# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012206
**Filing Date:** 2023-1
**Character Count:** 187967
**Document Hash:** d527be44ff78471e2a9b20d08a0b4553
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012206.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012206

**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:** 23551360

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

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

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

## Series and Classes Contracts Data

### iShares ESG Advanced Investment Grade Corporate Bond ETF (Series ID: S000074168)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000231752 | iShares ESG Advanced Investment Grade Corporate Bond ETF | ELQD            |

## Nport-Ex

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Apparel — 0.3%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 03/27/30 (Call 12/27/29) | $15 | $13479 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (Call 09/27/49)<sup>(a)</sup> | 15 | 11957 |
| VF Corp., 2.95%, 04/23/30 (Call 01/23/30)<sup>(a)</sup> | 10 | 8372 |
|  |  | 33808 |
| **Auto Manufacturers — 1.0%** |  |  |
| American Honda Finance Corp., 1.30%, 09/09/26 | 10 | 8875 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.15%, 04/01/38 (Call 10/01/37) | 25 | 22045 |
| &nbsp;&nbsp;&nbsp;6.80%, 10/01/27 (Call 08/01/27) | 25 | 26249 |
| General Motors Financial Co. Inc., 2.70%, 06/10/31 (Call 03/10/31) | 85 | 66739 |
|  |  | 123908 |
| **Auto Parts & Equipment — 0.2%** |  |  |
| Aptiv PLC/Aptiv Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/32 (Call 12/01/31) | 10 | 8417 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/52 (Call 11/01/51) | 10 | 7534 |
| BorgWarner Inc., 2.65%, 07/01/27 (Call 05/01/27) | 13 | 11714 |
|  |  | 27665 |
| **Banks — 26.8%** |  |  |
| Banco Santander SA, 1.85%, 03/25/26 | 200 | 176428 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 07/21/32 (Call 07/21/31), (1 day SOFR + 1.220%)<sup>(b)</sup> | 100 | 78218 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.68%, 06/19/41 (Call 06/19/40), (1 day SOFR + 1.930%)<sup>(b)</sup> | 10 | 6974 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.69%, 04/22/32 (Call 04/22/31), (1 day SOFR + 1.320%)<sup>(b)</sup> | 85 | 68718 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.83%, 10/24/51 (Call 10/24/50), (1 day SOFR + 1.880%)<sup>(b)</sup> | 10 | 6404 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 02/04/33 (Call 02/04/32), (1 day SOFR + 1.330%)<sup>(b)</sup> | 20 | 16396 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (Call 07/21/51), (1 day SOFR + 1.560%)<sup>(b)</sup> | 52 | 34363 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.31%, 04/22/42 (Call 04/22/41), (1 day SOFR + 1.580%)<sup>(b)</sup> | 15 | 11342 |
| &nbsp;&nbsp;&nbsp;3.97%, 02/07/30 (Call 02/07/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.210%)<sup>(b)</sup> | 10 | 9179 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.32%)<sup>(b)</sup> | 45 | 38052 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 3.15%)<sup>(b)</sup> | 5 | 4095 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 5 | 4901 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/33 (Call 07/22/32)<sup>(b)</sup> | 5 | 4821 |
| Bank of Montreal, 2.65%, 03/08/27 | 45 | 41212 |
| Bank of New York Mellon Corp. (The), 3.30%, 08/23/29 (Call 05/23/29) | 15 | 13486 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 5 | 4447 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/02/32 | 25 | 20164 |
| Barclays PLC, 4.38%, 01/12/26 | 300 | 288606 |
| Canadian Imperial Bank of Commerce, 1.25%, 06/22/26 (Call 05/22/26) | 45 | 39578 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (Call 05/01/31), (1 day SOFR + 1.167%)<sup>(b)</sup> | 10 | 7984 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/03/42 (Call 11/03/41), (1 day SOFR + 1.379%)<sup>(b)</sup> | 30 | 21090 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (Call 03/17/32), (1 day SOFR + 1.939%)<sup>(b)</sup> | 5 | 4359 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/20/26 | 20 | 19480 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 03/31/31 (Call 03/31/30), (1 day SOFR + 3.914%)<sup>(b)</sup> | 95 | 88563 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 20 | 19260 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 5 | 4922 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (Call 06/23/48) | 25 | 22539 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/18/46 | 55 | 46919 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/32 | 15 | 15839 |
| Cooperatieve Rabobank UA, 5.25%, 05/24/41 | 10 | 10228 |
| Fifth Third Bancorp., 4.77%, 07/28/30 (Call 07/28/29)<sup>(b)</sup> | 10 | 9399 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.62%, 04/22/32 (Call 04/22/31), (1 day SOFR + 1.281%)<sup>(b)</sup> | $100 | $80905 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/22/45 | 45 | 43031 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 50 | 51971 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/01/37 | 75 | 80854 |
| HSBC Holdings PLC, 2.80%, 05/24/32 (Call 05/24/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.187%)<sup>(b)</sup> | 200 | 154867 |
| Huntington Bancshares Inc./OH, 2.55%, 02/04/30 (Call 11/04/29) | 5 | 4118 |
| ING Groep NV, 1.73%, 04/01/27 (Call 04/01/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.005%)<sup>(b)</sup> | 200 | 175965 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.58%, 04/22/32 (Call 04/22/31), (1 day SOFR + 1.250%)<sup>(b)</sup> | 135 | 109666 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 04/22/52 (Call 04/22/51), (1 day SOFR + 1.580%)<sup>(b)</sup> | 10 | 7234 |
| &nbsp;&nbsp;&nbsp;4.03%, 07/24/48 (Call 07/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.460%)<sup>(b)</sup> | 15 | 12284 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 01/06/42<sup>(a)</sup> | 15 | 15158 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/38 | 95 | 104759 |
| KeyCorp, 2.55%, 10/01/29 | 20 | 16915 |
| Lloyds Banking Group PLC, 1.63%, 05/11/27 (Call 05/11/26)<sup>(b)</sup> | 200 | 172539 |
| Mitsubishi UFJ Financial Group Inc., 2.05%, 07/17/30 | 200 | 158380 |
| Mizuho Financial Group Inc., 2.84%, 09/13/26 | 200 | 181977 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 07/21/32 (Call 07/21/31), (1 day SOFR + 1.178%)<sup>(b)</sup> | 185 | 144009 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 01/21/33 (Call 01/21/32), (1 day SOFR + 1.290%)<sup>(b)</sup> | 10 | 8184 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/27/45 | 60 | 51342 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 15 | 14619 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 03/24/51 (Call 03/24/50), (1 day SOFR + 4.480%)<sup>(b)</sup> | 30 | 31306 |
| PNC Financial Services Group Inc. (The), 2.55%, 01/22/30 (Call 10/24/29) | 50 | 42364 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 07/14/26 | 40 | 35177 |
| &nbsp;&nbsp;&nbsp;2.30%, 11/03/31 | 10 | 8046 |
| State Street Corp., 2.20%, 03/03/31 | 5 | 4039 |
| Sumitomo Mitsui Financial Group Inc., 3.35%, 10/18/27<sup>(a)</sup> | 200 | 184496 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 09/10/31 | 15 | 11761 |
| &nbsp;&nbsp;&nbsp;4.46%, 06/08/32 | 35 | 33394 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 08/03/27 (Call 06/03/27) | 20 | 16771 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.27%, 03/02/27 (Call 03/02/26), (1 day SOFR + 0.609%)<sup>(b)</sup> | 10 | 8870 |
| U.S. Bancorp., 1.38%, 07/22/30 (Call 04/22/30) | 65 | 50563 |
| Westpac Banking Corp., 2.15%, 06/03/31 | 90 | 74604 |
|  |  | 3228134 |
| **Beverages — 1.0%** |  |  |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/05/32 | 15 | 12637 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/05/51<sup>(a)</sup> | 35 | 26400 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/25/30 | 25 | 23314 |
| Keurig Dr Pepper Inc., 3.80%, 05/01/50 (Call 11/01/49) | 20 | 15288 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 02/25/31 (Call 11/25/30) | 35 | 27976 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/19/50 (Call 09/19/49) | 25 | 21220 |
|  |  | 126835 |
| **Biotechnology — 1.8%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/15/32 (Call 10/15/31)<sup>(a)</sup> | 25 | 19843 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/22/62 (Call 08/22/61) | 15 | 12369 |
| &nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (Call 12/15/50) | 75 | 67256 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/01/30 (Call 02/01/30) | $20 | $16482 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/50 (Call 11/01/49) | 5 | 3433 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/01/30 (Call 07/01/30) | 25 | 20057 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/36 (Call 03/01/36) | 20 | 17822 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/46 (Call 09/01/45) | 50 | 46083 |
| Regeneron Pharmaceuticals Inc., 1.75%, 09/15/30 (Call 06/15/30)<sup>(a)</sup> | 15 | 11743 |
|  |  | 215088 |
| **Building Materials — 0.3%** |  |  |
| Carrier Global Corp., 3.58%, 04/05/50 (Call 10/05/49) | 30 | 21902 |
| Martin Marietta Materials Inc., 2.40%, 07/15/31 (Call 04/15/31) | 20 | 16207 |
|  |  | 38109 |
| **Chemicals — 0.5%** |  |  |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 05/15/30 (Call 02/15/30) | 10 | 8396 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/15/40 (Call 11/15/39) | 10 | 7528 |
| Celanese U.S. Holdings LLC, 6.17%, 07/15/27 (Call 06/15/27) | 13 | 12711 |
| CF Industries Inc., 5.15%, 03/15/34 | 15 | 14306 |
| Nutrien Ltd., 5.00%, 04/01/49 (Call 10/01/48) | 10 | 9173 |
| Sherwin-Williams Co. (The), 4.50%, 06/01/47 (Call 12/01/46) | 15 | 12945 |
|  |  | 65059 |
| **Commercial Services — 1.1%** |  |  |
| Automatic Data Processing Inc., 1.25%, 09/01/30 (Call 06/01/30) | 15 | 11944 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/01/26 (Call 02/01/26) | 15 | 13092 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/29 (Call 05/15/29) | 15 | 12797 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/52 (Call 02/15/52) | 10 | 9171 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30) | 20 | 16618 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26) | 65 | 60485 |
| S&P Global Inc., 2.90%, 03/01/32 (Call 12/01/31)<sup>(c)</sup> | 10 | 8618 |
|  |  | 132725 |
| **Computers — 4.8%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/28 (Call 06/05/28) | 200 | 171397 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (Call 08/08/50) | 10 | 6869 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/05/51 (Call 02/05/51) | 40 | 27618 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (Call 02/08/60) | 10 | 6697 |
| &nbsp;&nbsp;&nbsp;3.35%, 08/08/32 (Call 05/08/32) | 15 | 13833 |
| &nbsp;&nbsp;&nbsp;4.65%, 02/23/46 (Call 08/23/45) | 125 | 122342 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/15/41 (Call 06/15/41)<sup>(c)</sup> | 5 | 3441 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/01/26 (Call 08/01/26) | 10 | 9881 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/01/29 (Call 07/01/29) | 40 | 39501 |
| &nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (Call 03/15/26) | 10 | 10206 |
| &nbsp;&nbsp;&nbsp;6.20%, 07/15/30 (Call 04/15/30) | 10 | 10275 |
| &nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (Call 01/15/46) | 8 | 9334 |
| Hewlett Packard Enterprise Co., 6.20%, 10/15/35 (Call 04/15/35) | 15 | 15734 |
| HP Inc., 2.65%, 06/17/31 (Call 03/17/31) | 50 | 39108 |
| International Business Machines Corp., 4.15%, 05/15/39 | 100 | 87942 |
| Western Digital Corp., 4.75%, 02/15/26 (Call 11/15/25) | 3 | 2830 |
|  |  | 577008 |
| **Cosmetics & Personal Care — 1.1%** |  |  |
| Procter & Gamble Co. (The), 3.00%, 03/25/30 | 35 | 32130 |
| Unilever Capital Corp., 3.50%, 03/22/28 (Call 12/22/27) | 100 | 94851 |
|  |  | 126981 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services — 4.5%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.00%, 10/29/28 (Call 08/29/28) | $150 | $126805 |
| Air Lease Corp., 1.88%, 08/15/26 (Call 07/15/26) | 5 | 4368 |
| Ally Financial Inc., 8.00%, 11/01/31 | 25 | 26754 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 5 | 4734 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/29 (Call 03/03/29) | 25 | 23860 |
| &nbsp;&nbsp;&nbsp;4.05%, 12/03/42 | 10 | 8657 |
| Charles Schwab Corp. (The), 2.45%, 03/03/27 (Call 02/03/27) | 15 | 13778 |
| CME Group Inc., 2.65%, 03/15/32 (Call 12/15/31) | 5 | 4230 |
| Discover Financial Services, 4.10%, 02/09/27 (Call 11/09/26) | 35 | 32828 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 09/15/32 (Call 06/15/32) | 10 | 7664 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/60 (Call 03/15/60) | 30 | 19776 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/52 (Call 12/15/51) | 15 | 14335 |
| Mastercard Inc., 3.85%, 03/26/50 (Call 09/26/49) | 10 | 8710 |
| Nomura Holdings Inc., 1.65%, 07/14/26 | 200 | 174471 |
| Raymond James Financial Inc., 3.75%, 04/01/51 (Call 10/01/50) | 10 | 7383 |
| Synchrony Financial, 3.95%, 12/01/27 (Call 09/01/27) | 25 | 22352 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 02/15/31 (Call 11/15/30) | 10 | 7839 |
| &nbsp;&nbsp;&nbsp;2.05%, 04/15/30 (Call 01/15/30) | 15 | 12921 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/14/45 (Call 06/14/45) | 25 | 23519 |
|  |  | 544984 |
| **Electric — 0.1%** |  |  |
| Commonwealth Edison Co., 4.00%, 03/01/48 (Call 09/01/47) | 10 | 8346 |
| **Electronics — 0.1%** |  |  |
| Amphenol Corp., 2.20%, 09/15/31 (Call 06/15/31) | 10 | 7996 |
| **Entertainment — 0.7%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/32 (Call 12/15/31)<sup>(c)</sup> | 35 | 29746 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/15/42 (Call 09/15/41)<sup>(c)</sup> | 10 | 8009 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (Call 09/15/51)<sup>(c)</sup> | 55 | 42540 |
|  |  | 80295 |
| **Environmental Control — 0.3%** |  |  |
| Republic Services Inc., 3.95%, 05/15/28 (Call 02/15/28) | 20 | 19142 |
| Waste Management Inc., 1.50%, 03/15/31 (Call 12/15/30) | 20 | 15840 |
|  |  | 34982 |
| **Food — 1.5%** |  |  |
| Conagra Brands Inc., 5.30%, 11/01/38 (Call 05/01/38) | 25 | 23805 |
| General Mills Inc., 3.20%, 02/10/27 (Call 11/10/26) | 35 | 33358 |
| Hormel Foods Corp., 1.80%, 06/11/30 (Call 03/11/30) | 25 | 20432 |
| Kraft Heinz Foods Co., 4.38%, 06/01/46 (Call 12/01/45) | 70 | 59044 |
| Mondelez International Inc., 2.75%, 04/13/30 (Call 01/13/30) | 12 | 10398 |
| Sysco Corp., 6.60%, 04/01/50 (Call 10/01/49) | 10 | 11214 |
| Tyson Foods Inc., 5.10%, 09/28/48 (Call 03/28/48) | 20 | 18779 |
|  |  | 177030 |
| **Hand & Machine Tools — 0.1%** |  |  |
| Stanley Black & Decker Inc., 2.30%, 03/15/30 (Call 12/15/29) | 22 | 18388 |
| **Health Care - Products — 0.9%** |  |  |
| Abbott Laboratories, 4.90%, 11/30/46 (Call 05/30/46) | 15 | 15095 |
| Baxter International Inc., 3.13%, 12/01/51 (Call 06/01/51) | 10 | 6681 |
| DH Europe Finance II Sarl, 2.60%, 11/15/29 (Call 08/15/29) | 80 | 70472 |
| Thermo Fisher Scientific Inc., 2.80%, 10/15/41 (Call 04/15/41) | 30 | 22548 |
|  |  | 114796 |
| **Health Care - Services — 4.1%** |  |  |
| Aetna Inc., 3.88%, 08/15/47 (Call 02/15/47) | 15 | 11675 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Centene Corp., 4.63%, 12/15/29 (Call 12/15/24) | $95 | $88223 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 40 | 33725 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (Call 09/15/50) | 35 | 26563 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 07/15/31 (Call 04/15/31) | 15 | 11711 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/51 (Call 01/15/51) | 45 | 30352 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29)<sup>(a)</sup> | 10 | 9141 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 10 | 9630 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/49 (Call 12/15/48) | 10 | 8782 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/01/26 (Call 03/01/26) | 10 | 9944 |
| &nbsp;&nbsp;&nbsp;5.63%, 09/01/28 (Call 03/01/28) | 10 | 9956 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/26 (Call 08/15/25) | 50 | 50380 |
| Humana Inc., 2.15%, 02/03/32 (Call 11/03/31)<sup>(a)</sup> | 15 | 11826 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/32 (Call 02/15/32) | 51 | 49044 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/47 (Call 07/15/46) | 15 | 12998 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/52 (Call 11/15/51) | 92 | 86998 |
| &nbsp;&nbsp;&nbsp;5.35%, 02/15/33 | 15 | 15616 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 (Call 08/15/62) | 15 | 16782 |
|  |  | 493346 |
| **Insurance — 1.3%** |  |  |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/30/50 (Call 12/30/49) | 5 | 4317 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/10/45 (Call 01/10/45) | 10 | 9004 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 12/15/61 (Call 06/15/61) | 15 | 9968 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (Call 05/03/45) | 15 | 13281 |
| Equitable Holdings Inc., 5.00%, 04/20/48 (Call 10/20/47) | 10 | 8724 |
| Hartford Financial Services Group Inc. (The), 3.60%, 08/19/49 (Call 02/19/49) | 10 | 7363 |
| Marsh & McLennan Companies Inc., 4.90%, 03/15/49 (Call 09/15/48) | 10 | 9374 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/45 | 27 | 22704 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/23/30 (Call 12/23/29) | 15 | 14994 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/35 | 15 | 15617 |
| Progressive Corp. (The), 4.13%, 04/15/47 (Call 10/15/46) | 10 | 8398 |
| Prudential Financial Inc., 4.35%, 02/25/50 (Call 08/25/49) | 25 | 21569 |
| Travelers Companies Inc. (The), 3.05%, 06/08/51 (Call 12/08/50) | 15 | 10387 |
|  |  | 155700 |
| **Internet — 1.8%** |  |  |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 08/15/50 (Call 02/15/50) | 10 | 6311 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60) | 10 | 6062 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 05/12/31 (Call 02/12/31) | 60 | 50040 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/12/51 (Call 11/12/50) | 15 | 11014 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (Call 11/12/60) | 95 | 68219 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/37 (Call 02/22/37) | 15 | 13483 |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 18 | 17394 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/13/30 (Call 01/13/30) | 10 | 9749 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 05/10/26 (Call 04/10/26) | 28 | 24935 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/10/51 (Call 11/10/50) | 10 | 7304 |
|  |  | 214511 |
| **Machinery — 0.5%** |  |  |
| Caterpillar Financial Services Corp., 0.90%, 03/02/26 | 10 | 8962 |
| Caterpillar Inc., 3.25%, 09/19/49 (Call 03/19/49) | 30 | 23185 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Machinery (continued)** |  |  |
| Deere & Co., 3.90%, 06/09/42 (Call 12/09/41) | $15 | $13488 |
| Otis Worldwide Corp., 2.57%, 02/15/30 (Call 11/15/29) | 22 | 18715 |
|  |  | 64350 |
| **Manufacturing — 0.7%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27) | 20 | 18609 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/26/49 (Call 02/26/49)<sup>(a)</sup> | 10 | 7265 |
| Eaton Corp., 4.15%, 03/15/33 (Call 12/15/32) | 15 | 14146 |
| Illinois Tool Works Inc., 3.90%, 09/01/42 (Call 03/01/42) | 10 | 8684 |
| Parker-Hannifin Corp., 3.25%, 06/14/29 (Call 03/14/29) | 40 | 36115 |
|  |  | 84819 |
| **Media — 4.9%** |  |  |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (Call 05/01/56) | 15 | 9733 |
| &nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (Call 05/01/63) | 130 | 82152 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/40 (Call 10/01/39) | 15 | 12546 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/15/28 (Call 07/15/28) | 245 | 238018 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/33 | 15 | 14222 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/20/28 (Call 12/20/27) | 55 | 49341 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/20/47 (Call 03/20/47) | 30 | 23287 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.71%, 01/25/29 (Call 10/25/28) | 15 | 14482 |
| &nbsp;&nbsp;&nbsp;5.48%, 01/25/39 (Call 07/25/38) | 10 | 9207 |
| &nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48) | 10 | 9009 |
| Paramount Global, 4.38%, 03/15/43 | 30 | 21129 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/13/31 | 50 | 43042 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (Call 07/13/50) | 65 | 51349 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/22/30<sup>(a)</sup> | 15 | 14121 |
|  |  | 591638 |
| **Mining — 0.2%** |  |  |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 10/01/30 (Call 07/01/30) | 10 | 8069 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 10 | 10506 |
| Rio Tinto Alcan Inc., 6.13%, 12/15/33 | 10 | 10712 |
|  |  | 29287 |
| **Office & Business Equipment — 0.1%** |  |  |
| CDW LLC/CDW Finance Corp., 3.57%, 12/01/31 (Call 09/01/31) | 11 | 9093 |
| **Packaging & Containers — 0.1%** |  |  |
| WRKCo Inc., 4.65%, 03/15/26 (Call 01/15/26) | 15 | 14753 |
| **Pharmaceuticals — 10.5%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 09/21/26) | 65 | 60839 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (Call 05/21/39) | 70 | 61082 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (Call 05/21/49) | 55 | 47011 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 25 | 22920 |
| AmerisourceBergen Corp., 3.45%, 12/15/27 (Call 09/15/27) | 25 | 23437 |
| Astrazeneca Finance LLC, 1.20%, 05/28/26 (Call 04/28/26) | 10 | 8929 |
| AstraZeneca PLC, 6.45%, 09/15/37 | 40 | 45396 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.82%, 05/20/30 (Call 02/20/30) | 30 | 26041 |
| &nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (Call 12/06/46) | 10 | 9061 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 11/13/30 (Call 08/13/30)<sup>(a)</sup> | 25 | 19944 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | 25 | 22078 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/26/29 (Call 04/26/29) | 26 | 24368 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/20/28 (Call 11/20/27) | 15 | 14577 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (Call 04/26/49) | $60 | $53399 |
| Cigna Corp., 4.90%, 12/15/48 (Call 06/15/48) | 65 | 60153 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/15/31 (Call 06/15/31)<sup>(a)</sup> | 70 | 56168 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 15 | 13852 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/25/48 (Call 09/25/47) | 65 | 60188 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (Call 01/20/45) | 15 | 13996 |
| Eli Lilly & Co., 2.25%, 05/15/50 (Call 11/15/49) | 15 | 9828 |
| GlaxoSmithKline Capital Inc., 3.88%, 05/15/28 | 40 | 38719 |
| GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 (Call 03/01/29) | 25 | 23244 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 03/01/26 (Call 12/01/25) | 25 | 23709 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/46 (Call 09/01/45) | 80 | 68798 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/24/30 (Call 03/24/30) | 35 | 28258 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (Call 06/10/61) | 10 | 6733 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/10/45 (Call 08/10/44) | 60 | 50248 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 08/14/30 (Call 05/14/30) | 30 | 25731 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/14/50 (Call 02/14/50) | 25 | 17846 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (Call 11/28/49) | 30 | 21231 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 15 | 14202 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/46 | 15 | 13641 |
| &nbsp;&nbsp;&nbsp;7.20%, 03/15/39 | 35 | 43105 |
| Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) | 245 | 230716 |
|  |  | 1259448 |
| **Real Estate Investment Trusts — 2.1%** |  |  |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/18/32 (Call 02/18/32) | 20 | 15242 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 15 | 10843 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 10/15/30 (Call 07/15/30) | 10 | 7800 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 10 | 8022 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/50 (Call 12/15/49) | 15 | 9940 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/01/33 (Call 07/01/33) | 30 | 21967 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 35 | 33302 |
| Brixmor Operating Partnership LP, 4.13%, 05/15/29 (Call 02/15/29) | 20 | 17901 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 04/01/31 (Call 01/01/31) | 15 | 11889 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/01/41 (Call 10/01/40) | 30 | 21064 |
| Equinix Inc., 2.50%, 05/15/31 (Call 02/15/31) | 25 | 20147 |
| Simon Property Group LP, 2.65%, 07/15/30 (Call 04/15/30) | 50 | 42057 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 01/15/28) | 25 | 23752 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/52 (Call 11/15/51) | 5 | 4513 |
|  |  | 248439 |
| **Retail — 5.3%** |  |  |
| Dollar General Corp., 3.50%, 04/03/30 (Call 01/03/30)<sup>(a)</sup> | 15 | 13608 |
| Dollar Tree Inc., 4.20%, 05/15/28 (Call 02/15/28) | 20 | 19098 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/51 (Call 03/15/51) | 135 | 91603 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/29 (Call 03/15/29)<sup>(a)</sup> | 45 | 41019 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/16/36 | 15 | 16281 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 09/15/28 (Call 07/15/28) | 95 | 81124 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/15/41 (Call 03/15/41) | 35 | 24712 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/62 (Call 10/01/61) | $20 | $16207 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/15/53 (Call 10/15/52) | 15 | 14975 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/01/30 (Call 12/01/29) | 25 | 21222 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (Call 03/01/49) | 30 | 23358 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/26 (Call 10/30/25) | 110 | 107857 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 15 | 14168 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/50 (Call 05/15/50) | 15 | 11248 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/29 (Call 05/15/29) | 42 | 39398 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 02/15/30 (Call 11/15/29) | 10 | 8561 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51) | 5 | 3518 |
| Walgreens Boots Alliance Inc., 3.45%, 06/01/26 (Call 03/01/26) | 95 | 90880 |
|  |  | 638837 |
| **Semiconductors — 5.0%** |  |  |
| Analog Devices Inc., 2.95%, 10/01/51 (Call 04/01/51) | 5 | 3574 |
| Applied Materials Inc., 4.35%, 04/01/47 (Call 10/01/46) | 15 | 13834 |
| Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27 (Call 10/15/26) | 30 | 28393 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/15/31 (Call 11/15/30)<sup>(c)</sup> | 45 | 35661 |
| &nbsp;&nbsp;&nbsp;3.46%, 09/15/26 (Call 07/15/26) | 80 | 75595 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 04/15/34 (Call 01/15/34)<sup>(c)</sup> | 15 | 11945 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/51 (Call 08/15/50)<sup>(a)(c)</sup> | 5 | 3549 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/15/37 (Call 02/15/37)<sup>(c)</sup> | 75 | 66156 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 08/12/28 (Call 06/12/28) | 90 | 76866 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/12/41 (Call 02/12/41) | 85 | 60515 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/12/51 (Call 02/12/51) | 35 | 23541 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/08/47 (Call 06/08/47) | 10 | 7738 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/25/40 (Call 09/25/39) | 10 | 9181 |
| KLA Corp., 4.95%, 07/15/52 (Call 01/15/52) | 15 | 14488 |
| Lam Research Corp., 4.88%, 03/15/49 (Call 09/15/48) | 5 | 4856 |
| Marvell Technology Inc., 2.95%, 04/15/31 (Call 01/15/31) | 15 | 12235 |
| Micron Technology Inc., 4.66%, 02/15/30 (Call 11/15/29) | 25 | 23095 |
| NVIDIA Corp., 3.50%, 04/01/40 (Call 10/01/39) | 20 | 16564 |
| NXP BV/NXP Funding LLC/NXP USA Inc., 3.25%, 05/11/41 (Call 11/11/40) | 25 | 17824 |
| Qorvo Inc., 4.38%, 10/15/29 (Call 10/15/24) | 15 | 13388 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 05/20/32 (Call 02/20/32) | 10 | 7745 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/27 (Call 02/20/27) | 50 | 47775 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/52 (Call 11/20/51) | 10 | 8927 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/20/45 (Call 11/20/44) | 10 | 9531 |
| Texas Instruments Inc., 3.88%, 03/15/39 (Call 09/15/38) | 15 | 13434 |
|  |  | 606410 |
| **Software — 5.7%** |  |  |
| Activision Blizzard Inc., 2.50%, 09/15/50 (Call 03/15/50) | 5 | 3208 |
| Adobe Inc., 2.30%, 02/01/30 (Call 11/01/29) | 10 | 8597 |
| Autodesk Inc., 2.40%, 12/15/31 (Call 09/15/31) | 10 | 8082 |
| Broadridge Financial Solutions Inc., 2.90%, 12/01/29 (Call 09/01/29) | 20 | 17097 |
| Fidelity National Information Services Inc., 1.15%, 03/01/26 (Call 02/01/26) | 80 | 70672 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 07/01/26 (Call 05/01/26) | 35 | 33037 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/49 (Call 01/01/49) | 20 | 16605 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.53%, 06/01/50 (Call 12/01/49) | $170 | $117803 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 25 | 24183 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/25/31 (Call 12/25/30)<sup>(a)</sup> | 90 | 75227 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/30 (Call 01/01/30) | 45 | 38614 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/37 (Call 05/15/37) | 15 | 11913 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/15/36 (Call 01/15/36) | 15 | 12185 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (Call 09/25/50) | 40 | 29302 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/46 (Call 01/15/46) | 135 | 100337 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 07/15/31 (Call 04/15/31) | 15 | 12188 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/15/51 (Call 01/15/51) | 20 | 13900 |
| VMware Inc., 1.40%, 08/15/26 (Call 07/15/26) | 80 | 70293 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 03/01/27) | 15 | 14178 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/01/32 (Call 01/01/32) | 11 | 9808 |
|  |  | 687229 |
| **Telecommunications — 7.7%** |  |  |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 12/01/33 (Call 09/01/33) | 125 | 97907 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 95 | 72968 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/15/55 (Call 03/15/55) | 95 | 66581 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/51 (Call 12/01/50) | 85 | 62339 |
| Bell Telephone Co. of Canada or Bell Canada (The), 4.46%, 04/01/48 (Call 10/01/47) | 15 | 12874 |
| British Telecommunications PLC, 9.63%, 12/15/30 | 5 | 6014 |
| Cisco Systems Inc., 5.90%, 02/15/39 | 25 | 27268 |
| Corning Inc., 4.38%, 11/15/57 (Call 05/15/57) | 15 | 11891 |
| Deutsche Telekom International Finance BV, 8.75%, 06/15/30 | 15 | 17846 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/30 (Call 08/15/30) | 10 | 7861 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/23/29 (Call 02/23/29) | 15 | 14279 |
| Orange SA, 5.50%, 02/06/44 (Call 08/06/43) | 20 | 19960 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/32 (Call 12/15/31)<sup>(c)</sup> | 10 | 8835 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/49 (Call 11/01/48) | 20 | 15613 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/52 (Call 09/15/51)<sup>(c)</sup> | 10 | 8145 |
| Telefonica Emisiones SA, 7.05%, 06/20/36 | 55 | 57530 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 03/20/26 (Call 02/20/26)<sup>(a)</sup> | 35 | 31660 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/21/31 (Call 12/21/30) | 135 | 112378 |
| &nbsp;&nbsp;&nbsp;2.99%, 10/30/56 (Call 04/30/56) | 110 | 69959 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/22/41 (Call 09/22/40) | 125 | 96270 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/10/33 | 15 | 14190 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/30/28 | $49 | $48490 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/48 | 45 | 40370 |
|  |  | 921228 |
| **Toys, Games & Hobbies — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Hasbro Inc., 3.90%, 11/19/29 (Call 08/19/29) | 10 | 8972 |
| **Transportation — 0.9%** |  |  |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/15/31 (Call 02/15/31)<sup>(a)</sup> | 31 | 25294 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 (Call 01/01/26) | 30 | 28698 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/01/46 (Call 10/01/45) | 37 | 30489 |
| United Parcel Service Inc., 3.75%, 11/15/47 (Call 05/15/47) | 27 | 22736 |
|  |  | 107217 |
| **Water — 0.1%** |  |  |
| American Water Capital Corp., 3.75%, 09/01/47 (Call 03/01/47) | 10 | 7884 |
| **Total Long-Term Investments — 98.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $14,299,736)** |  | 11825298 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 4.3%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(d)(e)(f)</sup> | 495 | 495361 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(d)(e)</sup> | 20 | 20000 |
| **Total Short-Term Securities — 4.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $515,257)** |  | 515361 |
| **Total Investments — 102.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $14,814,993)** |  | 12340659 |
| **Liabilities in Excess of Other Assets — (2.5)** |  | (304414) |
| **Net Assets — 100.0%** |  | $12036245 |

---

<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> Affiliate of the Fund.

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

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

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at 02/28/22* | *Purchases at Cost* | *Proceeds from Sale* | *Net Realized Gain (Loss)* | *Change in Unrealized Appreciation(Depreciation)* | *Value at 11/30/22* | *Shares Held at 11/30/22 (000)* | *Income* | *Capital Gain Distributions from Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $176035 | $319176 <sup>(a)</sup> | $— | $36 | $114 | $495361 | 495 | $349 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 140000 |  | (120000)<sup>(a)</sup> |  |  | 20000 | 20 | 1413 |  |
|  |  |  |  | $36 | $114 | $515361 |  | $1762 | $— |

---

---

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

---

**Affiliates (continued)** 

<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;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $11825298 | $— | $11825298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 515361 |  |  | 515361 |
|  | $515361 | $11825298 | $— | $12340659 |

---

**Portfolio Abbreviation**

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares ESG Advanced Investment Grade Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000074168

- **c. LEI of Series:** 5493009S7WQUPRT4T556

**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:** $13045933.54

**Total Liabilities:** $1008886.87

**Net Assets:** $12037046.67

**Cash Not Reported:** $139.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 2924.58000000 | **10-Year:** 2123.84000000 | **30-Year:** 5172.12000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231752 | -5.91%               | -1.16%               | 6.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28872.26               | $-981644.55                                |
| Month 2  | $-124831.24              | $-94412.06                                 |
| Month 3  | $-971439.62              | $1787085.10                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KEYCORP                                        | KeyCorp                                                   | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16915.05     | 0.14%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                       | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174471.32    | 1.45%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                              | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238018.01    | 1.98%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                   | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8929.13      | 0.07%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                       | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $8021.95      | 0.07%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14145.51     | 0.12%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $158380.26    | 1.32%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                      | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $74604.15     | 0.62%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14190.00     | 0.12%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                       | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $104758.47    | 0.87%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                       | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17822.13     | 0.15%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                   | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8683.79      | 0.07%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70671.80     | 0.59%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112377.70    | 0.93%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16280.98     | 0.14%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47010.66     | 0.39%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                     | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18609.17     | 0.15%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                    | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12998.46     | 0.11%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                        | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51348.80     | 0.43%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11341.68     | 0.09%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                   | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65493.44     | 0.54%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                              | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10506.03     | 0.09%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                        | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41018.86     | 0.34%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VF CORP                                        | VF Corp                                                   | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8371.84      | 0.07%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                      | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36115.42     | 0.30%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                  | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7838.74      | 0.07%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                              | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8926.73      | 0.07%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                              | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90880.12     | 0.76%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                           | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107856.77    | 0.90%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                      | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17393.55     | 0.14%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                              | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $288606.42    | 2.40%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                               | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29302.06     | 0.24%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27784.27     | 0.23%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                  | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42539.89     | 0.35%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88563.41     | 0.74%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                 | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22736.19     | 0.19%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74879.24     | 0.62%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                         | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9880.68      | 0.08%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                            | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13900.04     | 0.12%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11826.01     | 0.10%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    170000 | PA      | $117803.46    | 0.98%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                    | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7860.83      | 0.07%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68717.66     | 0.57%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                            | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11013.54     | 0.09%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                         | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20432.48     | 0.17%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                      | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87942.08     | 0.73%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The            | CUSIP: 0778FPAA7<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12873.85     | 0.11%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                           | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21221.57     | 0.18%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                              | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12546.14     | 0.10%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                        | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     25000 | PA      | $23751.72     | 0.20%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8008.55      | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                              | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66156.38     | 0.55%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30488.96     | 0.25%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                    | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $17824.01     | 0.15%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                      | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $35177.25     | 0.29%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                          | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     15000 | PA      | $11889.48     | 0.10%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                  | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21569.49     | 0.18%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7233.92      | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                  | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24935.51     | 0.21%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60152.57     | 0.50%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                 | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6697.03      | 0.06%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28697.48     | 0.24%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7983.69      | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                 | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $17846.01     | 0.15%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                 | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19843.18     | 0.16%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Tyson Foods Inc                                | Tyson Foods Inc                                           | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18778.67     | 0.16%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61081.65     | 0.51%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                 | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $11761.39     | 0.10%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                             | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14335.41     | 0.12%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80854.14     | 0.67%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                     | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10387.43     | 0.09%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                               | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9808.48      | 0.08%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                          | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     30000 | PA      | $21063.62     | 0.17%             | 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        |     15000 | PA      | $14168.24     | 0.12%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12944.61     | 0.11%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9180.81      | 0.08%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                 | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8145.27      | 0.07%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21090.10     | 0.18%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                 | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67255.94     | 0.56%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13641.07     | 0.11%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                              | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75595.07     | 0.63%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                      | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59044.01     | 0.49%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                   | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9944.05      | 0.08%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                             | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16207.29     | 0.13%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $184495.52    | 1.53%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                 | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13832.61     | 0.11%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3432.46      | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                               | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32828.13     | 0.27%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                           | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13996.22     | 0.12%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22078.23     | 0.18%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                               | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38718.60     | 0.32%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                  | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14482.10     | 0.12%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                           | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $45395.90     | 0.38%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                    | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14278.80     | 0.12%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                              | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11945.26     | 0.10%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                       | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16617.51     | 0.14%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                   | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3208.24      | 0.03%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                            | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50040.47     | 0.42%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                            | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11248.02     | 0.09%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                          | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23313.40     | 0.19%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21231.36     | 0.18%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                     | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13434.29     | 0.11%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                  | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12921.14     | 0.11%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                       | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15158.11     | 0.13%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                          | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     20000 | PA      | $17900.97     | 0.15%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp                                      | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4716.29      | 0.04%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                  | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29746.44     | 0.25%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14913R2K2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8962.43      | 0.07%             | 2026-03-02      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                              | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6061.54      | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                        | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $39578.42     | 0.33%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                             | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31468.24     | 0.26%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                    | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8345.80      | 0.07%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                      | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8045.46      | 0.07%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60514.62     | 0.50%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                       | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21901.91     | 0.18%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4820.74      | 0.04%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     67000 | PA      | $44274.92     | 0.37%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                       | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10712.36     | 0.09%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                   | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17786.60     | 0.15%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88223.27     | 0.73%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                               | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75227.10     | 0.62%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                 | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8835.00      | 0.07%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23541.39     | 0.20%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                            | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4368.37      | 0.04%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares     | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    502632 | NS      | $502681.97    | 4.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                         | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27268.52     | 0.23%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                            | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81123.59     | 0.67%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                    | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     10000 | PA      | $8416.58      | 0.07%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                      | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33301.62     | 0.28%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                               | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7383.35      | 0.06%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22919.72     | 0.19%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10398.34     | 0.09%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                              | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $91630.98     | 0.76%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                 | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $70471.94     | 0.59%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                               | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27975.96     | 0.23%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                               | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16563.91     | 0.14%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                     | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23094.48     | 0.19%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7738.41      | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                   | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9141.16      | 0.08%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Applied Materials Inc                          | Applied Materials Inc                                     | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13834.35     | 0.11%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                              | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8081.83      | 0.07%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                            | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $6014.33      | 0.05%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                       | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4733.78      | 0.04%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18387.80     | 0.15%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                          | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31692.87     | 0.26%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                       | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33724.87     | 0.28%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                         | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23709.05     | 0.20%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69958.85     | 0.58%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                          | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26400.33     | 0.22%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO                        | Becton Dickinson and Co                                   | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26041.14     | 0.22%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19260.44     | 0.16%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                             | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7663.95      | 0.06%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                               | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8560.94      | 0.07%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                            | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16206.84     | 0.13%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                      | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112715.23    | 0.94%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12796.52     | 0.11%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                              | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49341.28     | 0.41%             | 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        |     45000 | PA      | $40370.27     | 0.34%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                               | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21220.08     | 0.18%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                    | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12234.86     | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                              | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23286.83     | 0.19%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4922.18      | 0.04%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                           | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56167.88     | 0.47%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                              | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6311.41      | 0.05%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                       | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26562.78     | 0.22%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                   | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9956.56      | 0.08%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                  | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23518.74     | 0.20%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                        | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43042.58     | 0.36%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                 | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122342.18    | 1.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                       | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13092.45     | 0.11%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                 | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33394.45     | 0.28%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                            | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7528.36      | 0.06%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8183.68      | 0.07%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53399.20     | 0.44%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                       | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     15000 | PA      | $9940.08      | 0.08%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                 | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $15612.90     | 0.13%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                     | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19142.61     | 0.16%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                  | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7303.58      | 0.06%             | 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     | 0.10%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                             | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11943.96     | 0.10%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                            | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24712.24     | 0.21%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                    | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13281.29     | 0.11%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                   | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32130.28     | 0.27%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                      | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38052.42     | 0.32%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                           | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74077.04     | 0.62%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                     | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17846.23     | 0.15%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                           | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23184.44     | 0.19%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                 | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12369.37     | 0.10%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                        | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3574.34      | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                              | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3548.75      | 0.03%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                          | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $41211.49     | 0.34%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16481.74     | 0.14%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                   | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9060.96      | 0.08%             | 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        |     95000 | PA      | $72968.19     | 0.61%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                           | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23357.68     | 0.19%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                         | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $9334.23      | 0.08%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16771.14     | 0.14%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                       | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13607.97     | 0.11%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16396.17     | 0.14%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                        | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14121.29     | 0.12%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                            | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51342.27     | 0.43%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                              | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9732.60      | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                       | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12284.22     | 0.10%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                    | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22471.79     | 0.19%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                               | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22704.42     | 0.19%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                               | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9173.18      | 0.08%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                 | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27618.28     | 0.23%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                      | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9748.57      | 0.08%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                            | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14618.88     | 0.12%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11214.19     | 0.09%             | 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        |     13000 | PA      | $12711.31     | 0.11%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                               | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11913.04     | 0.10%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31305.71     | 0.26%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                  | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97906.73     | 0.81%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                        | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $91603.51     | 0.76%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                  | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9206.61      | 0.08%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                         | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10274.89     | 0.09%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14202.20     | 0.12%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70292.86     | 0.58%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13488.38     | 0.11%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                    | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     10000 | PA      | $7534.10      | 0.06%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                         | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68797.69     | 0.57%             | 2046-03-01      | Fixed         | 3.70%                 | 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    | 1.09%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $126804.74    | 1.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                  | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10227.72     | 0.08%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                      | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     30000 | PA      | $21967.28     | 0.18%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                      | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15839.79     | 0.13%             | 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        |     45000 | PA      | $43030.95     | 0.36%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                           | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13851.97     | 0.12%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                        | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      5000 | PA      | $4513.41      | 0.04%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                        | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23804.72     | 0.20%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                 | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8596.62      | 0.07%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                  | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6681.57      | 0.06%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                            | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11714.56     | 0.10%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                        | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     49000 | PA      | $48489.79     | 0.40%             | 2028-05-30      | Fixed         | 4.38%                 | 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        |     20000 | NS      | $20000.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                  | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62338.71     | 0.52%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43830.99     | 0.36%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                              | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7745.45      | 0.06%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                   | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9629.59      | 0.08%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                            | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39398.31     | 0.33%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                               | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38613.79     | 0.32%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                            | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9828.12      | 0.08%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19943.76     | 0.17%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                            | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6733.40      | 0.06%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                    | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8724.08      | 0.07%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                       | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     20000 | PA      | $15241.65     | 0.13%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                  | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172539.36    | 1.43%             | 2027-05-11      | Fixed         | 1.63%                 | 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        |     30000 | PA      | $28392.62     | 0.24%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                            | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8709.89      | 0.07%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                       | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8657.01      | 0.07%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33036.75     | 0.27%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                       | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18714.52     | 0.16%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                 | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11675.42     | 0.10%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                              | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $175965.30    | 1.46%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                  | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9373.98      | 0.08%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                    | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49043.84     | 0.41%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                              | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8068.77      | 0.07%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17943.77     | 0.15%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                              | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9531.33      | 0.08%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                             | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4229.98      | 0.04%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                              | CF Industries Inc                                         | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14305.86     | 0.12%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                 | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $19960.11     | 0.17%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24367.88     | 0.20%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                          | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9003.64      | 0.07%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                     | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25731.02     | 0.21%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96269.88     | 0.80%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                         | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33357.53     | 0.28%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51971.44     | 0.43%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                      | Qorvo Inc                                                 | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13387.47     | 0.11%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                            | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14974.65     | 0.12%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                               | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7883.76      | 0.07%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                               | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     25000 | PA      | $20146.75     | 0.17%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $144008.68    | 1.20%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                         | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39501.23     | 0.33%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                   | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     55000 | PA      | $57530.32     | 0.48%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181976.94    | 1.51%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                       | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $7800.09      | 0.06%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                   | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11710.84     | 0.10%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                  | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66581.11     | 0.55%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                      | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15287.80     | 0.13%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                  | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14488.03     | 0.12%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                     | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7265.34      | 0.06%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                    | MetLife Inc                                               | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15616.60     | 0.13%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                         | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4039.12      | 0.03%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                             | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7996.07      | 0.07%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                      | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9178.70      | 0.08%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                            | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8617.69      | 0.07%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14993.90     | 0.12%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8869.60      | 0.07%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                            | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28258.46     | 0.23%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                            | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12188.35     | 0.10%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22539.24     | 0.19%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                             | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19775.90     | 0.16%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                             | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23486.23     | 0.20%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Dollar Tree Inc                                | Dollar Tree Inc                                           | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19098.44     | 0.16%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14577.13     | 0.12%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                       | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9398.80      | 0.08%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                 | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14753.32     | 0.12%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                         | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4855.55      | 0.04%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                       | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22351.95     | 0.19%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                 | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6868.43      | 0.06%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                               | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14178.01     | 0.12%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                            | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50248.52     | 0.42%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                               | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $23243.80     | 0.19%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                              | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14222.30     | 0.12%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4316.81      | 0.04%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                            | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13483.52     | 0.11%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                 | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171397.12    | 1.42%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                          | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12637.08     | 0.10%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                    | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16782.10     | 0.14%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23436.72     | 0.19%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                       | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46083.08     | 0.38%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31660.27     | 0.26%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46918.65     | 0.39%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $100337.14    | 0.83%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                               | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8874.69      | 0.07%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                        | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17096.79     | 0.14%             | 2029-12-01      | Fixed         | 2.90%                 | 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        |     10000 | PA      | $10206.35     | 0.08%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                              | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47774.67     | 0.40%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                       | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     15000 | PA      | $10842.57     | 0.09%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16604.80     | 0.14%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $154866.58    | 1.29%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                   | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13778.28     | 0.11%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                       | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15094.60     | 0.13%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50562.95     | 0.42%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                    | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39107.64     | 0.32%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                        | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $176428.06    | 1.47%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $43105.09     | 0.36%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                  | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13478.85     | 0.11%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                       | Shire Acquisitions Investments Ireland DAC                | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    245000 | PA      | $230715.89    | 1.92%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                  | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9009.27      | 0.07%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4095.23      | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                       | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20057.34     | 0.17%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                            | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24183.02     | 0.20%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                   | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30351.57     | 0.25%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                     | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94850.44     | 0.79%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                            | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     95000 | PA      | $68218.98     | 0.57%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                       | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9171.48      | 0.08%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9093.17      | 0.08%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80904.97     | 0.67%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76865.60     | 0.64%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                              | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35661.29     | 0.30%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                      | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8397.86      | 0.07%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                    | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9967.51      | 0.08%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6403.81      | 0.05%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                              | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22547.81     | 0.19%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                    | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86997.83     | 0.72%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                       | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60484.93     | 0.50%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25294.34     | 0.21%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| HCA INC                                        | HCA Inc                                                   | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8782.31      | 0.07%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109666.32    | 0.91%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                      | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42363.90     | 0.35%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                  | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11956.82     | 0.10%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                    | Target Corp                                               | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3518.33      | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4358.69      | 0.04%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10701.45     | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                         | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3440.87      | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                            | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8395.76      | 0.07%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6973.93      | 0.06%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7363.49      | 0.06%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                              | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4118.43      | 0.03%             | 2030-02-04      | Fixed         | 2.55%                 | 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