     | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    587000 | PA      | $496555.04    | 0.06%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50057.50     | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    279000 | PA      | $236555.73    | 0.03%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    808000 | PA      | $557091.76    | 0.07%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133718.20    | 0.02%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120305.25    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    980000 | PA      | $804021.40    | 0.10%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66989.00     | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Dover Corp                                     | Dover Corp                                                                      | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47880.00     | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    159000 | PA      | $137504.79    | 0.02%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $168119.00    | 0.02%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                        | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $93954.24     | 0.01%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     61000 | PA      | $50623.29     | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40294.50     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $99038.10     | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1368045.00   | 0.17%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    308000 | PA      | $273186.76    | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60565.56     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    231000 | PA      | $211510.53    | 0.03%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    562000 | PA      | $435679.26    | 0.05%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    274000 | PA      | $184486.94    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127772.79    | 0.02%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10503.35     | 0.00%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    169000 | PA      | $158342.86    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239889.60    | 0.03%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1951.60      | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    796000 | PA      | $703146.60    | 0.09%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1095074.95   | 0.13%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70412.94     | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                                                 | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    209000 | PA      | $225533.99    | 0.03%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    349000 | PA      | $331417.38    | 0.04%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $371859.60    | 0.05%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134679.10    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    364000 | PA      | $334144.72    | 0.04%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48496.41     | 0.01%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    114000 | PA      | $101361.96    | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44634.96     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56199.00     | 0.01%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    163000 | PA      | $139589.94    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38999.20     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     89000 | PA      | $64292.71     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    206000 | PA      | $170862.58    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    156000 | PA      | $177701.16    | 0.02%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    174000 | PA      | $187639.86    | 0.02%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    273000 | PA      | $273431.34    | 0.03%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    247000 | PA      | $177625.11    | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1503755.00   | 0.18%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     57000 | PA      | $52851.54     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112275.72    | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    481000 | PA      | $410004.40    | 0.05%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    620000 | PA      | $555780.40    | 0.07%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1539947.57   | 0.19%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    393000 | PA      | $319591.53    | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    229000 | PA      | $205282.47    | 0.03%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1100550.00   | 0.13%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                             | STORE Capital Corp                                                              | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |     51000 | PA      | $46719.57     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    413000 | PA      | $373921.94    | 0.05%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    612000 | PA      | $413026.56    | 0.05%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    198000 | PA      | $181231.38    | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83402.10     | 0.01%             | 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        |     93000 | PA      | $76747.32     | 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        |    441000 | PA      | $423351.18    | 0.05%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33364.40     | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17280.20     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $504267.60    | 0.06%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    156000 | PA      | $122962.32    | 0.02%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    862000 | PA      | $827666.54    | 0.10%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24235.25     | 0.00%             | 2028-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1464677.08   | 0.18%             | 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        |    605000 | PA      | $555450.50    | 0.07%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    462000 | PA      | $336442.26    | 0.04%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103318.60    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5190.15      | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129987.20    | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52879.86     | 0.01%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    849000 | PA      | $685864.65    | 0.08%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $86537.70     | 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        |    248000 | PA      | $187626.88    | 0.02%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75351.78     | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    203000 | PA      | $209085.94    | 0.03%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    102000 | PA      | $113269.98    | 0.01%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4902.45      | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $92138.36     | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90391.21     | 0.01%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $46669.50     | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    424000 | PA      | $407888.00    | 0.05%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13185.30     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128854.22    | 0.02%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64568.70     | 0.01%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                             | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    101000 | PA      | $92494.79     | 0.01%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $218724.00    | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    181000 | PA      | $166360.72    | 0.02%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    177000 | PA      | $195250.47    | 0.02%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99257.00     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     22000 | PA      | $18011.40     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                         | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21944.75     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    276000 | PA      | $262059.24    | 0.03%             | 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        |    184000 | PA      | $175515.76    | 0.02%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                         | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     61000 | PA      | $47664.79     | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44178.68     | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $141763.20    | 0.02%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    240000 | PA      | $183216.00    | 0.02%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102039.00    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $262840.92    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    648000 | PA      | $636439.68    | 0.08%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    283000 | PA      | $275180.71    | 0.03%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     97000 | PA      | $107977.49    | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                           | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    151000 | PA      | $138503.24    | 0.02%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128618.64    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     82000 | PA      | $67048.94     | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221546.88    | 0.03%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    498000 | PA      | $474414.72    | 0.06%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    318000 | PA      | $292830.30    | 0.04%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    133000 | PA      | $122413.20    | 0.01%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    154000 | PA      | $164536.68    | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    367000 | PA      | $344179.94    | 0.04%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    478000 | PA      | $460557.78    | 0.06%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92038.46     | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $390818.10    | 0.05%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                      | Timken Co/The                                                                   | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9770.10      | 0.00%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360949.05    | 0.04%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    295000 | PA      | $274391.30    | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    467000 | PA      | $429299.09    | 0.05%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24185.10     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                    | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47777.95     | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    369000 | PA      | $357446.61    | 0.04%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                         | Diageo Investment Corp                                                          | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $552354.20    | 0.07%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $594640.00    | 0.07%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1257227.27   | 0.15%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105501.00    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    118000 | PA      | $106613.00    | 0.01%             | 2045-09-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     24000 | PA      | $23701.44     | 0.00%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15686.50     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29954.40     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    188000 | PA      | $157857.96    | 0.02%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $63121.68     | 0.01%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38928.07     | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    124000 | PA      | $141174.00    | 0.02%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                              | SITE Centers Corp                                                               | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4740.30      | 0.00%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3333.50      | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $93921.75     | 0.01%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $86433.75     | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                   | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     15000 | PA      | $14004.00     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $121451.41    | 0.01%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    159000 | PA      | $177008.34    | 0.02%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    654000 | PA      | $721989.84    | 0.09%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    162000 | PA      | $138749.76    | 0.02%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245083.80    | 0.03%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     18000 | PA      | $17655.30     | 0.00%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    602000 | PA      | $552786.50    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     83000 | PA      | $92130.83     | 0.01%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85103.10     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62499.61     | 0.01%             | 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        |     38000 | PA      | $36632.00     | 0.00%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    632000 | PA      | $575865.76    | 0.07%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     73000 | PA      | $49857.54     | 0.01%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88761.40     | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    152000 | PA      | $165292.40    | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79959.71     | 0.01%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1076000 | PA      | $1037984.92   | 0.13%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    349000 | PA      | $266129.95    | 0.03%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85683.42     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212123.25    | 0.03%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27413.50     | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    598000 | PA      | $475918.30    | 0.06%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398183.80    | 0.05%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $148145.40    | 0.02%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    267000 | PA      | $201229.89    | 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        |    300000 | PA      | $286833.00    | 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      | $170345.10    | 0.02%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    296000 | PA      | $273160.64    | 0.03%             | 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        |     57000 | PA      | $50869.08     | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $127754.65    | 0.02%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    441000 | PA      | $387281.79    | 0.05%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $28203.60     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    600000 | PA      | $498600.00    | 0.06%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158336.97    | 0.02%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2578957.56   | 0.32%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53315.90     | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                      | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    185000 | PA      | $144076.15    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     86000 | PA      | $66728.26     | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11498.76     | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44944.35     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20525.50     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |     76000 | PA      | $74347.00     | 0.01%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DELMARVA PWR & LIGHT CO                        | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    134000 | PA      | $111312.46    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    924000 | PA      | $750648.36    | 0.09%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $173687.28    | 0.02%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     52000 | PA      | $43176.12     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    371000 | PA      | $315342.58    | 0.04%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60367.86     | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148710.72    | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $413540.40    | 0.05%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    193000 | PA      | $180700.11    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    252000 | PA      | $236895.12    | 0.03%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    103000 | PA      | $85477.64     | 0.01%             | 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        |    136000 | PA      | $127340.88    | 0.02%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13538.72     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116208.40    | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9546.60      | 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        |    361000 | PA      | $342697.30    | 0.04%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    173000 | PA      | $138538.40    | 0.02%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    153000 | PA      | $143295.21    | 0.02%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                      | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7895.00      | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                       | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12663.45     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97212.06     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     13000 | PA      | $11032.32     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    372000 | PA      | $363909.00    | 0.04%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    389000 | PA      | $357417.09    | 0.04%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     53000 | PA      | $44544.91     | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58992.05     | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86408.40     | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    476000 | PA      | $351621.20    | 0.04%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                             | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4900.70      | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    236000 | PA      | $212293.80    | 0.03%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                              | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    446000 | PA      | $347153.02    | 0.04%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    455000 | PA      | $403143.65    | 0.05%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $317820.00    | 0.04%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $221823.50    | 0.03%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99307.08     | 0.01%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                      | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    258000 | PA      | $217279.86    | 0.03%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    653000 | PA      | $570134.30    | 0.07%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $133028.80    | 0.02%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    423000 | PA      | $402708.69    | 0.05%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115452.15    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    142000 | PA      | $107005.52    | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $689632.50    | 0.08%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46411.99     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188234.00    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68565.90     | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    217000 | PA      | $199214.68    | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127661.16    | 0.02%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52639.50     | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    274000 | PA      | $263914.06    | 0.03%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1616464.60   | 0.20%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10225.27     | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    453000 | PA      | $426993.27    | 0.05%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24524.10     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    516000 | PA      | $426056.04    | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65529.36     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $283357.10    | 0.03%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    191000 | PA      | $167279.71    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     74000 | PA      | $60173.10     | 0.01%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    424000 | PA      | $381298.96    | 0.05%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    467000 | PA      | $314440.44    | 0.04%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    217000 | PA      | $232135.75    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    268000 | PA      | $208474.52    | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    121000 | PA      | $97382.01     | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    184000 | PA      | $144590.88    | 0.02%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32475.30     | 0.00%             | 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        |   1085000 | PA      | $899562.65    | 0.11%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46554.00     | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123623.07    | 0.02%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121279.00    | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48155.24     | 0.01%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63284.04     | 0.01%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    251000 | PA      | $207037.35    | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $102513.49    | 0.01%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     63000 | PA      | $52696.98     | 0.01%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $407351.40    | 0.05%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    392000 | PA      | $387499.84    | 0.05%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60836.75     | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $29477.70     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    142000 | PA      | $138806.42    | 0.02%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                        | Office Properties Income Trust                                                  | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $142234.00    | 0.02%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83958.48     | 0.01%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    128000 | PA      | $119773.44    | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    328000 | PA      | $351137.12    | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Discover Bank                                  | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184204.00    | 0.02%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143262.40    | 0.02%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106794.48    | 0.01%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144811.17    | 0.02%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $76511.40     | 0.01%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13727.40     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                         | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    269000 | PA      | $208590.67    | 0.03%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    186000 | PA      | $155295.12    | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $107914.95    | 0.01%             | 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        |     82000 | PA      | $79081.62     | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   4292000 | PA      | $4154484.32   | 0.51%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                         | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47305.44     | 0.01%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15743.70     | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    259000 | PA      | $241064.25    | 0.03%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $179712.40    | 0.02%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264048.20    | 0.03%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    431000 | PA      | $402252.30    | 0.05%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                         | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     68000 | PA      | $73125.84     | 0.01%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    196000 | PA      | $144291.28    | 0.02%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141550.00    | 0.02%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                             | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |   1439000 | PA      | $1632617.45   | 0.20%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     72000 | PA      | $42742.08     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26533.76     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $272200.50    | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    379000 | PA      | $264106.15    | 0.03%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    135000 | PA      | $119967.75    | 0.01%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    498000 | PA      | $480963.42    | 0.06%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     73000 | PA      | $53993.72     | 0.01%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                           | Tanger Properties LP                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     37000 | PA      | $33672.59     | 0.00%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244149.75    | 0.03%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1468228.32   | 0.18%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82415.00     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29888.95     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    146000 | PA      | $107933.42    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52569.54     | 0.01%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    212000 | PA      | $204730.52    | 0.03%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    187000 | PA      | $181797.66    | 0.02%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194336.95    | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                                                              | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72929.25     | 0.01%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    274000 | PA      | $235300.24    | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14277.30     | 0.00%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    267000 | PA      | $278358.18    | 0.03%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    719000 | PA      | $596022.24    | 0.07%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243144.20    | 0.03%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    151000 | PA      | $169399.35    | 0.02%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     37000 | PA      | $28736.42     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    152000 | PA      | $102422.16    | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    116000 | PA      | $95812.52     | 0.01%             | 2042-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    219000 | PA      | $185657.25    | 0.02%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    217000 | PA      | $209355.09    | 0.03%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    452000 | PA      | $395463.84    | 0.05%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer