# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012275
**Filing Date:** 2023-1
**Character Count:** 323912
**Document Hash:** aafcbd3e4b976c89ab306fc8c56f4472
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012275.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012275

**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:** 23551428

**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 BBB Rated Corporate Bond ETF (Series ID: S000071770)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000227271 | iShares BBB Rated Corporate Bond ETF | LQDB            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> BBB Rated 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), 5.40%, 10/01/48 (Call 04/01/48)<sup>(a)</sup> | $15 | $13791 |
| Omnicom Group Inc., 2.60%, 08/01/31 (Call 05/01/31)<sup>(a)</sup> | 34 | 28114 |
|  |  | 41905 |
| **Aerospace & Defense — 3.1%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 05/01/25 (Call 04/01/25) | 112 | 110975 |
| &nbsp;&nbsp;&nbsp;5.04%, 05/01/27 (Call 03/01/27) | 60 | 59426 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/30 (Call 02/01/30) | 79 | 76980 |
| &nbsp;&nbsp;&nbsp;5.71%, 05/01/40 (Call 11/01/39) | 37 | 35239 |
| &nbsp;&nbsp;&nbsp;5.81%, 05/01/50 (Call 11/01/49) | 71 | 66954 |
| &nbsp;&nbsp;&nbsp;5.93%, 05/01/60 (Call 11/01/59) | 37 | 34424 |
| L3Harris Technologies Inc., 4.40%, 06/15/28 (Call 03/15/28) | 56 | 54116 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 82 | 76130 |
| &nbsp;&nbsp;&nbsp;4.03%, 10/15/47 (Call 04/15/47) | 34 | 28912 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/01/50 (Call 11/01/49) | 19 | 19290 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.82%, 09/01/51 (Call 03/01/51) | 37 | 25309 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/16/28 (Call 08/16/28) | 97 | 94001 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/42 | 52 | 47947 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/16/48 (Call 05/16/48) | 49 | 44998 |
|  |  | 774701 |
| **Agriculture — 1.9%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/14/26 (Call 12/14/25)<sup>(a)</sup> | 41 | 40331 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/14/29 (Call 11/14/28) | 30 | 28874 |
| &nbsp;&nbsp;&nbsp;5.80%, 02/14/39 (Call 08/14/38) | 37 | 34344 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/14/49 (Call 08/14/48) | 75 | 66212 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.73%, 03/25/31 (Call 12/25/30) | 15 | 11798 |
| &nbsp;&nbsp;&nbsp;3.22%, 08/15/24 (Call 06/15/24) | 56 | 54004 |
| &nbsp;&nbsp;&nbsp;3.56%, 08/15/27 (Call 05/15/27) | 71 | 64743 |
| &nbsp;&nbsp;&nbsp;4.39%, 08/15/37 (Call 02/15/37) | 34 | 26727 |
| &nbsp;&nbsp;&nbsp;4.54%, 08/15/47 (Call 02/15/47) | 49 | 35583 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.74%, 03/16/32 (Call 12/16/31)<sup>(a)</sup> | 34 | 30538 |
| &nbsp;&nbsp;&nbsp;5.65%, 03/16/52 (Call 09/16/51) | 26 | 21767 |
| Bunge Ltd. Finance Corp., 2.75%, 05/14/31 (Call 02/14/31) | 15 | 12432 |
| Reynolds American Inc., 4.45%, 06/12/25 (Call 03/12/25) | 56 | 55067 |
|  |  | 482420 |
| **Apparel — 0.1%** |  |  |
| VF Corp., 2.40%, 04/23/25 (Call 03/23/25) | 37 | 34726 |
| **Auto Manufacturers — 1.8%** |  |  |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 10/02/43 | 56 | 53881 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/36 (Call 10/01/35) | 37 | 37413 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 01/08/26 (Call 12/08/25) | 150 | 131568 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/18/23 | 112 | 109121 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/31 (Call 10/08/30) | 97 | 74865 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/26/25 (Call 01/26/25) | 37 | 34975 |
|  |  | 441823 |
| **Auto Parts & Equipment — 0.2%** |  |  |
| Aptiv PLC, 3.10%, 12/01/51 (Call 06/01/51) | 19 | 11842 |
| Aptiv PLC/Aptiv Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/32 (Call 12/01/31) | 11 | 9258 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/52 (Call 11/01/51) | 11 | 8288 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Auto Parts & Equipment (continued)** |  |  |
| BorgWarner Inc., 2.65%, 07/01/27 (Call 05/01/27) | $26 | $23429 |
| Lear Corp., 5.25%, 05/15/49 (Call 11/15/48) | 7 | 5882 |
|  |  | 58699 |
| **Banks — 7.7%** |  |  |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 03/10/32 (Call 03/10/31)<sup>(b)</sup> | 200 | 152252 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/16/25 | 225 | 214338 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/15/23 | 94 | 93543 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 09/29/27<sup>(a)</sup> | 75 | 72227 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 34 | 33471 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/18/46 | 37 | 31563 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 06/15/32 | 15 | 15839 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.68%, 09/13/43 | 19 | 20614 |
| Deutsche Bank AG/New York NY, 2.13%, 11/24/26 (Call 11/24/25), (1 day SOFR + 1.870%)<sup>(b)</sup> | 150 | 131285 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 01/16/24 (Call 12/16/23) | 131 | 129962 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 07/28/30 (Call 07/28/29)<sup>(b)</sup> | 5 | 4699 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 03/01/38 | 11 | 13351 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/21/25 | 37 | 36301 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 05/22/45 | 50 | 47812 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 10/01/37 | 82 | 88401 |
| HSBC Holdings PLC, 4.25%, 08/18/25 | 225 | 215931 |
| KeyCorp, 4.79%, 06/01/33 (Call 06/01/32)<sup>(a)(b)</sup> | 60 | 56831 |
| Morgan Stanley, 5.00%, 11/24/25 | 82 | 82221 |
| Santander Holdings USA Inc., 3.45%, 06/02/25 (Call 05/02/25) | 75 | 71468 |
| Santander UK Group Holdings PLC, 1.09%, 03/15/25 (Call 03/15/24), (1 day SOFR + 0.787%)<sup>(b)</sup> | 225 | 208334 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 07/22/27 | 79 | 76274 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/07/46 | 55 | 47366 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 11/17/45 | 90 | 79282 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.96%, 11/16/40 | 22 | 14509 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/18/41 | 19 | 12436 |
|  |  | 1950310 |
| **Beverages — 2.9%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/01/25) | 60 | 58256 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 90 | 86042 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 124 | 116164 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30)<sup>(a)</sup> | 52 | 47954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 04/15/48 (Call 10/15/47) | 52 | 47280 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 06/01/60 (Call 12/01/59) | 37 | 33364 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 01/23/39 (Call 07/23/38) | 37 | 37767 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 01/23/49 (Call 07/23/48) | 67 | 68228 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 12/06/26 (Call 09/06/26) | 45 | 43027 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/01/50 (Call 11/01/49) | 22 | 16827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/09/32 (Call 02/09/32)<sup>(a)</sup> | 26 | 25131 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/15/24 (Call 01/03/23) | 75 | 70994 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | 37 | 29876 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/15/51 (Call 09/15/50) | 34 | 23795 |
| Molson Coors Beverage Co., 4.20%, 07/15/46 (Call 01/15/46) | 34 | 27296 |
|  |  | 732001 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Biotechnology — 3.0%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | $49 | $44594 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/25/31 (Call 11/25/30) | 56 | 46509 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.77%, 09/01/53 (Call 03/01/53) | 37 | 23061 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 08/15/41 (Call 02/15/41) | 45 | 32275 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/22/24 (Call 02/22/24)<sup>(a)</sup> | 94 | 92500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/01/45 (Call 11/01/44) | 64 | 55071 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (Call 12/15/50) | 56 | 50218 |
| Baxalta Inc., 5.25%, 06/23/45 (Call 12/23/44) | 52 | 49621 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/01/50 (Call 11/01/49) | 11 | 7552 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/15/51 (Call 08/15/50) | 30 | 20954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 09/15/25 (Call 06/15/25) | 37 | 36025 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/29/23 (Call 12/12/22) | 75 | 72371 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/01/30 (Call 07/01/30) | 86 | 68997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/01/46 (Call 09/01/45) | 56 | 51613 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 04/01/44 (Call 10/01/43) | 41 | 38541 |
| Regeneron Pharmaceuticals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/15/30 (Call 06/15/30) | 7 | 5480 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/15/50 (Call 03/15/50) | 11 | 7037 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 09/02/25 (Call 08/02/25) | 37 | 33159 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 09/02/40 (Call 03/02/40) | 30 | 21512 |
|  |  | 757090 |
| **Building Materials — 0.7%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 02/15/25 (Call 01/15/25) | 21 | 19829 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 02/15/27 (Call 12/15/26) | 56 | 50797 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.58%, 04/05/50 (Call 10/05/49) | 37 | 27012 |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA, 2.00%, 09/16/31 (Call 06/16/31) | 26 | 20536 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/15/51 (Call 01/15/51) | 26 | 17894 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/15/27 (Call 09/15/27) | 19 | 17766 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | 19 | 16937 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 7 | 5930 |
|  |  | 176701 |
| **Chemicals — 2.0%** |  |  |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27)<sup>(a)</sup> | 22 | 21511 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.33%, 07/15/29 (Call 05/15/29) | 22 | 21139 |
| CF Industries Inc., 5.38%, 03/15/44 | 11 | 10113 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 11/15/30 (Call 08/15/30)<sup>(a)</sup> | 37 | 29495 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/50 (Call 05/15/50) | 85 | 60840 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.73%, 11/15/28 (Call 08/15/28) | 60 | 59660 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.42%, 11/15/48 (Call 05/15/48) | 37 | 35793 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 19 | 18080 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 10/15/44 (Call 04/15/44) | 15 | 12296 |
| FMC Corp., 3.45%, 10/01/29 (Call 07/01/29) | 11 | 9759 |
| International Flavors & Fragrances Inc., 5.00%, 09/26/48 (Call 03/26/48) | 15 | 12935 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 10/01/60 (Call 04/01/60) | 22 | 14532 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/01/50 (Call 11/01/49) | 37 | 27702 |
| Mosaic Co. (The), 4.05%, 11/15/27 (Call 08/15/27) | 30 | 28573 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Chemicals (continued)** |  |  |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/13/30 (Call 02/13/30) | $22 | $18879 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/13/50 (Call 11/13/49) | 11 | 8600 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27) | 67 | 62892 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/47 (Call 12/01/46) | 34 | 29341 |
| Westlake Corp., 5.00%, 08/15/46 (Call 02/15/46) | 19 | 16085 |
|  |  | 498225 |
| **Commercial Services — 1.0%** |  |  |
| Block Financial LLC, 2.50%, 07/15/28 (Call 05/15/28) | 22 | 18758 |
| Equifax Inc., 2.35%, 09/15/31 (Call 06/15/31) | 26 | 20134 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 03/01/26 (Call 02/01/26) | 161 | 140526 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/15/49 (Call 02/15/49)<sup>(a)</sup> | 7 | 5013 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/19/31 (Call 05/19/31)<sup>(a)</sup> | 11 | 8745 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 08/18/60 (Call 02/18/60) | 7 | 4014 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/19/41 (Call 02/19/41) | 15 | 10635 |
| RELX Capital Inc., 4.00%, 03/18/29 (Call 12/18/28) | 37 | 34713 |
| Verisk Analytics Inc., 3.63%, 05/15/50 (Call 11/15/49) | 7 | 4981 |
|  |  | 247519 |
| **Computers — 1.9%** |  |  |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/51 (Call 06/15/51)<sup>(c)</sup> | 22 | 14095 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (Call 03/15/26)<sup>(a)</sup> | 120 | 122476 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.10%, 07/15/36 (Call 01/15/36) | 26 | 29883 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (Call 01/15/46) | 5 | 5834 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/01/24 (Call 03/01/24) | 94 | 89660 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 10/15/45 (Call 04/15/45)<sup>(a)</sup> | 19 | 19531 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 06/17/25 (Call 05/17/25) | 30 | 28010 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/17/31 (Call 03/17/31) | 37 | 28940 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 12/15/27) | 49 | 47669 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/15/41 | 19 | 18498 |
| Kyndryl Holdings Inc., 2.70%, 10/15/28 (Call 08/15/28) | 19 | 14191 |
| Leidos Inc., 4.38%, 05/15/30 (Call 02/15/30) | 26 | 23416 |
| Western Digital Corp., 4.75%, 02/15/26 (Call 11/15/25) | 45 | 42447 |
|  |  | 484650 |
| **Diversified Financial Services — 3.3%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.40%, 10/29/33 (Call 07/29/33) | 160 | 123937 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 02/15/24 (Call 01/15/24) | 56 | 52622 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 09/01/28 (Call 07/01/28) | 56 | 45460 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25)<sup>(a)</sup> | 37 | 34123 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 11/02/28 (Call 09/02/28)<sup>(a)</sup> | 56 | 44606 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/01/31 | 19 | 20333 |
| Capital One Financial Corp., 2.60%, 05/11/23 (Call 04/11/23) | 112 | 110925 |
| CI Financial Corp., 4.10%, 06/15/51 (Call 12/15/50)<sup>(a)</sup> | 12 | 7289 |
| Discover Financial Services, 4.10%, 02/09/27 (Call 11/09/26) | 75 | 70346 |
| Jefferies Financial Group Inc., 6.25%, 01/15/36 | 34 | 33843 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 37 | 28470 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/28/50 (Call 10/28/49) | 30 | 20799 |
| Nomura Holdings Inc., 1.85%, 07/16/25 | 200 | 182521 |
| Synchrony Financial, 2.88%, 10/28/31 (Call 07/28/31) | 37 | 27960 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Western Union Co. (The), 1.35%, 03/15/26 (Call 02/15/26) | $37 | $32256 |
|  |  | 835490 |
| **Electric — 4.8%** |  |  |
| AEP Texas Inc., Series I, 2.10%, 07/01/30 (Call 04/01/30) | 30 | 24162 |
| AES Corp. (The), 2.45%, 01/15/31 (Call 10/15/30) | 26 | 20624 |
| Avangrid Inc., 3.20%, 04/15/25 (Call 03/15/25) | 37 | 35384 |
| Constellation Energy Generation LLC, 6.25%, 10/01/39 | 19 | 19865 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 3.30%, 04/15/41 (Call 10/15/40) | 19 | 14308 |
| &nbsp;&nbsp;&nbsp;Series C, 3.38%, 04/01/30 (Call 01/01/30) | 60 | 53094 |
| DTE Energy Co., Series C, 2.53%, 10/01/24<sup>(d)</sup> | 52 | 49601 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 06/01/30 (Call 03/01/30) | 71 | 59523 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/51 (Call 12/15/50)<sup>(a)</sup> | 30 | 21466 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/24 (Call 01/15/24) | 64 | 63039 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/46 (Call 03/01/46) | 37 | 27788 |
| Emera U.S. Finance LP, 4.75%, 06/15/46 (Call 12/15/45) | 19 | 15106 |
| Entergy Corp., 2.40%, 06/15/31 (Call 03/05/31) | 19 | 15113 |
| Eversource Energy, 2.90%, 03/01/27 (Call 02/01/27) | 64 | 58715 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (Call 01/15/30) | 26 | 24498 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/50 (Call 10/15/49) | 34 | 30142 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/52 (Call 11/15/51) | 19 | 18300 |
| &nbsp;&nbsp;&nbsp;Series A, 3.25%, 03/15/51 (Call 09/15/50) | 34 | 24079 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 94 | 77897 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/20/25 | 52 | 51712 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/31 (Call 03/01/31) | 49 | 40262 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/50 (Call 02/01/50)<sup>(a)</sup> | 41 | 26753 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 19 | 13118 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/01/30 (Call 01/01/30) | 67 | 61188 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/01/50 (Call 01/01/50) | 49 | 39218 |
| Public Service Enterprise Group Inc., 2.45%, 11/15/31 (Call 08/15/31) | 22 | 17684 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/28 (Call 11/01/27) | 26 | 23911 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 (Call 08/01/47) | 26 | 20101 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 07/01/23 (Call 05/01/23) | 64 | 63308 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/01/26 (Call 04/01/26) | 94 | 89284 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/46 (Call 01/01/46) | 41 | 34579 |
| WEC Energy Group Inc., 2.20%, 12/15/28 (Call 10/15/28) | 22 | 18680 |
| Xcel Energy Inc., 2.60%, 12/01/29 (Call 06/01/29) | 52 | 44399 |
|  |  | 1196901 |
| **Electronics — 0.5%** |  |  |
| Agilent Technologies Inc., 2.30%, 03/12/31 (Call 12/12/30) | 19 | 15510 |
| Amphenol Corp., 2.20%, 09/15/31 (Call 06/15/31) | 19 | 15192 |
| Arrow Electronics Inc., 2.95%, 02/15/32 (Call 11/15/31) | 19 | 15178 |
| Flex Ltd., 4.88%, 06/15/29 (Call 03/15/29) | 15 | 13944 |
| Jabil Inc., 3.95%, 01/12/28 (Call 10/12/27) | 30 | 28045 |
| Keysight Technologies Inc., 3.00%, 10/30/29 (Call 07/30/29) | 11 | 9564 |
| TD SYNNEX Corp., 2.65%, 08/09/31 (Call 05/09/31) | 22 | 17027 |
| Vontier Corp., 2.95%, 04/01/31 (Call 01/01/31) | 25 | 18167 |
|  |  | 132627 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Entertainment — 0.7%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/32 (Call 12/15/31)<sup>(c)</sup> | $90 | $76491 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (Call 09/15/51)<sup>(c)</sup> | 116 | 89720 |
|  |  | 166211 |
| **Environmental Control — 0.6%** |  |  |
| Republic Services Inc., 3.38%, 11/15/27 (Call 08/15/27) | 56 | 52600 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 01/15/32 (Call 10/15/31) | 15 | 12070 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51) | 19 | 13006 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/01/32 (Call 03/01/32) | 19 | 16558 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/31 (Call 12/15/30) | 37 | 29304 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/15/49 (Call 01/15/49) | 15 | 13095 |
|  |  | 136633 |
| **Food — 2.6%** |  |  |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/28 (Call 12/15/27) | 26 | 25139 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/48 (Call 09/15/47) | 7 | 6355 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 11/01/27 (Call 09/01/27) | 64 | 53335 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/01/48 (Call 05/01/48) | 15 | 14167 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/51 (Call 08/01/50) | 7 | 4834 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 37 | 36419 |
| JM Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/15/32 (Call 12/15/31) | 19 | 14883 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/45 | 7 | 5768 |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 37 | 34696 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 | 7 | 6077 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/46 (Call 12/01/45) | 101 | 85192 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/35 (Call 01/15/35) | 37 | 36140 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 05/01/30 (Call 02/01/30) | 37 | 30228 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/15/50 (Call 07/15/49)<sup>(a)</sup> | 19 | 15124 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/01/47 (Call 08/01/46) | 15 | 12811 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/15/26 (Call 01/15/26) | 41 | 36036 |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (Call 11/15/30) | 11 | 8545 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 05/04/25 (Call 04/04/25) | 26 | 24145 |
| &nbsp;&nbsp;&nbsp;1.88%, 10/15/32 (Call 07/15/32) | 19 | 14560 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/04/50 (Call 03/04/50) | 19 | 12228 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/14/51 (Call 06/14/51) | 15 | 10282 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/26 (Call 04/15/26) | 26 | 24645 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (Call 01/01/30) | 15 | 15706 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (Call 10/01/49) | 22 | 24671 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/24 (Call 05/15/24) | 30 | 29455 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28)<sup>(a)</sup> | 37 | 35795 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/28/48 (Call 03/28/48) | 26 | 24412 |
|  |  | 641648 |
| **Forest Products & Paper — 0.1%** |  |  |
| International Paper Co., 4.40%, 08/15/47 (Call 02/15/47) | 30 | 25054 |
| **Gas — 0.3%** |  |  |
| National Fuel Gas Co., 2.95%, 03/01/31 (Call 12/01/30) | 19 | 15100 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Gas (continued)** |  |  |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/01/30 (Call 02/01/30) | $30 | $26948 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/47 (Call 11/15/46) | 37 | 31159 |
|  |  | 73207 |
| **Health Care - Products — 1.0%** |  |  |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.92%, 02/01/27 (Call 01/01/27) | 86 | 76593 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/51 (Call 06/01/51) | 7 | 4677 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/01/25 (Call 05/01/25) | 26 | 24315 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/01/30 (Call 03/01/30)<sup>(a)</sup> | 7 | 6033 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/01/49 (Call 09/01/48)<sup>(a)</sup> | 11 | 10051 |
| Koninklijke Philips NV, 6.88%, 03/11/38 | 19 | 20537 |
| PerkinElmer Inc., 1.90%, 09/15/28 (Call 07/15/28) | 34 | 28308 |
| Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30) | 11 | 8599 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/15/25 (Call 05/15/25) | 15 | 13735 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/26 (Call 12/15/25) | 37 | 35777 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/46 (Call 09/15/45) | 19 | 17122 |
| Zimmer Biomet Holdings Inc., 2.60%, 11/24/31 (Call 08/24/31)<sup>(a)</sup> | 15 | 12150 |
|  |  | 257897 |
| **Health Care - Services — 2.9%** |  |  |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/47 (Call 02/15/47) | 22 | 17124 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/36 | 19 | 20114 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/31 (Call 05/01/31) | 56 | 44381 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/15/29 (Call 12/15/24) | 75 | 69650 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/26 (Call 02/15/26) | 75 | 67469 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 56 | 47215 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (Call 09/15/50) | 94 | 71340 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (Call 02/15/27)<sup>(c)</sup> | 26 | 23646 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/30 (Call 03/01/30) | 60 | 51728 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/51 (Call 01/15/51) | 56 | 37771 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29) | 64 | 58503 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/15/49 (Call 12/15/48)<sup>(a)</sup> | 34 | 29860 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/01/25 | 56 | 55880 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/29 (Call 02/23/29) | 41 | 37742 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/01/24 (Call 07/01/24) | 37 | 36321 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/49 (Call 02/15/49) | 19 | 15285 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 06/01/26 (Call 05/01/26) | 11 | 9754 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 02/01/45 (Call 08/01/44)<sup>(a)</sup> | 11 | 9649 |
| Quest Diagnostics Inc., 4.20%, 06/30/29 (Call 03/30/29) | 26 | 24882 |
| Universal Health Services Inc., 2.65%, 01/15/32 (Call 10/15/31)<sup>(a)(c)</sup> | 15 | 11474 |
|  |  | 739788 |
| **Holding Companies - Diversified — 0.8%** |  |  |
| Ares Capital Corp., 2.15%, 07/15/26 (Call 06/15/26) | 75 | 63832 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/27 (Call 02/15/27) | 45 | 38832 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/24/25<sup>(a)</sup> | 37 | 35931 |
| FS KKR Capital Corp., 3.13%, 10/12/28 (Call 08/12/28) | 34 | 27226 |
| Owl Rock Capital Corp., 3.40%, 07/15/26 (Call 06/15/26) | 37 | 32461 |
|  |  | 198282 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Home Builders — 0.2%** |  |  |
| DR Horton Inc., 2.50%, 10/15/24 (Call 09/15/24) | $37 | $35238 |
| Lennar Corp., 4.75%, 11/29/27 (Call 05/29/27) | 22 | 21051 |
|  |  | 56289 |
| **Home Furnishings — 0.0%** |  |  |
| Whirlpool Corp., 4.60%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 11 | 8632 |
| **Household Products & Wares — 0.1%** |  |  |
| Avery Dennison Corp., 2.25%, 02/15/32 (Call 11/15/31) | 15 | 11535 |
| Clorox Co. (The), 1.80%, 05/15/30 (Call 02/15/30) | 30 | 24002 |
|  |  | 35537 |
| **Insurance — 2.0%** |  |  |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/26 (Call 01/01/26) | 50 | 48519 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/30/50 (Call 12/30/49) | 30 | 25901 |
| Aon Corp., 2.80%, 05/15/30 (Call 02/15/30) | 37 | 31572 |
| Aon Global Ltd., 4.75%, 05/15/45 (Call 11/15/44) | 26 | 22719 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 (Call 12/30/49) | 19 | 13331 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/31 (Call 10/15/30) | 15 | 12337 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/25/51 (Call 11/25/50) | 19 | 13124 |
| Brighthouse Financial Inc., 4.70%, 06/22/47 (Call 12/22/46) | 15 | 11130 |
| Brown & Brown Inc., 2.38%, 03/15/31 (Call 12/15/30) | 19 | 14734 |
| CNA Financial Corp., 3.45%, 08/15/27 (Call 05/15/27) | 45 | 41781 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/05/29 (Call 02/05/29)<sup>(c)</sup> | 37 | 33716 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/05/52 (Call 10/05/51)<sup>(c)</sup> | 19 | 15275 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 04/20/28 (Call 01/20/28) | 26 | 24753 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/20/48 (Call 10/20/47) | 12 | 10469 |
| Everest Reinsurance Holdings Inc., 3.13%, 10/15/52 (Call 04/15/52) | 16 | 10367 |
| Fairfax Financial Holdings Ltd., 3.38%, 03/03/31 (Call 12/03/30) | 41 | 33422 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 08/19/29 (Call 05/19/29) | 26 | 22302 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/19/49 (Call 02/19/49) | 19 | 13991 |
| Jackson Financial Inc., 4.00%, 11/23/51 (Call 05/23/51) | 7 | 4518 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/30 (Call 10/15/29) | 22 | 18260 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/40 | 7 | 7249 |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/07/52 (Call 11/07/51) | 9 | 6130 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/05/46 | 15 | 13221 |
| Old Republic International Corp., 3.85%, 06/11/51 (Call 12/11/50) | 7 | 4909 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/49 (Call 03/15/49) | 7 | 5020 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/28 (Call 06/15/28) | 34 | 32173 |
|  |  | 490923 |
| **Internet — 1.0%** |  |  |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27) | 94 | 88866 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/10/51 (Call 11/10/50) | 7 | 5113 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/30 (Call 11/15/29) | 37 | 31665 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/26 (Call 11/15/25) | 56 | 55843 |
| Netflix Inc., 5.88%, 11/15/28 | 60 | 60613 |
| VeriSign Inc., 2.70%, 06/15/31 (Call 03/15/31) | 7 | 5702 |
|  |  | 247802 |
| **Iron & Steel — 0.6%** |  |  |
| ArcelorMittal SA, 4.25%, 07/16/29<sup>(a)</sup> | 26 | 23329 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Iron & Steel (continued)** |  |  |
| Nucor Corp., 2.00%, 06/01/25 (Call 05/01/25) | $131 | $122250 |
|  |  | 145579 |
| **Lodging — 0.1%** |  |  |
| Marriott International Inc./MD, Series EE, 5.75%, 05/01/25 (Call 04/01/25) | 23 | 23389 |
| **Machinery — 0.5%** |  |  |
| CNH Industrial Capital LLC, 1.88%, 01/15/26 (Call 12/15/25) | 52 | 46742 |
| Flowserve Corp., 2.80%, 01/15/32 (Call 10/15/31) | 7 | 5253 |
| IDEX Corp., 2.63%, 06/15/31 (Call 03/15/31) | 19 | 15818 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.57%, 02/15/30 (Call 11/15/29) | 34 | 28922 |
| &nbsp;&nbsp;&nbsp;3.11%, 02/15/40 (Call 08/15/39) | 11 | 8268 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 09/15/28 (Call 06/15/28) | 22 | 21136 |
|  |  | 126139 |
| **Manufacturing — 0.8%** |  |  |
| Carlisle Companies Inc., 3.75%, 12/01/27 (Call 09/01/27) | 34 | 31735 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27) | 19 | 17766 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/02/42 | 30 | 26185 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/14/29 (Call 03/14/29) | 60 | 54173 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/21/24 (Call 08/21/24) | 37 | 35806 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/14/49 (Call 12/14/48) | 22 | 17638 |
| Teledyne Technologies Inc., 2.75%, 04/01/31 (Call 01/01/31) | 25 | 20586 |
|  |  | 203889 |
| **Media — 3.8%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 04/01/31 (Call 01/01/31) | 116 | 91841 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/51 (Call 10/01/50) | 64 | 40982 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/61 (Call 10/01/60) | 49 | 30231 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/62 (Call 12/30/61) | 45 | 28358 |
| &nbsp;&nbsp;&nbsp;4.91%, 07/23/25 (Call 04/23/25) | 112 | 110331 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/01/47 (Call 11/01/46) | 45 | 37264 |
| &nbsp;&nbsp;&nbsp;6.48%, 10/23/45 (Call 04/23/45) | 75 | 70989 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/20/28 (Call 12/20/27) | 49 | 43959 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/55 (Call 03/15/55) | 45 | 28808 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/20/47 (Call 03/20/47) | 37 | 28720 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.71%, 01/25/29 (Call 10/25/28) | 37 | 35723 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48)<sup>(a)</sup> | 22 | 19820 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/43 | 22 | 15494 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/25 (Call 04/15/25) | 67 | 66350 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/31 (Call 10/15/30) | 34 | 30607 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/19/50 (Call 11/19/49) | 26 | 19344 |
| Thomson Reuters Corp., 5.85%, 04/15/40 | 5 | 4931 |
| Time Warner Cable Enterprises LLC, 8.38%, 03/15/23 | 150 | 151200 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.55%, 05/01/37 | 41 | 39362 |
| &nbsp;&nbsp;&nbsp;6.75%, 06/15/39 | 64 | 61774 |
|  |  | 956088 |
| **Mining — 0.5%** |  |  |
| Barrick North America Finance LLC, 5.70%, 05/30/41 | 26 | 26259 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/28 (Call 03/01/23) | 26 | 23788 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/14/34 (Call 05/14/34) | 22 | 20762 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Mining (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 03/15/43 (Call 09/15/42)<sup>(a)</sup> | $22 | $19670 |
| Newmont Corp., 4.88%, 03/15/42 (Call 09/15/41) | 44 | 40297 |
|  |  | 130776 |
| **Office & Business Equipment — 0.1%** |  |  |
| CDW LLC/CDW Finance Corp., 3.28%, 12/01/28 (Call 10/01/28) | 41 | 34818 |
| **Oil & Gas — 3.1%** |  |  |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/27 (Call 03/01/27) | 37 | 34832 |
| &nbsp;&nbsp;&nbsp;6.25%, 03/15/38 | 15 | 15269 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/52 (Call 08/15/51) | 19 | 13726 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/15/39 | 28 | 29432 |
| Continental Resources Inc./OK, 4.90%, 06/01/44 (Call 12/01/43) | 12 | 9110 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/30 (Call 01/15/25) | 19 | 17739 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (Call 12/15/44) | 19 | 17014 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 (Call 01/15/41) | 15 | 14454 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/29 (Call 09/01/29) | 37 | 32898 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/24/51 (Call 09/24/50)<sup>(a)</sup> | 15 | 11839 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 02/15/41 | 26 | 24870 |
| &nbsp;&nbsp;&nbsp;7.30%, 08/15/31 | 27 | 29585 |
| Marathon Oil Corp., 6.60%, 10/01/37 | 19 | 19480 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 75 | 74455 |
| &nbsp;&nbsp;&nbsp;6.50%, 03/01/41 (Call 09/01/40) | 15 | 15703 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 150 | 146883 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/44 (Call 05/15/44) | 52 | 48499 |
| Pioneer Natural Resources Co., 1.13%, 01/15/26 (Call 12/15/25) | 112 | 99873 |
| Suncor Energy Inc., 3.75%, 03/04/51 (Call 09/04/50) | 49 | 36360 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 12/01/31 (Call 09/01/31) | 37 | 30600 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/51 (Call 06/01/51) | 19 | 13845 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/37 | 30 | 32269 |
|  |  | 768735 |
| **Oil & Gas Services — 0.4%** |  |  |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 03/01/30 (Call 12/01/29)<sup>(a)</sup> | 19 | 16416 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/35 (Call 05/15/35) | 15 | 14010 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/15/45 (Call 05/15/45)<sup>(a)</sup> | 30 | 26984 |
| &nbsp;&nbsp;&nbsp;7.45%, 09/15/39 | 19 | 21713 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/29 (Call 09/01/29) | 7 | 6230 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/42 (Call 06/01/42) | 7 | 5011 |
|  |  | 90364 |
| **Packaging & Containers — 0.3%** |  |  |
| Amcor Flexibles North America Inc., 2.69%, 05/25/31 (Call 02/25/31) | 25 | 20157 |
| Sonoco Products Co., 2.85%, 02/01/32 (Call 11/01/31) | 25 | 20407 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/15/33 (Call 03/15/33)<sup>(a)</sup> | 26 | 20770 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/15/29 (Call 12/15/28)<sup>(a)</sup> | 19 | 18355 |
|  |  | 79689 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Pharmaceuticals — 6.0%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/21/24 (Call 10/21/24) | $94 | $90034 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 09/21/26)<sup>(a)</sup> | 176 | 164734 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (Call 05/21/39) | 60 | 52356 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (Call 05/21/49) | 71 | 60686 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/14/35 (Call 11/14/34) | 56 | 52901 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 71 | 65092 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (Call 12/15/30) | 26 | 21585 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/47 (Call 06/15/47) | 7 | 5882 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.96%, 02/11/31 (Call 11/11/30) | 34 | 27235 |
| &nbsp;&nbsp;&nbsp;3.36%, 06/06/24 (Call 04/06/24) | 37 | 36156 |
| &nbsp;&nbsp;&nbsp;3.79%, 05/20/50 (Call 11/20/49) | 17 | 13324 |
| &nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (Call 12/06/46) | 15 | 13591 |
| Cardinal Health Inc., 4.37%, 06/15/47 (Call 12/15/46) | 7 | 5556 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/51 (Call 09/15/50) | 37 | 26861 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 112 | 110165 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 56 | 54576 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/15/46 (Call 01/16/46) | 71 | 64503 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/15/31 (Call 06/15/31)<sup>(a)</sup> | 49 | 39318 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (Call 04/20/25) | 90 | 88521 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (Call 12/25/27) | 61 | 59236 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 94 | 86806 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/25/48 (Call 09/25/47) | 105 | 97226 |
| Mylan Inc., 5.20%, 04/15/48 (Call 10/15/47) | 26 | 20140 |
| Takeda Pharmaceutical Co. Ltd., 5.00%, 11/26/28 (Call 08/26/28) | 150 | 150222 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/22/30 (Call 03/22/30)<sup>(a)</sup> | 49 | 38944 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/22/50 (Call 12/22/49) | 30 | 19541 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (Call 02/15/30) | 37 | 30457 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/43 (Call 08/01/42) | 26 | 24121 |
|  |  | 1519769 |
| **Pipelines — 6.3%** |  |  |
| Boardwalk Pipelines LP, 3.40%, 02/15/31 (Call 11/15/30) | 15 | 12655 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.74%, 12/31/39 (Call 07/04/39) | 19 | 14847 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24) | 75 | 75415 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/33 (Call 05/01/33) | 34 | 26686 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49)<sup>(a)</sup> | 45 | 35259 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/15/30 (Call 02/15/30)<sup>(a)</sup> | 52 | 46065 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/29 (Call 06/15/29) | 22 | 19940 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/44 (Call 11/15/43) | 37 | 30688 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/50 (Call 11/15/49) | 75 | 61767 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/45 (Call 09/15/44) | 37 | 31475 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/27 (Call 03/01/27) | 19 | 19005 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/15/24 (Call 10/15/23) | 37 | 37137 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/31/30 (Call 10/31/29) | 56 | 48409 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/15/52 (Call 08/15/51) | 41 | 27696 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/25 (Call 11/15/24) | 37 | 36177 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/31/60 (Call 07/31/59) | 19 | 14061 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/31/50 (Call 07/31/49) | 26 | 20766 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/48 (Call 08/15/47) | 26 | 21022 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/43 (Call 08/15/42) | $26 | $22057 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/44 (Call 09/15/43) | 19 | 16852 |
| Kinder Morgan Energy Partners LP, 6.95%, 01/15/38 | 26 | 27696 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/51 (Call 08/15/50) | 49 | 34898 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/01/25 (Call 03/01/25) | 112 | 110274 |
| &nbsp;&nbsp;&nbsp;5.55%, 06/01/45 (Call 12/01/44) | 30 | 28077 |
| &nbsp;&nbsp;&nbsp;7.75%, 01/15/32 | 34 | 38488 |
| Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/50 (Call 09/01/49) | 15 | 11203 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/46 (Call 03/15/46) | 15 | 11698 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/30 (Call 05/15/30) | 37 | 30386 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/38 (Call 10/15/37) | 37 | 31726 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/15/49 (Call 08/15/48) | 37 | 33334 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/48 (Call 01/15/48) | 34 | 28927 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 01/15/26 (Call 12/15/25)<sup>(a)</sup> | 37 | 37524 |
| &nbsp;&nbsp;&nbsp;6.35%, 01/15/31 (Call 10/15/30) | 27 | 27696 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 12/15/29 (Call 09/15/29) | 41 | 35729 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/15/45 (Call 08/15/44) | 11 | 8726 |
| &nbsp;&nbsp;&nbsp;5.15%, 06/01/42 (Call 12/01/41) | 11 | 9062 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/30 (Call 11/15/29)<sup>(a)</sup> | 52 | 49079 |
| &nbsp;&nbsp;&nbsp;5.63%, 03/01/25 (Call 12/01/24) | 52 | 52168 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 02/01/33 (Call 11/01/32) | 45 | 39298 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/01/52 (Call 01/01/52) | 11 | 10609 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 10/12/24 (Call 09/12/24) | 37 | 34332 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/12/31 (Call 07/12/31) | 34 | 27497 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/28 (Call 02/15/28) | 15 | 14331 |
| &nbsp;&nbsp;&nbsp;5.10%, 03/15/49 (Call 09/15/48) | 26 | 24225 |
| &nbsp;&nbsp;&nbsp;6.20%, 10/15/37 | 26 | 26833 |
| &nbsp;&nbsp;&nbsp;7.63%, 01/15/39 | 26 | 30326 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 03/15/31 (Call 12/15/30) | 41 | 33675 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/24/24 (Call 03/24/24) | 67 | 66259 |
| &nbsp;&nbsp;&nbsp;5.10%, 09/15/45 (Call 03/15/45) | 71 | 63526 |
|  |  | 1595581 |
| **Real Estate Investment Trusts — 4.3%** |  |  |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/18/32 (Call 02/18/32) | 60 | 45725 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/50 (Call 08/01/49) | 34 | 26219 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/50 (Call 12/15/49) | 34 | 22531 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 37 | 34475 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/29 (Call 05/15/29) | 109 | 99624 |
| Boston Properties LP, 2.90%, 03/15/30 (Call 12/15/29) | 79 | 64613 |
| Brixmor Operating Partnership LP, 2.50%, 08/16/31 (Call 05/16/31) | 30 | 22691 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 04/01/41 (Call 10/01/40) | 30 | 21064 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/01/24 (Call 07/01/24) | 150 | 145525 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 71 | 66275 |
| Digital Realty Trust LP, 3.70%, 08/15/27 (Call 05/15/27) | 64 | 59651 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (Call 04/15/30) | 67 | 53624 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/51 (Call 03/15/51) | 7 | 4477 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> BBB Rated 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, 2.65%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | $30 | $23881 |
| Federal Realty Investment Trust, 4.50%, 12/01/44 (Call 06/01/44) | 15 | 12026 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 01/15/29 (Call 10/15/28) | 30 | 28386 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/26 (Call 01/15/26) | 26 | 25374 |
| Healthcare Realty Holdings LP, 3.75%, 07/01/27 (Call 04/01/27)<sup>(a)</sup> | 56 | 52261 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 12/01/28 (Call 10/01/28) | 30 | 25358 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 19 | 16394 |
| Kimco Realty Corp., 2.70%, 10/01/30 (Call 07/01/30) | 34 | 28087 |
| Omega Healthcare Investors Inc., 3.25%, 04/15/33 (Call 01/15/33) | 30 | 21935 |
| Ventas Realty LP, 4.75%, 11/15/30 (Call 08/15/30)<sup>(a)</sup> | 41 | 38675 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/25 | 56 | 54169 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/52 (Call 11/15/51) | 7 | 6319 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31) | 56 | 45214 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/01/48 (Call 03/01/48) | 11 | 9466 |
| Weyerhaeuser Co., 7.38%, 03/15/32 | 15 | 16673 |
|  |  | 1070712 |
| **Retail — 3.5%** |  |  |
| AutoNation Inc., 3.85%, 03/01/32 (Call 12/01/31) | 22 | 18107 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 07/15/23 (Call 04/15/23) | 56 | 55310 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/01/32 (Call 05/01/32) | 26 | 25452 |
| Best Buy Co. Inc., 1.95%, 10/01/30 (Call 07/01/30)<sup>(a)</sup> | 19 | 14912 |
| Dick's Sporting Goods Inc., 4.10%, 01/15/52 (Call 07/15/51) | 11 | 7423 |
| Dollar General Corp., 3.50%, 04/03/30 (Call 01/03/30)<sup>(a)</sup> | 34 | 30845 |
| Dollar Tree Inc., 4.00%, 05/15/25 (Call 03/15/25) | 56 | 54797 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 10/15/30 (Call 07/15/30) | 56 | 44427 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 75 | 70276 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/46 (Call 10/15/45) | 82 | 62893 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/52 (Call 10/01/51) | 56 | 45909 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/33 (Call 01/15/33)<sup>(a)</sup> | 26 | 25836 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/30 (Call 04/01/30) | 71 | 66295 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (Call 03/01/49)<sup>(a)</sup> | 75 | 58394 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/26 (Call 10/30/25) | 75 | 73539 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 26 | 24558 |
| O'Reilly Automotive Inc., 3.90%, 06/01/29 (Call 03/01/29) | 52 | 48595 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 11/15/30 (Call 08/15/30) | 37 | 31594 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/14/32 (Call 11/14/31)<sup>(a)</sup> | 30 | 26064 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/50 (Call 05/15/50) | 41 | 30745 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/25 (Call 06/15/25) | 56 | 55238 |
| Walgreens Boots Alliance Inc., 4.80%, 11/18/44 (Call 05/18/44) | 15 | 12782 |
|  |  | 883991 |
| **Semiconductors — 2.3%** |  |  |
| Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27 (Call 10/15/26) | 154 | 145749 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/15/31 (Call 11/15/30)<sup>(c)</sup> | 105 | 83210 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/15/35 (Call 08/15/35)<sup>(c)</sup> | 67 | 49597 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 04/15/33 (Call 01/15/33)<sup>(c)</sup> | 60 | 48793 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/41 (Call 08/15/40)<sup>(a)(c)</sup> | 52 | 37540 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/29 (Call 02/15/29)<sup>(c)</sup> | 22 | 20086 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| Marvell Technology Inc., 2.95%, 04/15/31 (Call 01/15/31) | $11 | $8972 |
| Microchip Technology Inc., 4.25%, 09/01/25 (Call 01/03/23) | 56 | 54385 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 11/01/51 (Call 05/01/51) | 15 | 9952 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/15/30 (Call 11/15/29) | 34 | 31409 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/11/41 (Call 11/11/40) | 19 | 13546 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/51 (Call 05/30/51) | 15 | 9591 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/18/26 (Call 04/18/26) | 22 | 20890 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/18/29 (Call 03/18/29) | 26 | 24209 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/33 (Call 10/15/32) | 22 | 20862 |
|  |  | 578791 |
| **Software — 4.8%** |  |  |
| Activision Blizzard Inc., 2.50%, 09/15/50 (Call 03/15/50) | 15 | 9625 |
| Autodesk Inc., 2.40%, 12/15/31 (Call 09/15/31)<sup>(a)</sup> | 26 | 21013 |
| Broadridge Financial Solutions Inc., 2.60%, 05/01/31 (Call 02/01/31) | 19 | 15544 |
| Electronic Arts Inc., 2.95%, 02/15/51 (Call 08/15/50) | 15 | 10320 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 03/01/26 (Call 02/01/26) | 112 | 98941 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/41 (Call 09/01/40) | 7 | 4914 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 07/01/24 (Call 06/01/24) | 94 | 90655 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/01/26 (Call 05/01/26) | 19 | 17934 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/29 (Call 04/01/29) | 45 | 40551 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/49 (Call 01/01/49) | 26 | 21586 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 03/25/26 (Call 02/25/26) | 41 | 36807 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/25 (Call 03/01/25) | 75 | 70953 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/25/31 (Call 12/25/30) | 214 | 178873 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/08/24 (Call 04/08/24) | 131 | 127906 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/25/41 (Call 09/25/40) | 135 | 100938 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (Call 09/25/50) | 150 | 109883 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/61 (Call 09/25/60) | 56 | 39996 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 56 | 50424 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/15/31 (Call 11/15/30) | 15 | 11613 |
| ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) | 19 | 14667 |
| VMware Inc., 3.90%, 08/21/27 (Call 05/21/27) | 75 | 70607 |
| Workday Inc., 3.50%, 04/01/27 (Call 03/01/27) | 56 | 52931 |
|  |  | 1196681 |
| **Telecommunications — 9.4%** |  |  |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/27 (Call 04/01/27) | 105 | 94392 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/31 (Call 03/01/31) | 75 | 63104 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 75 | 57606 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/53 (Call 03/15/53) | 135 | 95290 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/51 (Call 12/01/50) | 67 | 49138 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/59 (Call 03/15/59) | 124 | 86355 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/01/57 (Call 06/01/57) | 19 | 13825 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/35 (Call 11/15/34) | 64 | 58850 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/09/48 (Call 09/09/47) | 75 | 62812 |
| Bell Telephone Co. of Canada or Bell Canada (The), Series US-4, 3.65%, 03/17/51 (Call 09/17/50) | 37 | 27490 |
| British Telecommunications PLC, 9.63%, 12/15/30 |  |  |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/57 (Call 05/15/57) | 15 | 11891 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/79 (Call 05/19/79) | 7 | 6243 |
| Deutsche Telekom International Finance BV, 8.75%, 06/15/30 | 49 | 58297 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Par*<br> *(000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 02/23/28 (Call 11/23/27) | $26 | $25394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 06/01/32 (Call 03/01/32)<sup>(a)</sup> | 11 | 10938 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 01/13/42 | 22 | 21603 |
| &nbsp;&nbsp;&nbsp;9.00%, 03/01/31 | 34 | 42034 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 30 | 28558 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/49 (Call 05/15/49) | 19 | 13502 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/44 (Call 09/15/43)<sup>(a)</sup> | 56 | 48655 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp;4.67%, 03/06/38 | 100 | 81450 |
| &nbsp;&nbsp;&nbsp;7.05%, 06/20/36 | 11 | 11506 |
| TELUS Corp., 4.60%, 11/16/48 (Call 05/16/48) | 11 | 9440 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 02/15/31 (Call 11/15/30) | 60 | 49612 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/15/41 (Call 08/15/40) | 56 | 40516 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/51 (Call 08/15/50) | 52 | 36196 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 03/15/25) | 112 | 108476 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/60 (Call 05/15/60) | 45 | 31145 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 116 | 109876 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 109 | 99975 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 19 | 16112 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 03/20/26 (Call 02/20/26)<sup>(a)</sup> | 116 | 104931 |
| &nbsp;&nbsp;&nbsp;1.68%, 10/30/30 (Call 07/30/30) | 37 | 29015 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/21/31 (Call 12/21/30) | 150 | 124864 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 10/30/56 (Call 04/30/56)<sup>(a)</sup> | 75 | 47699 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/22/41 (Call 09/22/40) | 82 | 63153 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/22/51 (Call 09/22/50)<sup>(a)</sup> | 94 | 69592 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/22/61 (Call 09/22/60) | 56 | 40409 |
| &nbsp;&nbsp;&nbsp;4.33%, 09/21/28 | 187 | 179679 |
| &nbsp;&nbsp;&nbsp;4.86%, 08/21/46 | 37 | 33877 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/30/28 | 52 | 51459 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/30/48<sup>(a)</sup> | 79 | 70872 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/27/37 | 41 | 41688 |
|  |  | 2376836 |
| **Toys, Games & Hobbies — 0.1%** |  |  |
| Hasbro Inc., 3.55%, 11/19/26 (Call 09/19/26) | 37 | 34846 |
| **Transportation — 1.7%** |  |  |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 03/05/30 (Call 12/05/29) | 64 | 52807 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/02/51 (Call 06/02/51) | 30 | 21107 |
| &nbsp;&nbsp;&nbsp;6.13%, 09/15/2115 (Call 03/15/2115) | 11 | 11125 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/51 (Call 11/15/50) | 112 | 69999 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/*<br> *Shares*<br> *(000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 11/01/25 (Call 08/01/25) | $37 | $35653 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/29 (Call 12/15/28) | 56 | 54143 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/05/29 (Call 05/05/29) | 56 | 49450 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/41 (Call 11/15/40) | 37 | 26824 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/45 (Call 05/15/45) | 51 | 44098 |
| Kansas City Southern, 3.50%, 05/01/50 (Call 11/01/49) | 15 | 10862 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 05/15/50 (Call 11/15/49) | 49 | 33752 |
| &nbsp;&nbsp;&nbsp;3.16%, 05/15/55 (Call 11/15/54) | 37 | 25165 |
|  |  | 434985 |
| **Trucking & Leasing — 0.1%** |  |  |
| GATX Corp., 3.10%, 06/01/51 (Call 12/01/50) | 19 | 11699 |
| **Water — 0.0%** |  |  |
| Essential Utilities Inc., 3.35%, 04/15/50 (Call 10/15/49) | 15 | 10355 |
| **Total Long-Term Investments — 96.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $28,777,789)** |  | 24197403 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 10.8%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(e)(f)(g)</sup> | 1839 | 1839286 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(e)(f)</sup> | 890 | 890000 |
| **Total Short-Term Securities — 10.8%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,728,554)** |  | 2729286 |
| **Total Investments — 106.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $31,506,343)** |  | 26926689 |
| **Liabilities in Excess of Other Assets — (6.9)%** |  | (1731844) |
| **Net Assets—100.0%** |  | $25194845 |

---

<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.

---

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

---

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at*<br> *02/28/22* | *Purchases*<br> *at Cost* | *Proceeds*<br> *from Sale* | *Net Realized*<br> *Gain (Loss)* | *Change in*<br> *Unrealized*<br> *Appreciation*<br> *(Depreciation)* | *Value at*<br> *11/30/22* | *Shares*<br> *Held at*<br> *11/30/22*<br> *(000)* | *Income* | *Capital Gain*<br> *Distributions from*<br> *Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $3635476 | $— | $(1794822)<sup>(a)</sup> | $(2361) | $993 | $1839286 | 1839 | $4997 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 2810000 |  | (1920000)<sup>(a)</sup> |  |  | 890000 | 890 | 11914 |  |
|  |  |  |  | $(2361) | $993 | $2729286 |  | $16911 | $— |

---

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $24197403 | $— | $24197403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 2729286 |  |  | 2729286 |
|  | $2729286 | $24197403 | $— | $26926689 |

---

**Portfolio Abbreviation**

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 BBB Rated Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000071770

- **c. LEI of Series:** 549300LLQ2RTRMS0KN04

**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:** $28918748.36

**Total Liabilities:** $3722668.36

**Net Assets:** $25196080.00

**Cash Not Reported:** $5775.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13.80000000 | **1-Year:** 572.99000000 | **5-Year:** 5259.17000000 | **10-Year:** 2651.96000000 | **30-Year:** 9334.02000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 31.07000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227271 | -4.92%               | -0.71%               | 4.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3446335.86             | $834262.17                                 |
| Month 2  | $-3276083.19             | $2847336.76                                |
| Month 3  | $-47611.38               | $1174491.72                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44399.02     | 0.18%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21585.05     | 0.09%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     67000 | PA      | $53623.93     | 0.21%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14733.92     | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39362.33     | 0.16%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24121.51     | 0.10%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23910.81     | 0.09%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $152251.88    | 0.60%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35652.56     | 0.14%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     34000 | PA      | $42034.14     | 0.17%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                          | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15177.89     | 0.06%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19829.02     | 0.08%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11697.69     | 0.05%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $26833.25     | 0.11%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55842.86     | 0.22%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $12337.17     | 0.05%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $208334.25    | 0.83%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    112000 | PA      | $98940.52     | 0.39%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25130.57     | 0.10%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| UNIVERSAL HEALTH SVCS                          | Universal Health Services Inc                                                   | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11473.77     | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124864.11    | 0.50%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64503.36     | 0.26%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60686.48     | 0.24%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46742.15     | 0.19%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40330.94     | 0.16%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34578.50     | 0.14%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13825.10     | 0.05%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46065.48     | 0.18%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14009.95     | 0.06%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47947.05     | 0.19%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     49000 | PA      | $35583.37     | 0.14%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54115.81     | 0.21%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54173.14     | 0.22%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                         | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26258.79     | 0.10%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30606.64     | 0.12%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73538.71     | 0.29%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16672.93     | 0.07%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58850.39     | 0.23%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109882.74    | 0.44%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35777.16     | 0.14%             | 2026-03-15      | Fixed         | 3.50%                 | 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        |     22000 | PA      | $20862.39     | 0.08%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $182520.96    | 0.72%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12781.92     | 0.05%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    116000 | PA      | $89720.50     | 0.36%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAF7<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151200.05    | 0.60%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $27701.60     | 0.11%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    176000 | PA      | $164734.33    | 0.65%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38831.60     | 0.15%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5010.45      | 0.02%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28077.39     | 0.11%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     49000 | PA      | $33752.37     | 0.13%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24753.44     | 0.10%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35238.31     | 0.14%             | 2024-10-15      | Fixed         | 2.50%                 | 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        |     45000 | PA      | $28358.22     | 0.11%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    116000 | PA      | $109875.62    | 0.44%             | 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        |     82000 | PA      | $62893.05     | 0.25%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27296.30     | 0.11%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     56000 | PA      | $52261.02     | 0.21%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4908.84      | 0.02%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     67000 | PA      | $49596.80     | 0.20%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     37000 | PA      | $25309.02     | 0.10%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26063.48     | 0.10%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63308.35     | 0.25%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     56000 | PA      | $39995.54     | 0.16%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36035.58     | 0.14%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                    | Markel Corp                                                                     | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12941.95     | 0.05%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12935.19     | 0.05%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19530.82     | 0.08%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16084.83     | 0.06%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     34000 | PA      | $26219.29     | 0.10%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12069.70     | 0.05%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26984.04     | 0.11%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $30326.43     | 0.12%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                              | Kimco Realty Corp                                                               | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     34000 | PA      | $28087.10     | 0.11%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54575.75     | 0.22%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     52000 | PA      | $37539.57     | 0.15%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20762.28     | 0.08%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70276.15     | 0.28%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39217.48     | 0.16%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     56000 | PA      | $45213.65     | 0.18%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27787.87     | 0.11%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48594.64     | 0.19%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20113.69     | 0.08%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $81449.77     | 0.32%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20139.75     | 0.08%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28009.95     | 0.11%             | 2025-06-17      | Fixed         | 2.20%                 | 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        |     19000 | PA      | $13546.25     | 0.05%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20614.00     | 0.08%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                  | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     26000 | PA      | $23329.67     | 0.09%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27695.56     | 0.11%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                   | AutoZone Inc                                                                    | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55310.24     | 0.22%             | 2023-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129961.96    | 0.52%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                            | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $18757.97     | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11535.08     | 0.05%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $34831.80     | 0.14%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36025.11     | 0.14%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30538.36     | 0.12%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: —       |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14167.18     | 0.06%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6076.78      | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     49000 | PA      | $58296.96     | 0.23%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $14509.01     | 0.06%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      7000 | PA      | $4476.57      | 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        |     19000 | PA      | $11699.34     | 0.05%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24412.27     | 0.10%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $30230.64     | 0.12%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52355.70     | 0.21%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14308.25     | 0.06%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66275.05     | 0.26%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4518.27      | 0.02%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                             | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41781.03     | 0.17%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24870.22     | 0.10%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     82000 | PA      | $88400.53     | 0.35%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75415.05     | 0.30%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34344.31     | 0.14%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                       | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32173.22     | 0.13%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16936.69     | 0.07%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52600.50     | 0.21%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4013.64      | 0.02%             | 2060-08-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66294.66     | 0.26%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10861.50     | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     30000 | PA      | $21063.62     | 0.08%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24558.27     | 0.10%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6033.41      | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29341.11     | 0.12%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30141.71     | 0.12%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15269.29     | 0.06%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52901.15     | 0.21%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17766.01     | 0.07%             | 2027-12-15      | Fixed         | 3.50%                 | 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        |    116000 | PA      | $91840.56     | 0.36%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32274.43     | 0.13%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50217.77     | 0.20%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6355.26      | 0.03%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15544.43     | 0.06%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17014.02     | 0.07%             | 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        |     15000 | PA      | $12296.39     | 0.05%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    101000 | PA      | $85192.07     | 0.34%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37412.56     | 0.15%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59426.10     | 0.24%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                            | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18079.71     | 0.07%             | 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        |     26000 | PA      | $25836.00     | 0.10%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7551.41      | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6242.88      | 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        |     75000 | PA      | $70346.00     | 0.28%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54003.47     | 0.21%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24002.18     | 0.10%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92499.61     | 0.37%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     94000 | PA      | $77897.41     | 0.31%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35722.52     | 0.14%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20623.62     | 0.08%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127906.04    | 0.51%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33842.91     | 0.13%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                           | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4980.95      | 0.02%             | 2050-05-15      | Fixed         | 3.63%                 | 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        |     30000 | PA      | $28385.62     | 0.11%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89659.55     | 0.36%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21138.81     | 0.08%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36418.51     | 0.14%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76273.66     | 0.30%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52621.89     | 0.21%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25374.25     | 0.10%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35931.12     | 0.14%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28557.65     | 0.11%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9624.71      | 0.04%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47953.90     | 0.19%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     41000 | PA      | $30744.59     | 0.12%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82221.50     | 0.33%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90033.96     | 0.36%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28573.32     | 0.11%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20101.16     | 0.08%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15275.05     | 0.06%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $27489.65     | 0.11%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34475.39     | 0.14%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12432.08     | 0.05%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14331.13     | 0.06%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56830.54     | 0.23%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18299.72     | 0.07%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42446.62     | 0.17%             | 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        |     64000 | PA      | $61774.37     | 0.25%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76490.85     | 0.30%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                      | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     19000 | PA      | $11841.40     | 0.05%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5252.72      | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131567.79    | 0.52%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27696.22     | 0.11%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $13502.26     | 0.05%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68228.32     | 0.27%             | 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        |     60000 | PA      | $58256.55     | 0.23%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                         | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18498.34     | 0.07%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27012.35     | 0.11%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $31664.92     | 0.13%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     30000 | PA      | $21935.12     | 0.09%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     49000 | PA      | $40262.05     | 0.16%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25393.77     | 0.10%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17026.56     | 0.07%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62891.94     | 0.25%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     11000 | PA      | $13350.90     | 0.05%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                          | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55066.61     | 0.22%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $150222.00    | 0.60%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9648.83      | 0.04%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69649.95     | 0.28%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18355.37     | 0.07%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    139000 | PA      | $116184.08    | 0.46%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61187.63     | 0.24%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28807.88     | 0.11%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   1855746 | NS      | $1855931.80   | 7.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     37000 | PA      | $25164.96     | 0.10%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15113.07     | 0.06%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     11000 | PA      | $9258.24      | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                      | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15817.84     | 0.06%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $29431.90     | 0.12%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28926.90     | 0.11%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10050.81     | 0.04%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26948.28     | 0.11%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15703.42     | 0.06%             | 2041-03-01      | Fixed         | 6.50%                 | 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        |     90000 | PA      | $86042.15     | 0.34%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110330.95    | 0.44%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65092.00     | 0.26%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33675.50     | 0.13%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5702.07      | 0.02%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    112000 | PA      | $99872.62     | 0.40%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33363.76     | 0.13%             | 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        |     37000 | PA      | $34712.81     | 0.14%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14190.59     | 0.06%             | 2028-10-15      | Fixed         | 2.70%                 | 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        |    124000 | PA      | $116163.61    | 0.46%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31408.49     | 0.12%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                      | Jabil Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28044.77     | 0.11%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58503.41     | 0.23%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20086.22     | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21012.75     | 0.08%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64742.81     | 0.26%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32897.68     | 0.13%             | 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        |     22000 | PA      | $14095.53     | 0.06%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $49317.51     | 0.20%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $14531.66     | 0.06%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11130.15     | 0.04%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53093.59     | 0.21%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34726.39     | 0.14%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     56000 | PA      | $44380.85     | 0.18%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19864.99     | 0.08%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63038.94     | 0.25%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94000.97     | 0.37%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15494.29     | 0.06%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21767.07     | 0.09%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55879.76     | 0.22%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47214.82     | 0.19%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22301.67     | 0.09%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35239.27     | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27960.32     | 0.11%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47699.21     | 0.19%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72226.67     | 0.29%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO                        | Becton Dickinson and Co                                                         | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13323.64     | 0.05%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $21107.04     | 0.08%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28874.33     | 0.11%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $34818.45     | 0.14%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54385.29     | 0.22%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54797.39     | 0.22%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43958.60     | 0.17%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     79000 | PA      | $70872.25     | 0.28%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $8972.23      | 0.04%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53881.03     | 0.21%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28720.42     | 0.11%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15839.17     | 0.06%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26185.41     | 0.10%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11203.47     | 0.04%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33470.81     | 0.13%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33333.52     | 0.13%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39317.52     | 0.16%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     11000 | PA      | $9466.22      | 0.04%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     94000 | PA      | $71340.05     | 0.28%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     56000 | PA      | $45459.66     | 0.18%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AON CORP                                       | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31571.91     | 0.13%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39298.27     | 0.16%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49601.30     | 0.20%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                            | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10319.90     | 0.04%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11838.72     | 0.05%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13790.86     | 0.05%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AVANGRID INC                                   | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35383.62     | 0.14%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    161000 | PA      | $140525.58    | 0.56%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67469.30     | 0.27%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37767.32     | 0.15%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54142.80     | 0.21%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16851.63     | 0.07%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     34000 | PA      | $22530.85     | 0.09%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10609.37     | 0.04%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                           | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32256.62     | 0.13%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19004.57     | 0.08%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38675.35     | 0.15%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO                        | Becton Dickinson and Co                                                         | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27235.08     | 0.11%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13095.36     | 0.05%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $9439.87      | 0.04%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28307.93     | 0.11%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5112.51      | 0.02%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11890.93     | 0.05%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                              | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $36360.22     | 0.14%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51711.78     | 0.21%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     11000 | PA      | $8598.82      | 0.03%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4833.86      | 0.02%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13117.98     | 0.05%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19289.43     | 0.08%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44594.21     | 0.18%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37523.87     | 0.15%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97226.12     | 0.39%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $21511.73     | 0.09%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59523.29     | 0.24%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55238.21     | 0.22%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     22000 | PA      | $21603.34     | 0.09%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79282.21     | 0.31%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     56000 | PA      | $40409.16     | 0.16%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     52000 | PA      | $36195.72     | 0.14%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19669.98     | 0.08%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49612.17     | 0.20%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47669.16     | 0.19%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     56000 | PA      | $40516.47     | 0.16%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11613.31     | 0.05%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19480.34     | 0.08%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21465.80     | 0.09%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Markel Corp                                    | Markel Corp                                                                     | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13220.76     | 0.05%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48409.31     | 0.19%             | 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        |     15000 | PA      | $13591.44     | 0.05%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57606.47     | 0.23%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59660.30     | 0.24%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58394.21     | 0.23%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5833.89      | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38541.30     | 0.15%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12810.70     | 0.05%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30844.73     | 0.12%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12149.82     | 0.05%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31593.50     | 0.13%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4914.07      | 0.02%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19343.99     | 0.08%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40550.75     | 0.16%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $26685.54     | 0.11%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19939.54     | 0.08%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109120.77    | 0.43%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15099.89     | 0.06%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94391.84     | 0.37%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                              | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $13362.52     | 0.05%             | 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        |     49000 | PA      | $34898.42     | 0.14%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9563.66      | 0.04%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37136.52     | 0.15%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12655.03     | 0.05%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     37000 | PA      | $26860.65     | 0.11%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24645.39     | 0.10%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50797.29     | 0.20%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89283.71     | 0.35%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24671.23     | 0.10%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21511.45     | 0.09%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| Emera US Finance LP                            | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $15105.95     | 0.06%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61391.68     | 0.24%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30385.77     | 0.12%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $44605.68     | 0.18%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58715.27     | 0.23%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $18106.95     | 0.07%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23646.46     | 0.09%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $34331.64     | 0.14%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8545.50      | 0.03%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     11000 | PA      | $8287.51      | 0.03%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24498.48     | 0.10%             | 2030-04-15      | Fixed         | 4.05%                 | 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        |     75000 | PA      | $70989.47     | 0.28%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $131284.82    | 0.52%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31734.71     | 0.13%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17765.75     | 0.07%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66258.54     | 0.26%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $16557.58     | 0.07%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     30000 | PA      | $25358.00     | 0.10%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20765.97     | 0.08%             | 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        |     11000 | PA      | $11125.48     | 0.04%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29303.62     | 0.12%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23906.08     | 0.09%             | 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        |     11000 | PA      | $7037.37      | 0.03%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     94000 | PA      | $86805.70     | 0.34%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10635.54     | 0.04%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $214338.35    | 0.85%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     37000 | PA      | $26824.42     | 0.11%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                          | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7423.27      | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48499.05     | 0.19%             | 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        |     15000 | PA      | $10355.24     | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      7000 | PA      | $6318.77      | 0.03%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25835.83     | 0.10%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8726.04      | 0.03%             | 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        |     26000 | PA      | $29883.36     | 0.12%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4677.10      | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48792.85     | 0.19%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23429.12     | 0.09%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42945.66     | 0.17%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14847.38     | 0.06%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     52000 | PA      | $51458.56     | 0.20%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31474.53     | 0.12%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     34000 | PA      | $38488.15     | 0.15%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     15000 | PA      | $12025.76     | 0.05%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74454.76     | 0.30%             | 2025-05-01      | Fixed         | 4.70%                 | 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        |    890000 | NS      | $890000.00    | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     67000 | PA      | $49137.57     | 0.20%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $27496.82     | 0.11%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146883.20    | 0.58%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $26752.86     | 0.11%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70993.91     | 0.28%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93542.80     | 0.37%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $41687.54     | 0.17%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                              | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10113.33     | 0.04%             | 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        |     56000 | PA      | $44426.77     | 0.18%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     19000 | PA      | $16393.97     | 0.07%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31158.36     | 0.12%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19192.98     | 0.08%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15509.91     | 0.06%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     60000 | PA      | $45724.95     | 0.18%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25138.53     | 0.10%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62812.04     | 0.25%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49078.68     | 0.19%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Flex Ltd                                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     15000 | PA      | $13944.04     | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20799.19     | 0.08%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $8599.79      | 0.03%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     79000 | PA      | $64613.00     | 0.26%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49449.91     | 0.20%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $46509.37     | 0.18%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                        | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    154000 | PA      | $145748.76    | 0.58%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36807.41     | 0.15%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $52807.24     | 0.21%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29455.43     | 0.12%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $16846.42     | 0.07%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                     | VMware Inc                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70607.30     | 0.28%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16826.84     | 0.07%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $95289.55     | 0.38%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17738.73     | 0.07%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     30000 | PA      | $23881.30     | 0.09%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17934.24     | 0.07%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33715.66     | 0.13%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28922.43     | 0.11%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15124.47     | 0.06%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    109000 | PA      | $99623.73     | 0.40%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17123.94     | 0.07%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71468.14     | 0.28%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35794.67     | 0.14%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $215930.61    | 0.86%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                 | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14666.48     | 0.06%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27226.18     | 0.11%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5555.87      | 0.02%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $18879.38     | 0.07%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23416.47     | 0.09%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5881.94      | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59650.85     | 0.24%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $33421.80     | 0.13%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     19000 | PA      | $13331.37     | 0.05%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88520.60     | 0.35%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     82000 | PA      | $63153.04     | 0.25%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110274.04    | 0.44%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88866.49     | 0.35%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9951.52      | 0.04%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    160000 | PA      | $123937.34    | 0.49%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17638.32     | 0.07%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4930.91      | 0.02%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5013.38      | 0.02%             | 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        |     26000 | PA      | $22056.94     | 0.09%             | 2043-02-15      | Fixed         | 4.45%                 | 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        |     15000 | PA      | $9591.42      | 0.04%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     64000 | PA      | $55071.33     | 0.22%             | 2045-05-01      | Fixed         | 4.40%                 | 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        |     11000 | PA      | $9061.55      | 0.04%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10938.10     | 0.04%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     97000 | PA      | $74865.52     | 0.30%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30600.02     | 0.12%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     11000 | PA      | $11506.06     | 0.05%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $100938.46    | 0.40%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     22000 | PA      | $20890.43     | 0.08%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16111.90     | 0.06%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17400.91     | 0.07%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5929.87      | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20954.07     | 0.08%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50423.50     | 0.20%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36155.99     | 0.14%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17684.21     | 0.07%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    187000 | PA      | $179678.73    | 0.71%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34123.51     | 0.14%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70952.97     | 0.28%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15192.52     | 0.06%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110975.11    | 0.44%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     56000 | PA      | $45909.38     | 0.18%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32461.30     | 0.13%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32268.88     | 0.13%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31145.46     | 0.12%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     34000 | PA      | $23794.92     | 0.09%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34846.40     | 0.14%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6230.30      | 0.02%             | 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        |     30000 | PA      | $22690.89     | 0.09%             | 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        |     37000 | PA      | $36301.30     | 0.14%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66212.26     | 0.26%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5480.12      | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63104.18     | 0.25%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16415.64     | 0.07%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36177.20     | 0.14%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $35259.15     | 0.14%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8267.53      | 0.03%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4699.40      | 0.02%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7248.83      | 0.03%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14061.01     | 0.06%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52931.23     | 0.21%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35805.84     | 0.14%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59236.44     | 0.24%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25452.46     | 0.10%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76980.32     | 0.31%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $35729.45     | 0.14%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34424.05     | 0.14%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23787.58     | 0.09%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108475.71    | 0.43%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $40981.52     | 0.16%             | 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        |     52000 | PA      | $47279.56     | 0.19%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $33158.86     | 0.13%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    112000 | PA      | $69998.78     | 0.28%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25900.88     | 0.10%             | 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        |     26000 | PA      | $17893.83     | 0.07%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $13006.56     | 0.05%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15285.11     | 0.06%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12227.85     | 0.05%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19541.09     | 0.08%             | 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        |     19000 | PA      | $13124.07     | 0.05%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51613.04     | 0.20%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110924.83    | 0.44%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    116000 | PA      | $104931.19    | 0.42%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     26000 | PA      | $24209.47     | 0.10%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31563.45     | 0.13%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63525.80     | 0.25%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122476.21    | 0.49%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: —       |
| Baxalta Inc                                    | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49621.06     | 0.20%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     27000 | PA      | $29584.66     | 0.12%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52168.04     | 0.21%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14453.82     | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $23061.07     | 0.09%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13844.67     | 0.05%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21022.18     | 0.08%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110165.16    | 0.44%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21586.25     | 0.09%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36531.04     | 0.14%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20769.51     | 0.08%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13734.54     | 0.05%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14882.92     | 0.06%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8631.70      | 0.03%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25054.26     | 0.10%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28939.65     | 0.11%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37742.46     | 0.15%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21713.22     | 0.09%             | 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        |     12000 | PA      | $9110.60      | 0.04%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     19000 | PA      | $12436.04     | 0.05%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66953.84     | 0.27%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $22719.14     | 0.09%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $145525.52    | 0.58%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $26727.06     | 0.11%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51728.62     | 0.21%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $48655.30     | 0.19%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63831.66     | 0.25%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23389.37     | 0.09%             | 2025-05-01      | Fixed         | 5.75%                 | 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        |     26000 | PA      | $20535.65     | 0.08%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53335.33     | 0.21%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19820.39     | 0.08%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| EQUIFAX INC                                    | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20134.27     | 0.08%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     41000 | PA      | $27696.15     | 0.11%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    124000 | PA      | $86355.20     | 0.34%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76130.28     | 0.30%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18260.04     | 0.07%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28114.36     | 0.11%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     86000 | PA      | $68997.24     | 0.27%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9759.34      | 0.04%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72371.33     | 0.29%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     56000 | PA      | $37770.85     | 0.15%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17121.43     | 0.07%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9753.63      | 0.04%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5020.35      | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     86000 | PA      | $76593.42     | 0.30%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14911.99     | 0.06%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28469.64     | 0.11%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30687.98     | 0.12%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     94000 | PA      | $69591.96     | 0.28%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $13726.15     | 0.05%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     49000 | PA      | $38943.77     | 0.15%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21136.46     | 0.08%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24881.96     | 0.10%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83209.68     | 0.33%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60612.60     | 0.24%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30227.54     | 0.12%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29494.48     | 0.12%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8745.08      | 0.03%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44997.67     | 0.18%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35793.10     | 0.14%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34695.64     | 0.14%             | 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        |     45000 | PA      | $43027.13     | 0.17%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36140.26     | 0.14%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     56000 | PA      | $54169.52     | 0.21%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    109000 | PA      | $99974.81     | 0.40%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21050.71     | 0.08%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    131000 | PA      | $122249.74    | 0.49%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33876.65     | 0.13%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29859.86     | 0.12%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30456.90     | 0.12%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5767.74      | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66349.70     | 0.26%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11797.61     | 0.05%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14559.86     | 0.06%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28911.87     | 0.11%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24162.42     | 0.10%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24144.80     | 0.10%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                      | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5882.35      | 0.02%             | 2049-05-15      | Fixed         | 5.25%                 | 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        |     45000 | PA      | $37264.22     | 0.15%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20332.76     | 0.08%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18680.27     | 0.07%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36320.80     | 0.14%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90654.52     | 0.36%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $24225.25     | 0.10%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29014.86     | 0.12%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10282.08     | 0.04%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                         | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     19000 | PA      | $20536.82     | 0.08%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24315.24     | 0.10%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13990.63     | 0.06%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34975.53     | 0.14%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61767.20     | 0.25%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29876.08     | 0.12%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48518.68     | 0.19%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15706.50     | 0.06%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31726.09     | 0.13%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     34000 | PA      | $24079.45     | 0.10%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer