# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071861
**Filing Date:** 2023-3
**Character Count:** 300974
**Document Hash:** 3169496d74bced2f79977b5762454e52
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071861.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071861

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 23773992

**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 iBonds Dec 2024 Term Corporate ETF (Series ID: S000048152)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152179 | iShares iBonds Dec 2024 Term Corporate ETF | IBDP            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.4%** |  |  |
| Omnicom Group Inc./Omnicom Capital Inc., 3.65%, 11/01/24 (Call 08/01/24) | $4849 | $4755026 |
| WPP Finance 2010, 3.75%, 09/19/24 | 4077 | 3987836 |
|  |  | 8742862 |
| **Aerospace & Defense — 1.3%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.43%, 02/04/24 (Call 02/13/23) | 11880 | 11450182 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 02/01/24<sup>(a)</sup> | 4238 | 4109038 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/01/24 (Call 02/01/24)<sup>(a)</sup> | 1566 | 1526114 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 10/30/24 (Call 07/30/24)<sup>(a)</sup> | 1401 | 1352245 |
| General Dynamics Corp., 2.38%, 11/15/24 (Call 09/15/24) | 3505 | 3374754 |
| L3Harris Technologies Inc., 3.95%, 05/28/24 (Call 02/28/24) | 1698 | 1674126 |
| Raytheon Technologies Corp., 3.20%, 03/15/24 (Call 01/15/24)<sup>(a)</sup> | 6255 | 6149603 |
|  |  | 29636062 |
| **Agriculture — 1.4%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/14/24 (Call 01/14/24)<sup>(a)</sup> | 1964 | 1938488 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/31/24<sup>(a)</sup> | 3620 | 3583076 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.79%, 09/06/24 (Call 08/06/24) | 5004 | 4842571 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 08/15/24 (Call 06/15/24)<sup>(a)</sup> | 11602 | 11290022 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/01/24 (Call 04/01/24)<sup>(a)</sup> | 5381 | 5256430 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 4301 | 4191669 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/24 | 1655 | 1667015 |
|  |  | 32769271 |
| **Airlines — 0.1%** |  |  |
| Continental Airlines Pass Through Trust, Series 2012-2, Class A, 4.00%, 04/29/26<sup>(a)</sup> | 568 | 545549 |
| Delta Air Lines Pass Through Trust, Series 2019-1, Class AA, 3.20%, 10/25/25 | 105 | 102823 |
| United Airlines Pass Through Trust, Series 2012-1 A, Class A, 4.15%, 10/11/25 | 2140 | 2086422 |
|  |  | 2734794 |
| **Auto Manufacturers — 3.7%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 07/12/24 | 3817 | 3595538 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/09/24<sup>(a)</sup> | 3947 | 3720916 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/10/24 | 3842 | 3692546 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/27/24 | 2658 | 2572785 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 02/16/24<sup>(a)</sup> | 3031 | 2969471 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/12/24 | 3034 | 2997986 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 03/08/24 | 4170 | 3988855 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/15/24 | 4135 | 3865936 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/07/24 (Call 09/07/24) | 3618 | 3513259 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/24 (Call 02/13/24) | 5949 | 5869997 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 01/17/24 (Call 12/17/23)<sup>(a)</sup> | 6647 | 6639555 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 02/02/24 | 2942 | 2810110 |
| &nbsp;&nbsp;&nbsp;0.50%, 08/09/24 | 1898 | 1784310 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 11/08/24<sup>(a)</sup> | 2480 | 2334027 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 08/15/24<sup>(a)</sup> | 2079 | 1999832 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/13/24 | 2935 | 2880086 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.68%, 03/25/24 (Call 02/25/24)<sup>(a)</sup> | $6335 | $6052142 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 07/02/24<sup>(a)</sup> | 1990 | 1927295 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 01/11/24<sup>(a)</sup> | 3739 | 3589926 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/18/24 | 4260 | 4023442 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/13/24<sup>(a)</sup> | 4100 | 3849490 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/07/24<sup>(a)</sup> | 2077 | 1990825 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/22/24<sup>(a)</sup> | 1135 | 1107193 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/17/24 | 3440 | 3368723 |
| &nbsp;&nbsp;&nbsp;3.35%, 01/08/24 | 1694 | 1670470 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 09/20/24<sup>(a)</sup> | 2985 | 2971956 |
|  |  | 85786671 |
| **Auto Parts & Equipment — 0.3%** |  |  |
| Magna International Inc., 3.63%, 06/15/24 (Call 03/15/24) | 6039 | 5932593 |
| **Banks — 27.0%** |  |  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 8030 | 7780990 |
| &nbsp;&nbsp;&nbsp;3.89%, 05/24/24 | 7900 | 7790111 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/24<sup>(a)</sup> | 10627 | 10543578 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/22/24 | 10611 | 10539057 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/26/24 | 14765 | 14607457 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/09/24<sup>(a)</sup> | 6389 | 6013007 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 03/08/24<sup>(a)</sup> | 1099 | 1067162 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 5398 | 5225426 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 12/12/24<sup>(a)</sup> | 2205 | 2221273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/24<sup>(a)</sup> | 10193 | 10033378 |
| &nbsp;&nbsp;&nbsp;Series H, 4.25%, 09/14/24 | 4350 | 4306413 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/26/24 (Call 03/26/24)<sup>(a)</sup> | 3165 | 3007130 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 5012 | 4811269 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24)<sup>(a)</sup> | 3037 | 2973193 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 1514 | 1489337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 12, 3.65%, 02/04/24 (Call 01/05/24)<sup>(a)</sup> | 3750 | 3707213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series J, 0.85%, 10/25/24 (Call 09/25/24)<sup>(a)</sup> | 3420 | 3212816 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | 4828 | 4534651 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 6995 | 6657002 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 3373 | 3283987 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/11/24<sup>(a)</sup> | 5650 | 5567849 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/06/24 | 1580 | 1592087 |
| Barclays Bank PLC, 3.75%, 05/15/24 | 5180 | 5115198 |
| Barclays PLC, 4.38%, 09/11/24 | 5949 | 5880289 |
| BNP Paribas SA, 4.25%, 10/15/24 | 5455 | 5374048 |
| BPCE SA, 4.00%, 04/15/24 | 8387 | 8291472 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/18/24<sup>(a)</sup> | 4290 | 4027581 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 04/02/24<sup>(a)</sup> | 6673 | 6542343 |
| Citibank NA, 3.65%, 01/23/24 (Call 12/23/23) | 11318 | 11195313 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/16/24 | 4586 | 4530830 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/05/24 | 3196 | 3173692 |
| Comerica Bank, 2.50%, 07/23/24 | 4215 | 4070678 |
| Cooperatieve Rabobank UA/NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/12/24<sup>(a)</sup> | 2990 | 2867231 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/24 | 1395 | 1378274 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Credit Agricole Corporate & Investment Bank SA, 0.78%, 06/28/24 (Call 03/28/23)<sup>(a)</sup> | $465 | $438686 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 02/02/24 | 5964 | 5608367 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/24 | 13387 | 12760756 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/09/24 | 3980 | 3863068 |
| Deutsche Bank AG/London, 3.70%, 05/30/24 | 3453 | 3428691 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 05/28/24 | 5610 | 5309977 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 | 4238 | 4143704 |
| Discover Bank, 2.45%, 09/12/24 (Call 08/12/24)<sup>(a)</sup> | 4439 | 4248744 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 01/25/24 (Call 12/25/23) | 9183 | 9073079 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 01/16/24 (Call 12/16/23)<sup>(a)</sup> | 4810 | 4783112 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/24 | 10648 | 10439938 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/20/24 (Call 01/20/24) | 6185 | 6100080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 07/08/24 (Call 04/08/24)<sup>(a)</sup> | 8851 | 8725493 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/03/24 | 13281 | 13154299 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/24 | 9705 | 9857854 |
| HSBC Holdings PLC, 4.25%, 03/14/24 | 8598 | 8511246 |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/23/24<sup>(a)</sup> | 4240 | 4160373 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/24/24 | 6240 | 6164496 |
| Huntington Bancshares Inc./OH, 2.63%, 08/06/24 (Call 07/06/24) | 5835 | 5643845 |
| ING Groep NV, 3.55%, 04/09/24 | 7162 | 7039673 |
| Intesa Sanpaolo SpA, 5.25%, 01/12/24 | 1420 | 1417671 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/13/24<sup>(a)</sup> | 9629 | 9532614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/01/24<sup>(a)</sup> | 7204 | 7138948 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/10/24<sup>(a)</sup> | 14527 | 14307642 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/12/24<sup>(a)</sup> | 7302 | 7217589 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/04/24<sup>(a)</sup> | 4472 | 4423971 |
| M&T Bank Corp., 4.00%, 07/15/24 (Call 04/16/24)<sup>(a)</sup> | 2719 | 2677127 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 | 5794 | 5619330 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.41%, 03/07/24<sup>(a)</sup> | 8591 | 8454575 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 15292 | 15032648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24<sup>(a)</sup> | 16098 | 15920922 |
| National Australia Bank Ltd., 5.13%, 11/22/24<sup>(a)</sup> | 7250 | 7321992 |
| National Bank of Canada, 0.75%, 08/06/24 | 3510 | 3302910 |
| NatWest Group PLC, 5.13%, 05/28/24<sup>(a)</sup> | 3840 | 3847066 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 2569 | 2515642 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24)<sup>(a)</sup> | 3247 | 3142999 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 3363 | 3236719 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/24 (Call 12/24/23) | 6656 | 6568340 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/29/24 (Call 03/29/24) | 4058 | 4019692 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.43%, 01/19/24<sup>(a)</sup> | 4206 | 4032376 |
| &nbsp;&nbsp;&nbsp;0.65%, 07/29/24 | 3877 | 3647986 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/07/24<sup>(a)</sup> | 5135 | 4812933 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 6873 | 6596499 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 5881 | 5697630 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 07/26/24<sup>(a)</sup> | 6935 | 6858784 |
| &nbsp;&nbsp;&nbsp;5.66%, 10/25/24 | 865 | 879515 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Santander Holdings USA Inc., 3.50%, 06/07/24 (Call 05/07/24) | $6243 | $6096165 |
| Santander UK PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/18/24<sup>(a)</sup> | 2025 | 1965749 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/13/24 | 7010 | 6937867 |
| Sumitomo Mitsui Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/11/24<sup>(a)</sup> | 2387 | 2335632 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/10/24 | 2215 | 2194378 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.51%, 01/12/24 | 2510 | 2408044 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/27/24<sup>(a)</sup> | 4978 | 4786198 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 9777 | 9463452 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 03/04/24 | 3415 | 3265150 |
| &nbsp;&nbsp;&nbsp;0.70%, 09/10/24 | 4455 | 4176874 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/24 | 3100 | 2910559 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/08/24 | 4130 | 4022992 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 7164 | 6972148 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 5427 | 5335121 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/13/24 | 3190 | 3165341 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/06/24) | 4818 | 4613042 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 7056 | 6940423 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/24 (Call 07/01/24)<sup>(a)</sup> | 5520 | 5340490 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 4698 | 4577308 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 07/30/24 (Call 06/30/24) | 6324 | 6124225 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/05/24 (Call 01/05/24) | 6755 | 6657052 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/11/24 (Call 08/11/24)<sup>(a)</sup> | 4783 | 4718621 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/24 (Call 12/29/23) | 3523 | 3487347 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 09/09/24<sup>(a)</sup> | 11556 | 11301421 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/24/24 (Call 12/22/23) | 14647 | 14488666 |
| &nbsp;&nbsp;&nbsp;4.48%, 01/16/24 | 3775 | 3758352 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.02%, 11/18/24 | 6342 | 5952665 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/26/24<sup>(a)</sup> | 6030 | 5941480 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 10/18/24<sup>(a)</sup> | 3922 | 3970554 |
|  |  | 628998252 |
| **Beverages — 0.9%** |  |  |
| Coca-Cola Co. (The), 1.75%, 09/06/24<sup>(a)</sup> | 3745 | 3606135 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/09/24 | 3490 | 3438488 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/24 | 2311 | 2308689 |
| Diageo Capital PLC, 2.13%, 10/24/24 (Call 09/24/24)<sup>(a)</sup> | 2521 | 2412546 |
| Keurig Dr Pepper Inc., 0.75%, 03/15/24 (Call 03/03/23)<sup>(a)</sup> | 5652 | 5399582 |
| PepsiCo Inc., 3.60%, 03/01/24 (Call 12/01/23)<sup>(a)</sup> | 4857 | 4816444 |
|  |  | 21981884 |
| **Biotechnology — 0.7%** |  |  |
| Amgen Inc., 3.63%, 05/22/24 (Call 02/22/24)<sup>(a)</sup> | 6893 | 6786710 |
| Gilead Sciences Inc., 3.70%, 04/01/24 (Call 01/01/24) | 9308 | 9187368 |
|  |  | 15974078 |
| **Building Materials — 0.3%** |  |  |
| Johnson Controls International PLC, 3.63%, 07/02/24 (Call 04/02/24)<sup>(b)</sup> | 2485 | 2441562 |
| Martin Marietta Materials Inc., 4.25%, 07/02/24 (Call 04/02/24)<sup>(a)</sup> | 1881 | 1868981 |
| Owens Corning, 4.20%, 12/01/24 (Call 09/01/24)<sup>(a)</sup> | 2344 | 2307504 |
|  |  | 6618047 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals — 1.2%** |  |  |
| Air Products and Chemicals Inc., 3.35%, 07/31/24 (Call 04/30/24)<sup>(a)</sup> | $1635 | $1606649 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/08/24 (Call 04/08/24)<sup>(a)</sup> | 2525 | 2469071 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/05/24 | 8815 | 8866391 |
| FMC Corp., 4.10%, 02/01/24 (Call 11/01/23) | 2320 | 2301881 |
| Linde Inc., 4.80%, 12/05/24<sup>(a)</sup> | 190 | 191830 |
| LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24) | 3665 | 3683618 |
| Nutrien Ltd., 5.90%, 11/07/24 | 630 | 640067 |
| PPG Industries Inc., 2.40%, 08/15/24 (Call 07/15/24)<sup>(a)</sup> | 1300 | 1254747 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 06/01/24 (Call 04/01/24) | 4198 | 4103923 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 08/08/24<sup>(a)</sup> | 1330 | 1315144 |
| Westlake Corp., 0.88%, 08/15/24 (Call 03/03/23)<sup>(a)</sup> | 1860 | 1742411 |
|  |  | 28175732 |
| **Commercial Services — 0.9%** |  |  |
| Equifax Inc., 2.60%, 12/01/24 (Call 11/01/24) | 3677 | 3534590 |
| Global Payments Inc., 1.50%, 11/15/24 (Call 10/15/24) | 1560 | 1464044 |
| J Paul Getty Trust (The), Series 2021, 0.39%, 01/01/24 (Call 10/01/23) | 3045 | 2926580 |
| Moody's Corp., 4.88%, 02/15/24 (Call 11/15/23) | 4357 | 4347981 |
| PayPal Holdings Inc., 2.40%, 10/01/24 (Call 09/01/24)<sup>(a)</sup> | 6648 | 6415719 |
| Quanta Services Inc., 0.95%, 10/01/24 (Call 03/03/23) | 1980 | 1841954 |
|  |  | 20530868 |
| **Computers — 2.7%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 09/11/24 (Call 08/11/24) | 3077 | 2949366 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/11/24 (Call 03/11/24) | 7340 | 7185933 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/09/24 (Call 12/09/23)<sup>(a)</sup> | 5455 | 5363465 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 05/06/24<sup>(a)</sup> | 9261 | 9167834 |
| Dell International LLC/EMC Corp., 4.00%, 07/15/24 (Call 06/15/24)<sup>(a)</sup> | 5837 | 5763104 |
| Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24) | 2587 | 2490712 |
| Hewlett Packard Enterprise Co., 1.45%, 04/01/24 (Call 03/01/24)<sup>(a)</sup> | 5772 | 5551221 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | 13843 | 13526688 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 02/12/24<sup>(a)</sup> | 9327 | 9205189 |
| NetApp Inc., 3.30%, 09/29/24 (Call 07/29/24)<sup>(a)</sup> | 1903 | 1853237 |
|  |  | 63056749 |
| **Cosmetics & Personal Care — 0.7%** |  |  |
| Colgate-Palmolive Co., 3.25%, 03/15/24<sup>(a)</sup> | 1477 | 1460162 |
| Estee Lauder Companies Inc. (The), 2.00%, 12/01/24 (Call 11/01/24) | 2604 | 2489841 |
| GSK Consumer Healthcare Capital U.S. LLC, 3.02%, |  |  |
| &nbsp;&nbsp;&nbsp;03/24/24 (Call 03/24/23) | 3388 | 3308247 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 08/12/24 (Call 03/03/23) | 2632 | 2478554 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24)<sup>(a)</sup> | 4514 | 4402143 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/07/24 (Call 02/07/24) | 2589 | 2550243 |
|  |  | 16689190 |
| **Diversified Financial Services — 7.0%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 (Call 09/29/24) | 13075 | 12241992 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/14/24 (Call 07/14/24)<sup>(a)</sup> | 2829 | 2703902 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/24 (Call 01/15/24) | 4805 | 4684443 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/16/24 (Call 12/16/23) | 4510 | 4484834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3NC1, 1.75%, 10/29/24 (Call 03/03/23)<sup>(a)</sup> | 4774 | 4453760 |
| Affiliated Managers Group Inc., 4.25%, 02/15/24 | 1349 | 1335402 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 02/15/24 (Call 01/15/24) | $4002 | $3819469 |
| &nbsp;&nbsp;&nbsp;0.80%, 08/18/24 (Call 07/18/24) | 1815 | 1691635 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/01/24 (Call 01/01/24)<sup>(a)</sup> | 3946 | 3897662 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/24 (Call 06/15/24)<sup>(a)</sup> | 3309 | 3258174 |
| Aircastle Ltd., 4.13%, 05/01/24 (Call 02/01/24) | 2972 | 2909766 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 05/21/24 (Call 04/21/24) | 4816 | 4727915 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/30/24<sup>(a)</sup> | 3368 | 3363655 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/29/24) | 8432 | 8151636 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 7305 | 7106158 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/03/24 | 7840 | 7705230 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/22/24 (Call 01/22/24)<sup>(a)</sup> | 6712 | 6608971 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 2666 | 2617452 |
| Ameriprise Financial Inc., 3.70%, 10/15/24<sup>(a)</sup> | 3612 | 3548176 |
| BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24)<sup>(a)</sup> | 1835 | 1769509 |
| Brookfield Finance Inc., 4.00%, 04/01/24 (Call 02/01/24) | 5711 | 5641040 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 7685 | 7469282 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/24/24 (Call 03/24/24) | 4537 | 4474526 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 01/29/24 (Call 12/29/23)<sup>(a)</sup> | 6699 | 6624440 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/18/24 (Call 02/18/24)<sup>(a)</sup> | 6927 | 6620688 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/01/24 (Call 01/01/24) | 2981 | 2944334 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 03/02/24) | 2445 | 2416051 |
| Citigroup Global Markets Holdings Inc./U.S, 0.75%, 06/07/24 (Call 03/07/23) | 2833 | 2685486 |
| Discover Financial Services, 3.95%, 11/06/24 (Call 08/06/24) | 2787 | 2734298 |
| Invesco Finance PLC, 4.00%, 01/30/24<sup>(a)</sup> | 3566 | 3532301 |
| Mastercard Inc., 3.38%, 04/01/24 | 6471 | 6380794 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/04/24<sup>(a)</sup> | 2745 | 2667975 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 01/16/24<sup>(a)</sup> | 2017 | 1999129 |
| Radian Group Inc., 4.50%, 10/01/24 (Call 07/01/24)<sup>(a)</sup> | 2155 | 2092246 |
| Stifel Financial Corp., 4.25%, 07/18/24<sup>(a)</sup> | 2966 | 2929103 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/24 (Call 05/15/24) | 5608 | 5508907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/19/24 (Call 02/19/24)<sup>(a)</sup> | 5155 | 5096903 |
|  |  | 162897244 |
| **Electric — 6.0%** |  |  |
| Ameren Corp., 2.50%, 09/15/24 (Call 08/15/24) | 2706 | 2605093 |
| American Electric Power Co. Inc., 2.03%, 03/15/24 | 5012 | 4844349 |
| Avangrid Inc., 3.15%, 12/01/24 (Call 10/01/24)<sup>(a)</sup> | 3162 | 3057275 |
| Black Hills Corp., 1.04%, 08/23/24 (Call 02/16/23)<sup>(a)</sup> | 3230 | 3036814 |
| CenterPoint Energy Inc., 2.50%, 09/01/24 (Call 08/01/24)<sup>(a)</sup> | 2747 | 2649289 |
| Cleveland Electric Illuminating Co. (The), 5.50%, 08/15/24 | 70 | 70711 |
| Dominion Energy Inc., 3.07%, 08/15/24<sup>(b)</sup> | 3642 | 3531939 |
| DTE Electric Co., 3.65%, 03/15/24 (Call 12/15/23) | 3667 | 3620906 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 11/01/24<sup>(b)</sup> | 3964 | 3918295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.53%, 10/01/24<sup>(a)(b)</sup> | 2826 | 2720421 |
| Duke Energy Corp., 3.75%, 04/15/24 (Call 01/15/24) | 6103 | 6022929 |
| Edison International, 3.55%, 11/15/24 (Call 10/15/24) | 2815 | 2740374 |
| Emera U.S. Finance LP, 0.83%, 06/15/24<sup>(a)</sup> | 1983 | 1863683 |
| Enel Generacion Chile SA, 4.25%, 04/15/24 (Call 01/15/24) | 1299 | 1283230 |
| Entergy Arkansas LLC, 3.70%, 06/01/24 (Call 03/01/24) | 2130 | 2102970 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/01/24 (Call 03/03/23) | 5200 | 4886856 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 11/01/24 | $1315 | $1337447 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.59%, 10/01/24<sup>(a)</sup> | 838 | 847930 |
| Evergy Inc., 2.45%, 09/15/24 (Call 08/15/24) | 4922 | 4718377 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 06/27/24 | 4320 | 4276930 |
| &nbsp;&nbsp;&nbsp;Series L, 2.90%, 10/01/24 (Call 08/01/24) | 2705 | 2632398 |
| Florida Power & Light Co., 3.25%, 06/01/24 (Call 12/01/23) | 2531 | 2483974 |
| Georgia Power Co., Series A, 2.20%, 09/15/24 (Call 08/15/24)<sup>(a)</sup> | 2745 | 2635996 |
| Interstate Power & Light Co., 3.25%, 12/01/24 (Call 09/01/24) | 2685 | 2611592 |
| IPALCO Enterprises Inc., 3.70%, 09/01/24 (Call 07/01/24) | 2574 | 2508569 |
| ITC Holdings Corp., 3.65%, 06/15/24 (Call 03/15/24) | 3233 | 3170409 |
| MidAmerican Energy Co., 3.50%, 10/15/24 (Call 07/15/24) | 3550 | 3489828 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 02/08/24 | 1798 | 1719355 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/07/24 (Call 12/07/23) | 2804 | 2749434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 1.00%, 10/18/24<sup>(a)</sup> | 2389 | 2237848 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 03/21/24 (Call 03/03/23)<sup>(a)</sup> | 4442 | 4351961 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/20/24 | 3265 | 3236529 |
| &nbsp;&nbsp;&nbsp;4.26%, 09/01/24 | 4334 | 4298548 |
| Oncor Electric Delivery Co. LLC, 2.75%, 06/01/24 (Call 05/01/24)<sup>(a)</sup> | 3411 | 3324258 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/16/24 (Call 02/16/23) | 3975 | 3900668 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/24 (Call 05/15/24) | 899 | 873603 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23) | 1880 | 1848190 |
| PacifiCorp, 3.60%, 04/01/24 (Call 01/01/24) | 1604 | 1581608 |
| Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23) | 1755 | 1731816 |
| Public Service Enterprise Group Inc., 2.88%, 06/15/24 (Call 05/15/24)<sup>(a)</sup> | 4580 | 4452539 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 04/01/24 (Call 04/01/23) | 3909 | 3740483 |
| &nbsp;&nbsp;&nbsp;Series K, 0.98%, 08/01/24 | 2465 | 2324766 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/01/24<sup>(a)(b)</sup> | 2515 | 2492264 |
| &nbsp;&nbsp;&nbsp;Series 21-A, 0.60%, 02/26/24 (Call 01/26/24) | 4320 | 4125168 |
| Southwestern Public Service Co., 3.30%, 06/15/24 (Call 12/15/23)<sup>(a)</sup> | 2110 | 2071134 |
| Tampa Electric Co., 3.88%, 07/12/24 | 2070 | 2036777 |
| Union Electric Co., 3.50%, 04/15/24 (Call 01/15/24) | 2202 | 2169212 |
| Virginia Electric & Power Co., 3.45%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 1527 | 1504782 |
| WEC Energy Group Inc., 0.80%, 03/15/24 (Call 02/15/24)<sup>(a)</sup> | 2915 | 2783329 |
| Wisconsin Electric Power Co., 2.05%, 12/15/24 (Call 11/15/24) | 1846 | 1760973 |
|  |  | 140983829 |
| **Electronics — 1.0%** |  |  |
| Allegion U.S. Holding Co. Inc., 3.20%, 10/01/24 (Call 08/01/24) | 2297 | 2221796 |
| Amphenol Corp., 3.20%, 04/01/24 (Call 02/01/24) | 3080 | 3023359 |
| Arrow Electronics Inc., 3.25%, 09/08/24 (Call 07/08/24)<sup>(a)</sup> | 2967 | 2873599 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24)<sup>(a)</sup> | 5400 | 5220504 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/24 | 1555 | 1567129 |
| Keysight Technologies Inc., 4.55%, 10/30/24 (Call 07/30/24) | 2237 | 2226307 |
| TD SYNNEX Corp., 1.25%, 08/09/24 (Call 02/13/23) | 3295 | 3091501 |
| Trimble Inc., 4.75%, 12/01/24 (Call 09/01/24) | 2438 | 2423396 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electronics (continued)** |  |  |
| Tyco Electronics Group SA, 3.45%, 08/01/24 (Call 05/01/24) | $1546 | $1517585 |
|  |  | 24165176 |
| **Entertainment — 0.4%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 03/15/24<sup>(a)(c)</sup> | 7460 | 7303937 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 03/15/24 (Call 03/15/23)<sup>(a)(c)</sup> | 1605 | 1568968 |
|  |  | 8872905 |
| **Environmental Control — 0.2%** |  |  |
| Republic Services Inc., 2.50%, 08/15/24 (Call 07/15/24) | 5824 | 5619752 |
| **Food — 1.2%** |  |  |
| Conagra Brands Inc., 4.30%, 05/01/24 (Call 04/01/24)<sup>(a)</sup> | 6833 | 6761800 |
| General Mills Inc., 3.65%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 2511 | 2476625 |
| Hershey Co. (The), 2.05%, 11/15/24 (Call 10/15/24)<sup>(a)</sup> | 1123 | 1076777 |
| Hormel Foods Corp., 0.65%, 06/03/24 (Call 03/03/23)<sup>(a)</sup> | 2365 | 2242682 |
| Kroger Co. (The), 4.00%, 02/01/24 (Call 11/01/23)<sup>(a)</sup> | 3050 | 3019348 |
| McCormick & Co. Inc./MD, 3.15%, 08/15/24 (Call 06/15/24)<sup>(a)</sup> | 4064 | 3957970 |
| Mondelez International Inc., 2.13%, 03/17/24 | 3420 | 3321709 |
| Tyson Foods Inc., 3.95%, 08/15/24 (Call 05/15/24) | 5790 | 5717857 |
|  |  | 28574768 |
| **Forest Products & Paper — 0.2%** |  |  |
| Celulosa Arauco y Constitucion SA, 4.50%, 08/01/24 (Call 05/01/24) | 1208 | 1193347 |
| Georgia-Pacific LLC, 8.00%, 01/15/24 | 3420 | 3516410 |
|  |  | 4709757 |
| **Gas — 0.5%** |  |  |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/15/24 (Call 09/15/24) | 599 | 585672 |
| &nbsp;&nbsp;&nbsp;Series A, 2.50%, 11/15/24 (Call 10/15/24) | 4468 | 4306795 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/11/24 (Call 02/16/23) | 2738 | 2625112 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.61%, 02/01/24 (Call 11/01/23)<sup>(a)</sup> | 1280 | 1262656 |
| Southern California Gas Co., 3.15%, 09/15/24 (Call 06/15/24) | 2470 | 2407336 |
|  |  | 11187571 |
| **Health Care - Products — 1.6%** |  |  |
| Baxter International Inc., 1.32%, 11/29/24<sup>(a)</sup> | 5813 | 5461372 |
| Boston Scientific Corp., 3.45%, 03/01/24 (Call 02/01/24) | 3419 | 3368604 |
| DH Europe Finance II Sarl, 2.20%, 11/15/24 (Call 10/15/24) | 3976 | 3816324 |
| GE Healthcare Holding LLC, 5.55%, 11/15/24<sup>(c)</sup> | 3855 | 3890350 |
| PerkinElmer Inc., 0.85%, 09/15/24 (Call 03/03/23) | 1180 | 1103866 |
| Stryker Corp., 3.38%, 05/15/24 (Call 02/15/24) | 4171 | 4093837 |
| Thermo Fisher Scientific Inc., 1.22%, 10/18/24 (Call 03/03/23)<sup>(a)</sup> | 11942 | 11278502 |
| Zimmer Biomet Holdings Inc., 1.45%, 11/22/24 (Call 03/03/23) | 5065 | 4779942 |
|  |  | 37792797 |
| **Health Care - Services — 2.1%** |  |  |
| Aetna Inc., 3.50%, 11/15/24 (Call 08/15/24) | 4838 | 4728419 |
| CommonSpirit Health, 2.76%, 10/01/24 (Call 07/01/24) | 2018 | 1951164 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 12/01/24 (Call 10/01/24)<sup>(a)</sup> | 4577 | 4471500 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/24 (Call 05/15/24) | 4252 | 4161390 |
| HCA Inc., 5.00%, 03/15/24<sup>(a)</sup> | 9694 | 9671316 |
| Humana Inc., 3.85%, 10/01/24 (Call 07/01/24) | 3786 | 3729286 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 12/01/24 (Call 11/01/24) | 2658 | 2533579 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/24 (Call 07/01/24) | 3266 | 3185330 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Quest Diagnostics Inc., 4.25%, 04/01/24 (Call 01/01/24) | $1308 | $1297863 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 05/15/24 (Call 02/13/23) | 670 | 636038 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 4014 | 3882702 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/24<sup>(a)</sup> | 4114 | 4063809 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/24<sup>(a)</sup> | 4222 | 4264135 |
|  |  | 48576531 |
| **Holding Companies - Diversified — 1.0%** |  |  |
| Ares Capital Corp., 4.20%, 06/10/24 (Call 05/10/24) | 4761 | 4681777 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/15/24<sup>(a)</sup> | 3269 | 3052069 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 11/22/24<sup>(a)</sup> | 1500 | 1405380 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/12/24 | 2640 | 2448098 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/24 (Call 06/15/24) | 2268 | 2228922 |
| Golub Capital BDC Inc., 3.38%, 04/15/24 (Call 03/15/24) | 2863 | 2776709 |
| Main Street Capital Corp., 5.20%, 05/01/24<sup>(a)</sup> | 2955 | 2940373 |
| Owl Rock Capital Corp., 5.25%, 04/15/24 (Call 03/15/24)<sup>(a)</sup> | 2650 | 2639745 |
| Sixth Street Specialty Lending Inc., 3.88%, 11/01/24 (Call 10/01/24)<sup>(a)</sup> | 1890 | 1836778 |
|  |  | 24009851 |
| **Home Builders — 0.5%** |  |  |
| DR Horton Inc., 2.50%, 10/15/24 (Call 09/15/24) | 3679 | 3540891 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/30/24 (Call 01/30/24) | 4332 | 4307914 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/15/24 (Call 05/15/24)<sup>(a)</sup> | 2765 | 2794143 |
|  |  | 10642948 |
| **Home Furnishings — 0.1%** |  |  |
| Leggett & Platt Inc., 3.80%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 370 | 361490 |
| Whirlpool Corp., 4.00%, 03/01/24<sup>(a)</sup> | 1490 | 1473908 |
|  |  | 1835398 |
| **Household Products & Wares — 0.1%** |  |  |
| Avery Dennison Corp., 0.85%, 08/15/24 (Call 03/03/23)<sup>(a)</sup> | 1553 | 1463470 |
| **Insurance — 1.5%** |  |  |
| American International Group Inc., 4.13%, 02/15/24<sup>(a)</sup> | 2809 | 2794225 |
| Aon Global Ltd., 3.50%, 06/14/24 (Call 03/01/24) | 3442 | 3379183 |
| Assured Guaranty U.S. Holdings Inc., 5.00%, 07/01/24<sup>(a)</sup> | 1549 | 1552021 |
| Brown & Brown Inc., 4.20%, 09/15/24 (Call 06/15/24)<sup>(a)</sup> | 2605 | 2583040 |
| Chubb INA Holdings Inc., 3.35%, 05/15/24<sup>(a)</sup> | 3540 | 3482971 |
| CNA Financial Corp., 3.95%, 05/15/24 (Call 02/15/24) | 3044 | 3003210 |
| First American Financial Corp., 4.60%, 11/15/24 | 635 | 631761 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | 2788 | 2746905 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24) | 5611 | 5552365 |
| MetLife Inc., 3.60%, 04/10/24<sup>(a)</sup> | 5219 | 5160912 |
| Old Republic International Corp., 4.88%, 10/01/24 (Call 09/01/24) | 1239 | 1239211 |
| Willis North America Inc., 3.60%, 05/15/24 (Call 03/15/24) | 3592 | 3516568 |
|  |  | 35642372 |
| **Internet — 2.4%** |  |  |
| Alibaba Group Holding Ltd., 3.60%, 11/28/24 (Call 08/28/24)<sup>(a)</sup> | 9634 | 9398063 |
| Alphabet Inc., 3.38%, 02/25/24<sup>(a)</sup> | 4235 | 4186213 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/12/24 | 8545 | 8105702 |
| &nbsp;&nbsp;&nbsp;2.73%, 04/13/24 | 5225 | 5117104 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 08/22/24 (Call 06/22/24)<sup>(a)</sup> | 10525 | 10253455 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/05/24 (Call 09/05/24)<sup>(a)</sup> | 5808 | 5764556 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 2580 | 2591713 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Internet (continued)** |  |  |
| Baidu Inc., 4.38%, 05/14/24 (Call 04/14/24)<sup>(a)</sup> | $2545 | $2518176 |
| eBay Inc., 3.45%, 08/01/24 (Call 05/01/24)<sup>(a)</sup> | 5950 | 5836057 |
| Weibo Corp., 3.50%, 07/05/24 (Call 06/05/24) | 2518 | 2442158 |
|  |  | 56213197 |
| **Iron & Steel — 0.1%** |  |  |
| Steel Dynamics Inc., 2.80%, 12/15/24 (Call 11/15/24) | 2664 | 2558026 |
| **Leisure Time — 0.1%** |  |  |
| Brunswick Corp., 0.85%, 08/18/24 (Call 03/03/23)<sup>(a)</sup> | 2618 | 2440604 |
| **Lodging — 0.4%** |  |  |
| Hyatt Hotels Corp., 1.80%, 10/01/24 (Call 03/03/23) | 4059 | 3846186 |
| Marriott International Inc./MD, 3.60%, 04/15/24 (Call 03/15/24) | 4740 | 4659752 |
|  |  | 8505938 |
| **Machinery — 1.9%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/17/24 | 2787 | 2642550 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 09/13/24<sup>(a)</sup> | 2765 | 2597939 |
| &nbsp;&nbsp;&nbsp;0.95%, 01/10/24 | 1934 | 1865730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 11/08/24<sup>(a)</sup> | 4351 | 4183878 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 2274 | 2223017 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/24<sup>(a)</sup> | 2568 | 2517744 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/09/24 | 1534 | 1507140 |
| Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24)<sup>(a)</sup> | 3666 | 3613869 |
| CNH Industrial Capital LLC, 4.20%, 01/15/24 | 2591 | 2568173 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 01/17/24<sup>(a)</sup> | 3270 | 3137009 |
| &nbsp;&nbsp;&nbsp;0.45%, 06/07/24 | 2555 | 2415012 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/10/24 | 2040 | 1919905 |
| &nbsp;&nbsp;&nbsp;0.90%, 01/10/24 | 395 | 380859 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 03/07/24<sup>(a)</sup> | 2605 | 2549644 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/24/24<sup>(a)</sup> | 2880 | 2802614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 06/12/24<sup>(a)</sup> | 2445 | 2408301 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/10/24 | 1332 | 1314631 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/11/24<sup>(a)</sup> | 90 | 90103 |
| Westinghouse Air Brake Technologies Corp., 4.40%, |  |  |
| &nbsp;&nbsp;&nbsp;03/15/24 (Call 02/15/24) | 4683 | 4623666 |
|  |  | 45361784 |
| **Manufacturing — 1.5%** |  |  |
| 3M Co., 3.25%, 02/14/24 (Call 01/14/24) | 6147 | 6046005 |
| Carlisle Companies Inc., 3.50%, 12/01/24 (Call 10/01/24) | 2565 | 2493103 |
| Illinois Tool Works Inc., 3.50%, 03/01/24 (Call 12/01/23)<sup>(a)</sup> | 4871 | 4809479 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/14/24 (Call 05/14/24) | 3847 | 3731628 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/21/24 (Call 08/21/24) | 2171 | 2112622 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 | 7040 | 6920390 |
| Teledyne Technologies Inc., 0.95%, 04/01/24 (Call 03/03/23)<sup>(a)</sup> | 3270 | 3115558 |
| Textron Inc., 4.30%, 03/01/24 (Call 12/01/23)<sup>(a)</sup> | 2071 | 2056234 |
| Trane Technologies Luxembourg Finance SA, 3.55%, 11/01/24 (Call 08/01/24) | 2858 | 2800240 |
|  |  | 34085259 |
| **Media — 1.8%** |  |  |
| Charter Communications Operating LLC/Charter |  |  |
| Communications Operating Capital, 4.50%, 02/01/24 (Call 01/01/24) | 6906 | 6847920 |
| Comcast Corp., 3.70%, 04/15/24 (Call 03/15/24) | 13026 | 12879457 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/13/24 (Call 01/13/24)<sup>(a)</sup> | 1859 | 1827583 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 2281 | 2230362 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Media (continued)** |  |  |
| Fox Corp., 4.03%, 01/25/24 (Call 12/25/23) | $6974 | $6903563 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/30/24 (Call 07/30/24) | 7542 | 7208493 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/24 (Call 06/15/24) | 4586 | 4509597 |
|  |  | 42406975 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Timken Co. (The), 3.88%, 09/01/24 (Call 06/01/24) | 872 | 857708 |
| **Mining — 0.3%** |  |  |
| Freeport-McMoRan Inc., 4.55%, 11/14/24 (Call 08/14/24) | 3351 | 3316016 |
| Kinross Gold Corp., 5.95%, 03/15/24 (Call 12/15/23) | 3739 | 3755414 |
|  |  | 7071430 |
| **Office & Business Equipment — 0.1%** |  |  |
| CDW LLC/CDW Finance Corp., 5.50%, 12/01/24 (Call 06/01/24) | 3055 | 3051548 |
| **Oil & Gas — 2.5%** |  |  |
| Canadian Natural Resources Ltd., 3.80%, 04/15/24 (Call 01/15/24) | 2894 | 2850387 |
| Chevron Corp., 2.90%, 03/03/24 (Call 01/03/24) | 5923 | 5818459 |
| Chevron USA Inc., 3.90%, 11/15/24 (Call 08/15/24) | 4232 | 4195986 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/08/24 (Call 03/03/23)<sup>(a)</sup> | 1870 | 1817715 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 625 | 612912 |
| Continental Resources Inc./OK, 3.80%, 06/01/24 (Call 03/01/24) | 5105 | 5006576 |
| Devon Energy Corp., 5.25%, 09/15/24 (Call 06/15/24)<sup>(a)</sup> | 2657 | 2665184 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.02%, 08/16/24 (Call 07/16/24) | 5723 | 5519433 |
| &nbsp;&nbsp;&nbsp;3.18%, 03/15/24 (Call 12/15/23) | 3748 | 3688519 |
| Hess Corp., 3.50%, 07/15/24 (Call 04/15/24) | 1976 | 1931323 |
| Marathon Petroleum Corp., 3.63%, 09/15/24 (Call 06/15/24) | 4446 | 4365349 |
| Phillips 66, 0.90%, 02/15/24 (Call 03/03/23) | 2140 | 2051811 |
| Shell International Finance BV, 2.00%, 11/07/24 (Call 10/07/24) | 5825 | 5590136 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/24 | 5459 | 5401790 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/10/24 | 6334 | 6272243 |
|  |  | 57787823 |
| **Packaging & Containers — 0.4%** |  |  |
| Berry Global Inc., 0.95%, 02/15/24 (Call 01/15/24)<sup>(a)</sup> | 5459 | 5218585 |
| Packaging Corp. of America, 3.65%, 09/15/24 (Call 06/15/24)<sup>(a)</sup> | 2059 | 2015926 |
| WRKCo Inc., 3.00%, 09/15/24 (Call 07/15/24)<sup>(a)</sup> | 3349 | 3232589 |
|  |  | 10467100 |
| **Pharmaceuticals — 5.0%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/21/24 (Call 10/21/24) | 17468 | 16834610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/15/24 (Call 03/15/24)<sup>(a)</sup> | 5111 | 5048850 |
| AmerisourceBergen Corp., 3.40%, 05/15/24 (Call 02/15/24) | 2383 | 2336841 |
| Astrazeneca Finance LLC, 0.70%, 05/28/24 (Call 03/03/23) | 7986 | 7583186 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.36%, 06/06/24 (Call 04/06/24) | 6043 | 5925222 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (Call 09/15/24) | 3879 | 3811156 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 07/26/24 (Call 06/26/24) | 11861 | 11583334 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/15/24 (Call 02/15/24)<sup>(a)</sup> | 2090 | 2067658 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (Call 04/15/24) | 4814 | 4693265 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 2437 | 2375856 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.61%, 03/15/24 (Call 03/03/23)<sup>(a)</sup> | $2767 | $2638307 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/24 (Call 03/17/24) | 4664 | 4582753 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 08/15/24 (Call 07/15/24)<sup>(a)</sup> | 5736 | 5558242 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/12/24 (Call 05/12/24) | 4017 | 3934772 |
| GlaxoSmithKline Capital PLC, 3.00%, 06/01/24 (Call 05/01/24) | 6187 | 6056764 |
| McKesson Corp., 3.80%, 03/15/24 (Call 12/15/23) | 5095 | 5026421 |
| Merck & Co. Inc., 2.90%, 03/07/24 (Call 02/07/24) | 5391 | 5283827 |
| Novartis Capital Corp., 3.40%, 05/06/24<sup>(a)</sup> | 9684 | 9548521 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/24 (Call 02/15/24) | 3228 | 3167830 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 | 4644 | 4577219 |
| Wyeth LLC, 6.45%, 02/01/24<sup>(a)</sup> | 2848 | 2891318 |
|  |  | 115525952 |
| **Pipelines — 3.3%** |  |  |
| Boardwalk Pipelines LP, 4.95%, 12/15/24 (Call 09/15/24)<sup>(a)</sup> | 2937 | 2917410 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 02/16/24 | 1831 | 1777700 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/10/24 (Call 03/10/24)<sup>(a)</sup> | 2876 | 2816380 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/15/24 (Call 02/15/24)<sup>(a)</sup> | 2137 | 2100735 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24)<sup>(a)</sup> | 2550 | 2522358 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/24 (Call 03/15/24) | 3843 | 3811526 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/24 (Call 11/01/23) | 1742 | 1735502 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 01/15/24 (Call 10/15/23)<sup>(a)</sup> | 3981 | 3998477 |
| Enterprise Products Operating LLC, 3.90%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 4704 | 4654467 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 02/01/24 (Call 11/01/23) | 3439 | 3409081 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/01/24 (Call 06/01/24)<sup>(a)</sup> | 3112 | 3074283 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 02/01/24) | 3376 | 3353111 |
| MPLX LP, 4.88%, 12/01/24 (Call 09/01/24) | 5281 | 5275244 |
| ONEOK Inc., 2.75%, 09/01/24 (Call 08/01/24)<sup>(a)</sup> | 3043 | 2935734 |
| Plains All American Pipeline LP/PAA Finance Corp., 3.60%, 11/01/24 (Call 08/01/24) | 3455 | 3372564 |
| Sabine Pass Liquefaction LLC, 5.75%, 05/15/24 (Call 02/15/24) | 10191 | 10251942 |
| Spectra Energy Partners LP, 4.75%, 03/15/24 (Call 12/15/23)<sup>(a)</sup> | 5435 | 5415651 |
| TransCanada PipeLines Ltd., 1.00%, 10/12/24 (Call 09/12/24) | 2805 | 2624975 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/04/24 (Call 12/04/23)<sup>(a)</sup> | 5204 | 5160390 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/24/24 (Call 03/24/24) | 5850 | 5819170 |
|  |  | 77026700 |
| **Real Estate Investment Trusts — 3.5%** |  |  |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 01/15/24 | 2426 | 2327043 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 3560 | 3483389 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/24<sup>(a)</sup> | 5497 | 5496670 |
| AvalonBay Communities Inc., 3.50%, 11/15/24 (Call 08/15/24) | 1610 | 1572278 |
| Boston Properties LP, 3.80%, 02/01/24 (Call 11/01/23)<sup>(a)</sup> | 3531 | 3481672 |
| Brandywine Operating Partnership LP, 4.10%, 10/01/24 (Call 07/01/24)<sup>(a)</sup> | 1099 | 1065151 |
| Brixmor Operating Partnership LP, 3.65%, 06/15/24 (Call 04/15/24) | 2718 | 2640999 |
| Crown Castle Inc., 3.20%, 09/01/24 (Call 07/01/24)<sup>(a)</sup> | 4919 | 4791008 |
| Equinix Inc., 2.63%, 11/18/24 (Call 10/18/24)<sup>(a)</sup> | 5835 | 5605276 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Essex Portfolio LP, 3.88%, 05/01/24 (Call 02/01/24) | $1465 | $1439817 |
| Federal Realty Investment Trust, 3.95%, 01/15/24 (Call 10/15/23) | 2027 | 2004723 |
| GLP Capital LP/GLP Financing II Inc., 3.35%, 09/01/24 (Call 06/03/24) | 2633 | 2542767 |
| Host Hotels & Resorts LP, 3.88%, 04/01/24 (Call 02/01/24) | 2854 | 2804255 |
| Kilroy Realty LP, 3.45%, 12/15/24 (Call 09/15/24)<sup>(a)</sup> | 1856 | 1795216 |
| Kimco Realty Corp., 2.70%, 03/01/24 (Call 01/01/24)<sup>(a)</sup> | 2561 | 2496488 |
| Mid-America Apartments LP, 3.75%, 06/15/24 (Call 03/13/24)<sup>(a)</sup> | 1303 | 1282178 |
| National Retail Properties Inc., 3.90%, 06/15/24 (Call 03/15/24) | 1901 | 1869747 |
| Omega Healthcare Investors Inc., 4.95%, 04/01/24 (Call 01/01/24)<sup>(a)</sup> | 1865 | 1850304 |
| Piedmont Operating Partnership LP, 4.45%, 03/15/24 (Call 12/15/23)<sup>(a)</sup> | 1851 | 1832934 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 07/15/24 (Call 04/15/24) | 2128 | 2095548 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/06/24 (Call 11/06/23)<sup>(a)</sup> | 3477 | 3463579 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/13/24 (Call 06/13/24)<sup>(a)</sup> | 5005 | 4796442 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/01/24 (Call 07/01/24)<sup>(a)</sup> | 4353 | 4256929 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/24 (Call 11/01/23) | 3047 | 3010284 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 03/15/24) | 2130 | 2083928 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/24 (Call 02/01/24) | 1988 | 1954085 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 5416 | 5329452 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/24 (Call 10/15/23) | 1615 | 1605197 |
| WP Carey Inc., 4.60%, 04/01/24 (Call 01/01/24) | 3127 | 3101640 |
|  |  | 82078999 |
| **Retail — 2.2%** |  |  |
| AutoNation Inc., 3.50%, 11/15/24 (Call 09/15/24)<sup>(a)</sup> | 2744 | 2651280 |
| AutoZone Inc., 3.13%, 04/18/24 (Call 03/18/24) | 3179 | 3111700 |
| Costco Wholesale Corp., 2.75%, 05/18/24 (Call 03/18/24)<sup>(a)</sup> | 4937 | 4837964 |
| Dollar General Corp., 4.25%, 09/20/24 | 3590 | 3558552 |
| Home Depot Inc. (The), 3.75%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 7451 | 7380215 |
| Lowe's Companies Inc., 3.13%, 09/15/24 (Call 06/15/24) | 3490 | 3398632 |
| McDonald's Corp., 3.25%, 06/10/24<sup>(a)</sup> | 4560 | 4487405 |
| Target Corp., 3.50%, 07/01/24<sup>(a)</sup> | 7306 | 7191369 |
| Walgreens Boots Alliance Inc., 3.80%, 11/18/24 (Call 08/18/24)<sup>(a)</sup> | 50 | 49052 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/15/24 (Call 10/15/24)<sup>(a)</sup> | 2555 | 2490742 |
| &nbsp;&nbsp;&nbsp;2.85%, 07/08/24 (Call 06/08/24) | 6410 | 6273531 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/22/24 (Call 01/22/24) | 6542 | 6444066 |
|  |  | 51874508 |
| **Semiconductors — 2.5%** |  |  |
| Broadcom Corp./Broadcom Cayman Finance Ltd., 3.63%, 01/15/24 (Call 11/15/23) | 4457 | 4395583 |
| Broadcom Inc., 3.63%, 10/15/24 (Call 09/15/24)<sup>(a)</sup> | 2852 | 2796557 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/17/24 (Call 04/17/24)<sup>(a)</sup> | 100 | 97423 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24)<sup>(a)</sup> | 7341 | 7183829 |
| KLA Corp., 4.65%, 11/01/24 (Call 08/01/24) | 2752 | 2740469 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.97%, 02/15/24 | 8240 | 7888482 |
| &nbsp;&nbsp;&nbsp;0.98%, 09/01/24 | 4088 | 3828126 |
| NVIDIA Corp., 0.58%, 06/14/24 (Call 06/14/23) | 4050 | 3838023 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| NXP BV/NXP Funding LLC, 4.88%, 03/01/24 (Call 02/01/24) | $6838 | $6822820 |
| Qorvo Inc., 1.75%, 12/15/24 (Call 02/13/23)<sup>(c)</sup> | 2820 | 2635995 |
| QUALCOMM Inc., 2.90%, 05/20/24 (Call 03/20/24)<sup>(a)</sup> | 4068 | 3984281 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 05/15/24 (Call 03/15/24) | 3050 | 2975854 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/18/24 | 2667 | 2675854 |
| Xilinx Inc., 2.95%, 06/01/24 (Call 04/01/24)<sup>(a)</sup> | 5429 | 5304784 |
|  |  | 57168080 |
| **Software — 2.7%** |  |  |
| Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)<sup>(a)</sup> | 1765 | 1760623 |
| Fidelity National Information Services Inc., 0.60%, 03/01/24<sup>(a)</sup> | 5072 | 4837268 |
| Fiserv Inc., 2.75%, 07/01/24 (Call 06/01/24) | 9622 | 9323814 |
| Microsoft Corp., 2.88%, 02/06/24 (Call 12/06/23)<sup>(a)</sup> | 8287 | 8141397 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 11/15/24 (Call 09/15/24) | 9318 | 9014420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/08/24 (Call 04/08/24)<sup>(a)</sup> | 9443 | 9251213 |
| Roper Technologies Inc., 2.35%, 09/15/24 (Call 08/15/24) | 3758 | 3606966 |
| salesforce.com Inc., 0.63%, 07/15/24 (Call 03/03/23) | 5392 | 5089994 |
| Take-Two Interactive Software Inc., 3.30%, 03/28/24 | 5163 | 5060256 |
| VMware Inc., 1.00%, 08/15/24 (Call 03/03/23) | 6770 | 6356082 |
|  |  | 62442033 |
| **Telecommunications — 1.3%** |  |  |
| AT&T Inc., 0.90%, 03/25/24 (Call 02/13/23) | 9832 | 9400866 |
| Bell Telephone Co. of Canada or Bell Canada (The), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series US-3, 0.75%, 03/17/24<sup>(a)</sup> | 3450 | 3287712 |
| Cisco Systems Inc., 3.63%, 03/04/24<sup>(a)</sup> | 4549 | 4513518 |
| Motorola Solutions Inc., 4.00%, 09/01/24<sup>(a)</sup> | 317 | 313491 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/22/24 | 5415 | 5170188 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/24 (Call 08/01/24)<sup>(a)</sup> | 5566 | 5455181 |
| Vodafone Group PLC, 3.75%, 01/16/24<sup>(a)</sup> | 2875 | 2840615 |
|  |  | 30981571 |
| **Toys, Games & Hobbies — 0.1%** |  |  |
| Hasbro Inc., 3.00%, 11/19/24 (Call 10/19/24) | 2542 | 2457046 |
| **Transportation — 1.7%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/24 (Call 06/01/24)<sup>(a)</sup> | 3741 | 3672989 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 01/01/24)<sup>(a)</sup> | 2886 | 2857140 |
| Canadian National Railway Co., 2.95%, 11/21/24 (Call 08/21/24)<sup>(a)</sup> | 2035 | 1978081 |
| Canadian Pacific Railway Co., 1.35%, 12/02/24 (Call 03/03/23) | 7590 | 7129135 |
| CSX Corp., 3.40%, 08/01/24 (Call 05/01/24) | 3969 | 3892279 |
| Norfolk Southern Corp., 3.85%, 01/15/24 (Call 10/15/23) | 2945 | 2914961 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 2744 | 2633390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/18/24 (Call 02/18/24)<sup>(a)</sup> | 3622 | 3563795 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 03/01/24 (Call 02/01/24) | 3012 | 2961097 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 2311 | 2282921 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/24 (Call 12/15/23) | 2136 | 2111991 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/01/24 (Call 08/01/24)<sup>(a)</sup> | 2490 | 2400385 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 11/15/24 (Call 09/15/24)<sup>(a)</sup> | 1938 | 1885519 |
|  |  | 40283683 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares<br> (000)* | *Value* |
| **Trucking & Leasing — 0.1%** |  |  |
| GATX Corp., 4.35%, 02/15/24 (Call 01/15/24) | $2231 | $2209627 |
| **Water — 0.1%** |  |  |
| American Water Capital Corp., 3.85%, 03/01/24 (Call 12/01/23) | 1643 | 1623662 |
| **Total Long-Term Investments — 99.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,369,529,228)** |  | 2309080675 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 4.1%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(d)(e)(f)</sup> | 93547 | 93603526 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(d)(e)</sup> | 3035 | 3035000 |
| **Total Short-Term Securities — 4.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $96,562,161)** |  | 96638526 |
| **Total Investments — 103.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,466,091,389)** |  | 2405719201 |
| **Liabilities in Excess of Other Assets — (3.1)%** |  | (72299403) |
| **Net Assets — 100.0%** |  | $2333419798 |

---

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

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

<sup>(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 January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at*<br> *10/31/22* | *Purchases*<br> *at Cost* | *Proceeds*<br> *from Sale* | *Net Realized*<br> *Gain (Loss)* | *Change in*<br> *Unrealized*<br> *Appreciation*<br> *(Depreciation)* | *Value at*<br> *01/31/23* | *Shares*<br> *Held at*<br> *01/31/23*<br> *(000)* | *Income* | *Capital Gain*<br> *Distributions from*<br> *Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $90141694 | $3381393 <sup>(a)</sup> | $— | $11991 | $68448 | $93603526 | 93547 | $94475 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 8885000 |  | (5850000)<sup>(a)</sup> |  |  | 3035000 | 3035 | 36309 | 6 |
|  |  |  |  | $11991 | $68448 | $96638526 |  | $130784 | $6 |

---

<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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2024 Term Corporate ETF** |
| January 31, 2023 |  |

---

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

the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $2309080675 | $— | $2309080675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 96638526 |  |  | 96638526 |
|  | $96638526 | $2309080675 | $— | $2405719201 |

---

## 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 iBonds Dec 2024 Term Corporate ETF

- **b. EDGAR series identifier (if any):** S000048152

- **c. LEI of Series:** 549300R93OGRBVTV2G26

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2511230864.04

**Total Liabilities:** $177812944.57

**Net Assets:** $2333417919.47

**Cash Not Reported:** $676.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.65000000 | **1-Year:** 306674.98000000 | **5-Year:** 27.17000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**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 C000152179 | 0.92%                | 0.23%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-37485.15               | $14269459.59                               |
| Month 2  | $-1299219.50             | $1338347.22                                |
| Month 3  | $-11632.83               | $13768568.79                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1567129.00   | 0.07%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1568967.75   | 0.07%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: —       |
| AutoZone Inc                                   | AutoZone Inc                                                                    | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3179000 | PA      | $3111700.57   | 0.13%             | 2024-04-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5836057.50   | 0.25%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   4549000 | PA      | $4513517.80   | 0.19%             | 2024-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3137009.10   | 0.13%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                          | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2649289.21   | 0.11%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $2910559.00   | 0.12%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2521000 | PA      | $2412546.58   | 0.10%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6873000 | PA      | $6596499.21   | 0.28%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5949000 | PA      | $5869997.28   | 0.25%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2749434.16   | 0.12%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   9183000 | PA      | $9073079.49   | 0.39%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2876000 | PA      | $2816380.52   | 0.12%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4252000 | PA      | $4161389.88   | 0.18%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4059000 | PA      | $3846186.63   | 0.16%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2489840.64   | 0.11%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5012000 | PA      | $4844348.60   | 0.21%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2522358.00   | 0.11%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3748000 | PA      | $3688519.24   | 0.16%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   3351000 | PA      | $3316015.56   | 0.14%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353REF1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2515641.87   | 0.11%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                                     | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2794143.10   | 0.12%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   5163000 | PA      | $5060256.30   | 0.22%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5117103.75   | 0.22%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1674126.12   | 0.07%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   4871000 | PA      | $4809479.27   | 0.21%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3583076.00   | 0.15%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                                   | Alphabet Inc                                                                    | CUSIP: 02079KAB3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4186212.80   | 0.18%             | 2024-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2517744.24   | 0.11%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                                     | CUSIP: 976656CL0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1760973.24   | 0.08%             | 2024-12-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                               | BGC Partners Inc                                                                | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1769508.85   | 0.08%             | 2024-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   5416000 | PA      | $5329452.32   | 0.23%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8851000 | PA      | $8725492.82   | 0.37%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2550242.67   | 0.11%             | 2024-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   2745000 | PA      | $2667975.30   | 0.11%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| J PAUL GETTY TRUST                             | J Paul Getty Trust/The                                                          | CUSIP: 374288AB4<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2926579.95   | 0.13%             | 2024-01-01      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4206000 | PA      | $4032376.32   | 0.17%             | 2024-01-19      | Fixed         | 0.43%                 | No            |                  2 | On Loan: —       |
| Carlisle Cos Inc                               | Carlisle Cos Inc                                                                | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2493103.05   | 0.11%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5415000 | PA      | $5170187.85   | 0.22%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7685000 | PA      | $7469282.05   | 0.32%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3877000 | PA      | $3647985.61   | 0.16%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10611000 | PA      | $10539057.42  | 0.45%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2597938.70   | 0.11%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AH3<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $2100735.11   | 0.09%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3890350.35   | 0.17%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                   | CUSIP: 71270QEB8<br>LEI: N4662XQCE3KKIZ6EZS08 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2677127.40   | 0.11%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6389000 | PA      | $6013007.35   | 0.26%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1464044.40   | 0.06%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   6648000 | PA      | $6415718.88   | 0.27%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4455000 | PA      | $4176874.35   | 0.18%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5072000 | PA      | $4837267.84   | 0.21%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                           | CUSIP: 69371RQ25<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1999831.68   | 0.09%             | 2024-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4402143.08   | 0.19%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4446000 | PA      | $4365349.56   | 0.19%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                  | Amphenol Corp                                                                   | CUSIP: 032095AG6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3023358.80   | 0.13%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2457046.36   | 0.11%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3679000 | PA      | $3540890.34   | 0.15%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                       | FMC Corp                                                                        | CUSIP: 302491AS4<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2301880.80   | 0.10%             | 2024-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3368723.20   | 0.14%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1460162.20   | 0.06%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Leggett & Platt Inc                            | Leggett & Platt Inc                                                             | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361490.00    | 0.02%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  13387000 | PA      | $12760756.14  | 0.55%             | 2024-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3969000 | PA      | $3892279.23   | 0.17%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29365PAP7<br>LEI: 8F4SD5Y4YNDDSMHFUP83 | Long             | DBT              | CORP              | US        |    838000 | PA      | $847930.30    | 0.04%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2549643.75   | 0.11%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $1951163.84   | 0.08%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   5459000 | PA      | $5401789.68   | 0.23%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2572784.52   | 0.11%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                               | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1851000 | PA      | $1832934.24   | 0.08%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1848190.40   | 0.08%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL                        | Genpact Luxembourg Sarl                                                         | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |   2587000 | PA      | $2490711.86   | 0.11%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown Inc                                                               | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2583039.85   | 0.11%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2665183.56   | 0.11%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10648000 | PA      | $10439938.08  | 0.45%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5650000 | PA      | $5567849.00   | 0.24%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Stifel Financial Corp                          | Stifel Financial Corp                                                           | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   2966000 | PA      | $2929102.96   | 0.13%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7305000 | PA      | $7106157.90   | 0.30%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2407336.10   | 0.10%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4350000 | PA      | $4306413.00   | 0.18%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3321709.20   | 0.14%             | 2024-03-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3909000 | PA      | $3740483.01   | 0.16%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   3442000 | PA      | $3379183.50   | 0.14%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   6542000 | PA      | $6444066.26   | 0.28%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10253455.00  | 0.44%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2875000 | PA      | $2840615.00   | 0.12%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4828000 | PA      | $4534650.72   | 0.19%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                             | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2228922.36   | 0.10%             | 2024-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                | Credit Agricole Corporate & Investment Bank SA                                  | CUSIP: 22533AE52<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |    465000 | PA      | $438685.65    | 0.02%             | 2024-06-28      | Fixed         | 0.78%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8815000 | PA      | $8866391.45   | 0.38%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2324766.15   | 0.10%             | 2024-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                   | HSBC USA Inc                                                                    | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4160372.80   | 0.18%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2230361.80   | 0.10%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4978000 | PA      | $4786197.66   | 0.21%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                                                    | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $6164496.00   | 0.26%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4613042.28   | 0.20%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                  | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2071133.80   | 0.09%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4783112.10   | 0.20%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5392000 | PA      | $5089994.08   | 0.22%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4814000 | PA      | $4693264.88   | 0.20%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10627000 | PA      | $10543578.05  | 0.45%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3185329.80   | 0.14%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3353110.72   | 0.14%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1817714.80   | 0.08%             | 2024-03-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3946000 | PA      | $3897661.50   | 0.17%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   3388000 | PA      | $3308246.48   | 0.14%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3167830.08   | 0.14%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3236529.20   | 0.14%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5808000 | PA      | $5764556.16   | 0.25%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3510000 | PA      | $3302910.00   | 0.14%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                                      | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1760622.80   | 0.08%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6243000 | PA      | $6096164.64   | 0.26%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1615000 | PA      | $1605196.95   | 0.07%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                     | NetApp Inc                                                                      | CUSIP: 64110DAF1<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   1903000 | PA      | $1853236.55   | 0.08%             | 2024-09-29      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1315143.90   | 0.06%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   5204000 | PA      | $5160390.48   | 0.22%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4023442.20   | 0.17%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10191000 | PA      | $10251942.18  | 0.44%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15292000 | PA      | $15032647.68  | 0.64%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2415011.55   | 0.10%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5219000 | PA      | $5160912.53   | 0.22%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8591000 | PA      | $8454574.92   | 0.36%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6656000 | PA      | $6568340.48   | 0.28%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                             | CNA Financial Corp                                                              | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $3003210.40   | 0.13%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6673000 | PA      | $6542342.66   | 0.28%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3947000 | PA      | $3720915.84   | 0.16%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7900000 | PA      | $7790111.00   | 0.33%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5723000 | PA      | $5519432.89   | 0.24%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2209627.02   | 0.09%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6342000 | PA      | $5952664.62   | 0.26%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   8240000 | PA      | $7888481.60   | 0.34%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3374754.20   | 0.14%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   9308000 | PA      | $9187368.32   | 0.39%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   4064000 | PA      | $3957970.24   | 0.17%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1919905.20   | 0.08%             | 2024-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   2485000 | PA      | $2441562.20   | 0.10%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11602000 | PA      | $11290022.22  | 0.48%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6893000 | PA      | $6786709.94   | 0.29%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 53522KAA1<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191829.70    | 0.01%             | 2024-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   3450000 | PA      | $3287712.00   | 0.14%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| EASTERN ENERGY GAS                             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    599000 | PA      | $585672.25    | 0.03%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9443000 | PA      | $9251212.67   | 0.40%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| OMNICOM GP/OMNICOM CAP                         | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 681919BA3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   4849000 | PA      | $4755026.38   | 0.20%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1297863.00   | 0.06%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5772000 | PA      | $5551221.00   | 0.24%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4510000 | PA      | $4484834.20   | 0.19%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3398631.80   | 0.15%             | 2024-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9705000 | PA      | $9857853.75   | 0.42%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4002000 | PA      | $3819468.78   | 0.16%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BN3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   2387000 | PA      | $2335631.76   | 0.10%             | 2024-07-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3415000 | PA      | $3265149.80   | 0.14%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                         | Sixth Street Specialty Lending Inc                                              | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1836777.60   | 0.08%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2802614.40   | 0.12%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAE8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1262656.00   | 0.05%             | 2024-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9832000 | PA      | $9400866.80   | 0.40%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                               | Radian Group Inc                                                                | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2092246.40   | 0.09%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  17468000 | PA      | $16834610.32  | 0.72%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2971955.55   | 0.13%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1107192.50   | 0.05%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   9327000 | PA      | $9205189.38   | 0.39%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2642549.79   | 0.11%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5837000 | PA      | $5763103.58   | 0.25%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3012000 | PA      | $2961097.20   | 0.13%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6935000 | PA      | $6858784.35   | 0.29%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7204000 | PA      | $7138947.88   | 0.31%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                    | Citibank NA                                                                     | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  11318000 | PA      | $11195312.88  | 0.48%             | 2024-01-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3438487.60   | 0.15%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   2017000 | PA      | $1999129.38   | 0.09%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2914961.00   | 0.12%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3212816.40   | 0.14%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1507139.66   | 0.06%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1990000 | PA      | $1927295.10   | 0.08%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $6920390.40   | 0.30%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2205000 | PA      | $2221272.90   | 0.10%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1420000 | PA      | $1417671.20   | 0.06%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3173691.92   | 0.14%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13075000 | PA      | $12241991.75  | 0.52%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   2027000 | PA      | $2004723.27   | 0.09%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3606135.40   | 0.15%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9629000 | PA      | $9532613.71   | 0.41%             | 2024-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   4198000 | PA      | $4103922.82   | 0.18%             | 2024-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6906000 | PA      | $6847920.54   | 0.29%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBB8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1938487.64   | 0.08%             | 2024-02-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2531000 | PA      | $2483974.02   | 0.11%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16098000 | PA      | $15920922.00  | 0.68%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| XILINX INC                                     | Xilinx Inc                                                                      | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   5429000 | PA      | $5304784.48   | 0.23%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2056233.77   | 0.09%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  88604313 | NS      | $88657475.84  | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2635996.05   | 0.11%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6255000 | PA      | $6149603.25   | 0.26%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2591713.20   | 0.11%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   3667000 | PA      | $3620905.81   | 0.16%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   5711000 | PA      | $5641040.25   | 0.24%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BE9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97423.00     | 0.00%             | 2024-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                             | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1463469.55   | 0.06%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  11861000 | PA      | $11583333.99  | 0.50%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enel Generacion Chile SA                       | Enel Generacion Chile SA                                                        | CUSIP: 29246RAA1<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |   1299000 | PA      | $1283230.14   | 0.05%             | 2024-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $2969470.70   | 0.13%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5736000 | PA      | $5558241.36   | 0.24%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                      | Qorvo Inc                                                                       | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2635995.00   | 0.11%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   6187000 | PA      | $6056763.65   | 0.26%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    317000 | PA      | $313490.81    | 0.01%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   5835000 | PA      | $5605276.05   | 0.24%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9318000 | PA      | $9014419.56   | 0.39%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2478554.40   | 0.11%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3077000 | PA      | $2949366.04   | 0.13%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1865000 | PA      | $1850303.80   | 0.08%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $5415651.40   | 0.23%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4586000 | PA      | $4509597.24   | 0.19%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                       | Brandywine Operating Partnership LP                                             | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   1099000 | PA      | $1065150.80   | 0.05%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $4109037.66   | 0.18%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6712000 | PA      | $6608970.80   | 0.28%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| FIRST AMERICAN FINANCIAL                       | First American Financial Corp                                                   | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    635000 | PA      | $631761.50    | 0.03%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                      | Wyeth LLC                                                                       | CUSIP: 983024AF7<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   2848000 | PA      | $2891318.08   | 0.12%             | 2024-02-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $3368603.94   | 0.14%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AA0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    992000 | PA      | $941834.56    | 0.04%             | 2024-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2558026.08   | 0.11%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                                                   | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1335402.08   | 0.06%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4353000 | PA      | $4256929.29   | 0.18%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   2858000 | PA      | $2800239.82   | 0.12%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6103000 | PA      | $6022928.64   | 0.26%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                       | Main Street Capital Corp                                                        | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2940372.75   | 0.13%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $3363655.28   | 0.14%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $3934772.01   | 0.17%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4783000 | PA      | $4718620.82   | 0.20%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                       | CUSIP: 902133AR8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1546000 | PA      | $1517584.52   | 0.07%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3190000 | PA      | $3165341.30   | 0.14%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1831000 | PA      | $1777699.59   | 0.08%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                       | Willis North America Inc                                                        | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   3592000 | PA      | $3516568.00   | 0.15%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                    | Ameren Corp                                                                     | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2706000 | PA      | $2605093.26   | 0.11%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   7306000 | PA      | $7191368.86   | 0.31%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $3589926.07   | 0.15%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| Chevron Corp                                   | Chevron Corp                                                                    | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5923000 | PA      | $5818459.05   | 0.25%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2734297.83   | 0.12%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4130000 | PA      | $4022991.70   | 0.17%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                          | Arrow Electronics Inc                                                           | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2873598.84   | 0.12%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5949000 | PA      | $5880289.05   | 0.25%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3523000 | PA      | $3487347.24   | 0.15%             | 2024-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7164000 | PA      | $6972148.08   | 0.30%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                              | Kinross Gold Corp                                                               | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   3739000 | PA      | $3755414.21   | 0.16%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1254747.00   | 0.05%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3258173.76   | 0.14%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5006575.60   | 0.21%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                           | CUSIP: 69371RR81<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2880086.15   | 0.12%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2617452.14   | 0.11%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3363000 | PA      | $3236719.35   | 0.14%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                     | Weibo Corp                                                                      | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |   2518000 | PA      | $2442157.84   | 0.10%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5610000 | PA      | $5309977.20   | 0.23%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1352245.20   | 0.06%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3840000 | PA      | $3847065.60   | 0.16%             | 2024-05-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4301000 | PA      | $4191668.58   | 0.18%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6324000 | PA      | $6124224.84   | 0.26%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDM1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $4063809.20   | 0.17%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2633389.36   | 0.11%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3642000 | PA      | $3531938.76   | 0.15%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2826000 | PA      | $2720420.64   | 0.12%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: —       |
| AutoNation Inc                                 | AutoNation Inc                                                                  | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2651280.24   | 0.11%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                             | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2448098.40   | 0.10%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2102970.30   | 0.09%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4816000 | PA      | $4727915.36   | 0.20%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MES9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4487404.80   | 0.19%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8030000 | PA      | $7780989.70   | 0.33%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   5825000 | PA      | $5590136.00   | 0.24%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2746904.88   | 0.12%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                     | Evergy Inc                                                                      | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   4922000 | PA      | $4718376.86   | 0.20%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5391000 | PA      | $5283826.92   | 0.23%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                                               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2242682.20   | 0.10%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $4728419.30   | 0.20%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3922000 | PA      | $3970554.36   | 0.17%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5381000 | PA      | $5256429.85   | 0.23%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2829000 | PA      | $2703901.62   | 0.12%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| COMERICA BANK                                  | Comerica Bank                                                                   | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4070678.40   | 0.17%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3618000 | PA      | $3513258.90   | 0.15%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1735502.34   | 0.07%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | Barclays Bank PLC                                                               | CUSIP: 06739FHV6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   5180000 | PA      | $5115198.20   | 0.22%             | 2024-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   7590000 | PA      | $7129135.20   | 0.31%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                                                 | CUSIP: 680223AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1239210.63   | 0.05%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5608000 | PA      | $5508906.64   | 0.24%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11880000 | PA      | $11450181.60  | 0.49%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4058000 | PA      | $4019692.48   | 0.17%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WAK4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1337447.05   | 0.06%             | 2024-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4442000 | PA      | $4351960.66   | 0.19%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2226307.14   | 0.10%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $3811525.83   | 0.16%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4761000 | PA      | $4681776.96   | 0.20%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5566000 | PA      | $5455180.94   | 0.23%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2336841.29   | 0.10%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                               | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2036776.50   | 0.09%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4222000 | PA      | $4264135.56   | 0.18%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   4068000 | PA      | $3984280.56   | 0.17%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4644000 | PA      | $4577219.28   | 0.20%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LONDON                        | Deutsche Bank AG/London                                                         | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3453000 | PA      | $3428690.88   | 0.15%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5012000 | PA      | $4811269.40   | 0.21%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1405380.00   | 0.06%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3548175.96   | 0.15%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $3074282.56   | 0.13%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8432000 | PA      | $8151636.00   | 0.35%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1931322.64   | 0.08%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $2944333.70   | 0.13%             | 2024-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4088000 | PA      | $3828125.84   | 0.16%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14647000 | PA      | $14488665.93  | 0.62%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   7451000 | PA      | $7380215.50   | 0.32%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14765000 | PA      | $14607457.45  | 0.63%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4276929.60   | 0.18%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2975854.50   | 0.13%             | 2024-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1691634.45   | 0.07%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1856000 | PA      | $1795216.00   | 0.08%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3558551.60   | 0.15%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3981000 | PA      | $3998476.59   | 0.17%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7840000 | PA      | $7705230.40   | 0.33%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                       | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17329FXG4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2685485.69   | 0.12%             | 2024-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   4171000 | PA      | $4093836.50   | 0.18%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   4357000 | PA      | $4347981.01   | 0.19%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3037000 | PA      | $2973192.63   | 0.13%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5135000 | PA      | $4812932.80   | 0.21%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5793542 | PA      | $5619330.19   | 0.24%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $3882702.06   | 0.17%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4664000 | PA      | $4582753.12   | 0.20%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   2215000 | PA      | $2194378.35   | 0.09%             | 2024-01-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8387000 | PA      | $8291472.07   | 0.36%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                       | Packaging Corp of America                                                       | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2015925.72   | 0.09%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2237847.97   | 0.10%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2805000 | PA      | $2624975.10   | 0.11%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                      | Baidu Inc                                                                       | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   2545000 | PA      | $2518175.70   | 0.11%             | 2024-05-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14527000 | PA      | $14307642.30  | 0.61%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   9684000 | PA      | $9548520.84   | 0.41%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6185000 | PA      | $6100079.95   | 0.26%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3269000 | PA      | $3052069.16   | 0.13%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3731628.47   | 0.16%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6995000 | PA      | $6657001.60   | 0.29%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                            | Georgia-Pacific LLC                                                             | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3516409.80   | 0.15%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    395000 | PA      | $380859.00    | 0.02%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2067657.90   | 0.09%             | 2024-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5819170.50   | 0.25%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5427000 | PA      | $5335120.89   | 0.23%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3707212.50   | 0.16%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUR8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1314630.72   | 0.06%             | 2024-01-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1489336.94   | 0.06%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2128000 | PA      | $2095548.00   | 0.09%             | 2024-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1208000 | PA      | $1193346.96   | 0.05%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5111000 | PA      | $5048850.24   | 0.22%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3758000 | PA      | $3606965.98   | 0.15%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2308689.00   | 0.10%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4886856.00   | 0.21%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                         | IPALCO Enterprises Inc                                                          | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2800942.92   | 0.12%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    899000 | PA      | $873603.25    | 0.04%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158AV8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1606649.10   | 0.07%             | 2024-07-31      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Ryder System Inc                               | Ryder System Inc                                                                | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3622000 | PA      | $3563794.46   | 0.15%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   2854000 | PA      | $2804254.78   | 0.12%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $3865935.55   | 0.17%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13281000 | PA      | $13154299.26  | 0.56%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   6335000 | PA      | $6052142.25   | 0.26%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2476624.41   | 0.11%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   7340000 | PA      | $7185933.40   | 0.31%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5652000 | PA      | $5399581.68   | 0.23%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2510000 | PA      | $2408043.80   | 0.10%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   7250000 | PA      | $7321992.50   | 0.31%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEU2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1719355.48   | 0.07%             | 2024-02-08      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2051810.60   | 0.09%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5096903.15   | 0.22%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2796557.12   | 0.12%             | 2024-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6699000 | PA      | $6624440.13   | 0.28%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              |  | US        |   2633000 | PA      | $2542767.09   | 0.11%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2533579.02   | 0.11%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3842000 | PA      | $3692546.20   | 0.16%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1623661.89   | 0.07%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1103866.40   | 0.05%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DV2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2490741.75   | 0.11%             | 2024-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3758352.25   | 0.16%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AH1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49052.00     | 0.00%             | 2024-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2561000 | PA      | $2496488.41   | 0.11%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3849490.00   | 0.16%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2632397.80   | 0.11%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   5611000 | PA      | $5552365.05   | 0.24%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3115557.90   | 0.13%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                           | CUSIP: 69371RR24<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2942000 | PA      | $2810110.14   | 0.12%             | 2024-02-02      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                               | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |   4077000 | PA      | $3987836.01   | 0.17%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3051547.85   | 0.13%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   1610000 | PA      | $1572277.70   | 0.07%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5717856.60   | 0.25%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4468000 | PA      | $4306794.56   | 0.18%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                       | Delta Air Lines 2019-1 Class AA Pass Through Trust                              | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102823.35    | 0.00%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1742410.80   | 0.07%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4704000 | PA      | $4654466.88   | 0.20%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                                   | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2611592.10   | 0.11%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5835000 | PA      | $5643845.40   | 0.24%             | 2024-08-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   6471000 | PA      | $6380794.26   | 0.27%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CD2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2035000 | PA      | $1978081.05   | 0.08%             | 2024-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1667015.30   | 0.07%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  11942000 | PA      | $11278502.48  | 0.48%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5881000 | PA      | $5697630.42   | 0.24%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                              | Golub Capital BDC Inc                                                           | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2776709.18   | 0.12%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                                           | CUSIP: 595620AM7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3489827.50   | 0.15%             | 2024-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   4857000 | PA      | $4816444.05   | 0.21%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5281000 | PA      | $5275243.71   | 0.23%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  13026000 | PA      | $12879457.50  | 0.55%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   3349000 | PA      | $3232588.76   | 0.14%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1395000 | PA      | $1378273.95   | 0.06%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2972000 | PA      | $2909766.32   | 0.12%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                  | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   4439000 | PA      | $4248744.46   | 0.18%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   6833000 | PA      | $6761800.14   | 0.29%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   3233000 | PA      | $3170409.12   | 0.14%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   5964000 | PA      | $5608366.68   | 0.24%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $6273531.10   | 0.27%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11556000 | PA      | $11301421.32  | 0.48%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1885518.96   | 0.08%             | 2024-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   9777000 | PA      | $9463451.61   | 0.41%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5004000 | PA      | $4842570.96   | 0.21%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1099000 | PA      | $1067161.97   | 0.05%             | 2024-03-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   5813000 | PA      | $5461371.63   | 0.23%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7341000 | PA      | $7183829.19   | 0.31%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BU8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2416051.20   | 0.10%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3372563.70   | 0.14%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5398000 | PA      | $5225425.94   | 0.22%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   7542000 | PA      | $7208492.76   | 0.31%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   4683000 | PA      | $4623666.39   | 0.20%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                              | Union Electric Co                                                               | CUSIP: 906548CK6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2169212.22   | 0.09%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1868980.41   | 0.08%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2809000 | PA      | $2794224.66   | 0.12%             | 2024-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Avangrid Inc                                   | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   3162000 | PA      | $3057274.56   | 0.13%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3560000 | PA      | $3483388.80   | 0.15%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2894000 | PA      | $2850387.42   | 0.12%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3409080.70   | 0.15%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2625112.26   | 0.11%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   6147000 | PA      | $6046004.79   | 0.26%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   6043000 | PA      | $5925221.93   | 0.25%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1592087.00   | 0.07%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    625000 | PA      | $612912.50    | 0.03%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   1988000 | PA      | $1954084.72   | 0.08%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4774000 | PA      | $4453760.08   | 0.19%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    865000 | PA      | $879514.70    | 0.04%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2740374.35   | 0.12%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1504782.15   | 0.06%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3247000 | PA      | $3142998.59   | 0.13%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Trimble Inc                                    | Trimble Inc                                                                     | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2423396.38   | 0.10%             | 2024-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2223016.92   | 0.10%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2675854.44   | 0.11%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4472000 | PA      | $4423970.72   | 0.19%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $4779941.80   | 0.20%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3411000 | PA      | $3324258.27   | 0.14%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3007129.80   | 0.13%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                 | Brunswick Corp/DE                                                               | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2440604.32   | 0.10%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   9261000 | PA      | $9167834.34   | 0.39%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   4937000 | PA      | $4837963.78   | 0.21%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2130000 | PA      | $2083928.10   | 0.09%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                          | LyondellBasell Industries NV                                                    | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   3665000 | PA      | $3683618.20   | 0.16%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2426000 | PA      | $2327043.46   | 0.10%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7302000 | PA      | $7217588.88   | 0.31%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5363465.10   | 0.23%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CY5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3019347.50   | 0.13%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4537000 | PA      | $4474525.51   | 0.19%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4238000 | PA      | $4143704.50   | 0.18%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1439816.65   | 0.06%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $2112621.81   | 0.09%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3036813.70   | 0.13%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2307503.92   | 0.10%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7460000 | PA      | $7303936.80   | 0.31%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   3980000 | PA      | $3863067.60   | 0.17%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5497000 | PA      | $5496670.18   | 0.24%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2638306.83   | 0.11%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1865729.80   | 0.08%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3741000 | PA      | $3672988.62   | 0.16%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6927000 | PA      | $6620688.06   | 0.28%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FUNDING LLC                         | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   6838000 | PA      | $6822819.64   | 0.29%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BC1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1076777.32   | 0.05%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   5824000 | PA      | $5619752.32   | 0.24%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4805000 | PA      | $4684442.55   | 0.20%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAQ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2990000 | PA      | $2867230.60   | 0.12%             | 2024-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2718000 | PA      | $2640999.06   | 0.11%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4125168.00   | 0.18%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1731816.45   | 0.07%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2375855.67   | 0.10%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                                     | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $4307914.08   | 0.18%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $640067.40    | 0.03%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp                                                                   | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   5095000 | PA      | $5026421.30   | 0.22%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6755000 | PA      | $6657052.50   | 0.29%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  13843000 | PA      | $13526687.45  | 0.58%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6647000 | PA      | $6639555.36   | 0.28%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   2937000 | PA      | $2917410.21   | 0.13%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5520000 | PA      | $5340489.60   | 0.23%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5455000 | PA      | $5374047.80   | 0.23%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   7986000 | PA      | $7583186.16   | 0.32%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                           | CUSIP: 69371RR40<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1784309.80   | 0.08%             | 2024-08-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3482970.60   | 0.15%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8598000 | PA      | $8511246.18   | 0.36%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3817000 | PA      | $3595537.66   | 0.15%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1526113.98   | 0.07%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90103.50     | 0.00%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9694000 | PA      | $9671316.04   | 0.41%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3838023.00   | 0.16%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2469071.25   | 0.11%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   7056000 | PA      | $6940422.72   | 0.30%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1670470.34   | 0.07%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3043000 | PA      | $2935734.25   | 0.13%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   6974000 | PA      | $6903562.60   | 0.30%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4919000 | PA      | $4791007.62   | 0.21%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4334000 | PA      | $4298547.88   | 0.18%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   5005000 | PA      | $4796441.65   | 0.21%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                           | CUSIP: 69371RR57<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2334027.20   | 0.10%             | 2024-11-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK PLC                               | Santander UK PLC                                                                | CUSIP: 80283LAX1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   2025000 | PA      | $1965748.50   | 0.08%             | 2024-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| EQUIFAX INC                                    | Equifax Inc                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3534589.79   | 0.15%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4195985.68   | 0.18%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3477000 | PA      | $3463578.78   | 0.15%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3900667.50   | 0.17%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2408300.55   | 0.10%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Magna International Inc                        | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   6039000 | PA      | $5932592.82   | 0.25%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $3988855.20   | 0.17%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4351000 | PA      | $4183878.09   | 0.18%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| ASSURED GUARANTY US HLDG                       | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAC4<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1552020.55   | 0.07%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   8287000 | PA      | $8141397.41   | 0.35%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    670000 | PA      | $636037.70    | 0.03%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                               | Santander UK PLC                                                                | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   7010000 | PA      | $6937867.10   | 0.30%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2783329.45   | 0.12%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6030000 | PA      | $5941479.60   | 0.25%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| EMERA US FINANCE LP                            | Emera US Finance LP                                                             | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1863682.89   | 0.08%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                               | Bank of Montreal                                                                | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10193000 | PA      | $10033377.62  | 0.43%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   9634000 | PA      | $9398063.34   | 0.40%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   5459000 | PA      | $5218585.64   | 0.22%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                        | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2740469.12   | 0.12%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                 | Whirlpool Corp                                                                  | CUSIP: 963320AR7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1473908.00   | 0.06%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2400384.90   | 0.10%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| TIMKEN CO                                      | Timken Co/The                                                                   | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    872000 | PA      | $857707.92    | 0.04%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   6334000 | PA      | $6272243.50   | 0.27%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   3566000 | PA      | $3532301.30   | 0.15%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   1303000 | PA      | $1282178.06   | 0.05%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3531000 | PA      | $3481671.93   | 0.15%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5220504.00   | 0.22%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   3047000 | PA      | $3010283.65   | 0.13%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4586000 | PA      | $4530830.42   | 0.19%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |   1901000 | PA      | $1869747.56   | 0.08%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3964000 | PA      | $3918295.08   | 0.17%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7162000 | PA      | $7039673.04   | 0.30%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3879000 | PA      | $3811156.29   | 0.16%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CR7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1581608.16   | 0.07%             | 2024-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1827582.90   | 0.08%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Owl Rock Capital Corp                          | Owl Rock Capital Corp                                                           | CUSIP: 69121KAA2<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2639744.50   | 0.11%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4659751.80   | 0.20%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2221796.22   | 0.10%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2492264.40   | 0.11%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: —       |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6356082.20   | 0.27%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                   | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   3127000 | PA      | $3101640.03   | 0.13%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                        | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4457000 | PA      | $4395582.54   | 0.19%             | 2024-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1841954.40   | 0.08%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   3666000 | PA      | $3613869.48   | 0.15%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3729285.72   | 0.16%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2568173.29   | 0.11%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   3976000 | PA      | $3816323.84   | 0.16%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   9622000 | PA      | $9323814.22   | 0.40%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4698000 | PA      | $4577308.38   | 0.20%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4577000 | PA      | $4471500.15   | 0.19%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2857140.00   | 0.12%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CLEVELAND ELECTRIC ILLUM                       | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70711.20     | 0.00%             | 2024-08-15      | Fixed         | 5.50%                 | 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        |   3035000 | NS      | $3035000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3091500.80   | 0.13%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3373000 | PA      | $3283986.53   | 0.14%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2012-1 A                       | United Airlines 2012-1 Class A Pass Through Trust                               | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140337 | PA      | $2086422.07   | 0.09%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4290000 | PA      | $4027580.70   | 0.17%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4452538.60   | 0.19%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8545000 | PA      | $8105701.55   | 0.35%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818DV7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2136000 | PA      | $2111991.36   | 0.09%             | 2024-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $1990825.27   | 0.09%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3034000 | PA      | $2997986.42   | 0.13%             | 2024-01-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CONTL AIRLINES 2012-2 A                        | Continental Airlines 2012-2 Class A Pass Through Trust                          | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568026 | PA      | $545548.82    | 0.02%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2282921.35   | 0.10%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer